John Ammer

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

    • Email
    • Tel: 202-452-2349
    • Fax: 202-452-6424
SCHOLARLY PAPERS

17

DOWNLOADS
Rank 10,872

SSRN RANKINGS

Top 10,872

in Total Papers Downloads

6,249

SSRN CITATIONS
Rank 3,134

SSRN RANKINGS

Top 3,134

in Total Papers Citations

79

CROSSREF CITATIONS

345

Scholarly Papers (17)

Actions:
Email selected abstracts
1.

Good News is No News? The Impact of Credit Rating Changes on the Pricing of Asset-Backed Securities

Number of pages: 28 Posted: 24 Jul 2004
John Ammer and Nathanael Clinton
Board of Governors of the Federal Reserve System and affiliation not provided to SSRN
Downloads 1,495 (17,612)
Citation 14

Abstract:

Loading...

Structured finance, credit ratings, asset-backed securities, event study

2.

How Consistent are Credit Ratings? A Geographic and Sectoral Analysis of Default Risk

Number of pages: 22 Posted: 13 Jul 2000
John Ammer and Frank Packer
Board of Governors of the Federal Reserve System and Bank for International Settlements (BIS)
Downloads 1,137 (26,444)
Citation 5

Abstract:

Loading...

Bonds, rating agencies, capital requirements, Basel Committee on Banking Supervision

3.

Monetary Policy and House Prices: A Cross-Country Study

FRB International Finance Discussion Paper No. 841
Number of pages: 77 Posted: 05 Oct 2005
Alan G. Ahearne, John Ammer, Brian M. Doyle, Linda Kole and Robert F. Martin
National University of Ireland, Galway (NUIG) - Department of Economics, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System - World Payments and Economic Activity Section and Federal Reserve Board - International Finance Division
Downloads 694 (52,434)
Citation 44

Abstract:

Loading...

asset prices, business cycles, bubbles, financial stability

4.

Look at Me Now: What Attracts U.S. Shareholders?

Downloads 609 ( 62,010)
Citation 5

Look at Me Now: What Attracts U.S. Shareholders?

Board of Governors of the Federal Reserve System International Finance Discussion Paper No. 815, EFA 2004 Maastricht No. 4086, AFA 2006 Boston Meetings Paper
Number of pages: 52 Posted: 30 Aug 2005
John Ammer, Sara B. Holland, David C. Smith and Francis E. Warnock
Board of Governors of the Federal Reserve System, University of Oklahoma - Michael F. Price College of Business, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School
Downloads 568 (66,966)
Citation 4

Abstract:

Loading...

Cross-Listing, ADR, Home Bias, Selection Bias

Look at Me Now: What Attracts U.S. Shareholders?

NBER Working Paper No. w12500
Number of pages: 53 Posted: 29 Sep 2006 Last Revised: 27 Feb 2022
John Ammer, Sara B. Holland, David C. Smith and Francis E. Warnock
Board of Governors of the Federal Reserve System, University of Oklahoma - Michael F. Price College of Business, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School
Downloads 41 (574,180)

Abstract:

Loading...

5.

Accounting Standards and Information: Inferences from Cross-Listed Financial Firms

International Finance Discussion Paper No. 843
Number of pages: 41 Posted: 03 Nov 2005
John Ammer, Nathanael Clinton and Greg Nini
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN and Drexel University - Department of Finance
Downloads 520 (75,605)
Citation 1

Abstract:

Loading...

International Accounting Standards, bid-ask spreads, earnings estimates

6.

Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter?

FRB International Finance Discussion Paper No. 912
Number of pages: 49 Posted: 28 Dec 2007
John Ammer and Fang Cai
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 509 (77,602)
Citation 22

Abstract:

Loading...

Credit derivatives, sovereign bonds, yield spreads, emerging markets, liquidity, options

7.

Cash Flows and Discount Rates, Industry and Country Effects, and Co-Movement in Stock Returns

Downloads 366 (114,022)

Cash Flows and Discount Rates, Industry and Country Effects, and Co-Movement in Stock Returns

Number of pages: 43 Posted: 07 Oct 2004
John Ammer and Jon Wongswan
Board of Governors of the Federal Reserve System and Phatra Securities
Downloads 366 (113,206)

Abstract:

Loading...

International stock markets, globalization

Cash Flows and Discount Rates, Industry and Country Effects and Co-Movement in Stock Returns

Financial Review, Vol. 42, No. 2, May 2007
Posted: 24 Apr 2007
John Ammer and Jon Wongswan
Board of Governors of the Federal Reserve System and Phatra Securities

Abstract:

Loading...

International stock market integration, financial globalization

8.

What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns

NBER Working Paper No. w3760
Number of pages: 53 Posted: 05 Jul 2004 Last Revised: 11 Apr 2022
John Y. Campbell and John Ammer
Harvard University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 252 (168,518)
Citation 42

Abstract:

Loading...

9.

Searching for Yield Abroad: Risk-Taking Through Foreign Investment in U.S. Bonds

Downloads 198 (211,361)
Citation 1

Searching for Yield Abroad: Risk-Taking Through Foreign Investment in U.S. Bonds

FRB International Finance Discussion Paper No. 1224
Number of pages: 52 Posted: 06 Jun 2018 Last Revised: 29 Apr 2020
John Ammer, Stijn Claessens, Alexandra Tabova and Caleb Wroblewski
Board of Governors of the Federal Reserve System, Bank for International Settlements (BIS), Board of Governors of the Federal Reserve System and University of Chicago - Booth School of Business
Downloads 122 (314,890)

Abstract:

Loading...

Low interest rates, Risk-taking, Search for yield, Portfolio choice, Corporate debt, Unites States

Searching for Yield Abroad: Risk-Taking Through Foreign Investment in U.S. Bonds

BIS Working Paper No. 687
Number of pages: 57 Posted: 25 Jan 2018
John Ammer, Stijn Claessens, Alexandra Tabova and Caleb Wroblewski
Board of Governors of the Federal Reserve System, Bank for International Settlements (BIS), Board of Governors of the Federal Reserve System and University of Chicago - Booth School of Business
Downloads 76 (428,592)

Abstract:

Loading...

low interest rates, search for yield, portfolio choice, corporate debt

10.

Why Do U.S. Cross-Listings Matter?

FRB International Finance Discussion Paper No. 930
Number of pages: 38 Posted: 16 Jun 2008
John Ammer, Sara B. Holland, David C. Smith and Francis E. Warnock
Board of Governors of the Federal Reserve System, University of Oklahoma - Michael F. Price College of Business, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School
Downloads 167 (244,837)
Citation 12

Abstract:

Loading...

Home bias, portfolio choice, financial disclosure, corporate governance

11.

Do Fundamentals Explain the International Impact of U.S. Interest Rates? Evidence at the Firm Level

Downloads 118 (320,924)
Citation 5

Do Fundamentals Explain the International Impact of U.S. Interest Rates? Evidence at the Firm Level

Number of pages: 49 Posted: 05 Mar 2008
Jon Wongswan, Clara Vega and John Ammer
Phatra Securities, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 64 (470,376)

Abstract:

Loading...

monetary policy announcements, high-frequency data, credit channel

Do Fundamentals Explain the International Impact of U.S. Interest Rates? Evidence at the Firm Level

FRB International Finance Discussion Paper No. 952
Number of pages: 52 Posted: 16 Nov 2008
John Ammer, Clara Vega and Jon Wongswan
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Phatra Securities
Downloads 54 (510,997)
Citation 8

Abstract:

Loading...

Monetary policy announcements, high frequency data, credit channel

12.

U.S. International Equity Investment

Downloads 81 (408,649)
Citation 13

U.S. International Equity Investment

FRB International Finance Discussion Paper No. 1044, Darden Business School Working Paper No. 2033181
Number of pages: 70 Posted: 04 Apr 2012
John Ammer, Sara B. Holland, David C. Smith and Francis E. Warnock
Board of Governors of the Federal Reserve System, University of Oklahoma - Michael F. Price College of Business, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School
Downloads 61 (482,146)

Abstract:

Loading...

Home bias, portfolio choice, financial disclosure, corporate governance

U.S. International Equity Investment

NBER Working Paper No. w17839
Number of pages: 65 Posted: 11 Feb 2012 Last Revised: 31 Mar 2022
John Ammer, Sara B. Holland, David C. Smith and Francis E. Warnock
Board of Governors of the Federal Reserve System, University of Oklahoma - Michael F. Price College of Business, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School
Downloads 20 (716,847)
Citation 4

Abstract:

Loading...

13.

Monetary Policy Expectations, Fund Managers, and Fund Returns: Evidence from China

FRB International Finance Discussion Paper No. 1285
Number of pages: 49 Posted: 29 Jun 2020
John Ammer, John H. Rogers, Gang Wang and Yang Yu
Board of Governors of the Federal Reserve System, Fudan University - Fanhai International School of Finance (FISF), Shanghai University of Finance and Economics - Department of Finance and Shanghai University of Finance and Economics - School of Economics
Downloads 61 (475,185)

Abstract:

Loading...

Chinese monetary policy, Fund managers, Textual analysis

14.

Home Country Interest Rates and International Investment in U.S. Bonds

FRB International Finance Discussion Paper No. 1231
Number of pages: 35 Posted: 28 Jun 2018 Last Revised: 29 Apr 2020
John Ammer, Stijn Claessens, Alexandra Tabova and Caleb Wroblewski
Board of Governors of the Federal Reserve System, Bank for International Settlements (BIS), Board of Governors of the Federal Reserve System and University of Chicago - Booth School of Business
Downloads 42 (557,186)
Citation 3

Abstract:

Loading...

Low interest rates, Search-for-yield, Portfolio choice, Safe and risky assets, U.S. bonds

15.

Has International Financial Co-Movement Changed? Emerging Markets in the 2007-2009 Financial Crisis

International Finance Discussion Paper No. 1006
Posted: 09 Jul 2021
John Ammer, Fang Cai and Chiara Scotti
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...

16.

Regulation and the Cost of Capital in Japan: A Case Study

Posted: 07 Oct 1996
John Ammer and Michael S. Gibson
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...

17.

Measuring International Economic Linkages with Stock Market Data

Downloads 0 (893,239)

Measuring International Economic Linkages with Stock Market Data

Posted: 03 Oct 1994
John Ammer and Jianping Mei
Board of Governors of the Federal Reserve System and Cheung Kong Graduate School of Business

Abstract:

Loading...

Measuring International Economic Linkages with Stock Market Data

JOURNAL OF FINANCE, Vol. 51, No. 5, December 1996
Posted: 13 Feb 1997
John Ammer and Jianping Mei
Board of Governors of the Federal Reserve System and Cheung Kong Graduate School of Business

Abstract:

Loading...