Author Page for John Ammer

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

U.S. Federal Reserve Board of Governors, University of Georgia - C. Herman and Mary Virginia Terry College of Business, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School

Downloads 555 (42,988)

Citation 23

Abstract:

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

NBER Working Paper No. w12500

Number of pages: 53 Posted: 29 Sep 2006 Last Revised: 29 Aug 2010

John Ammer, Sara B. Holland, David C. Smith and Francis E. Warnock

U.S. Federal Reserve Board of Governors, University of Georgia - C. Herman and Mary Virginia Terry College of Business, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School

Downloads 37 (407,980)

Citation 21

Abstract:

4.

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, U.S. Federal Reserve Board of Governors, 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 509 (43,554)

Citation 26

Abstract:

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

U.S. Federal Reserve Board of Governors, affiliation not provided to SSRN and Drexel University - Department of Finance

Downloads 493 (48,944)

Citation 2

Abstract:

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

U.S. Federal Reserve Board of Governors and Federal Reserve Board

Downloads 433 (54,486)

Citation 15

Abstract:

7.

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

Downloads 337 ( 79,954)

Citation 1

3

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

FRB International Finance Discussion Paper No. 818

Number of pages: 43 Posted: 07 Oct 2004

John Ammer and Jon Wongswan

U.S. Federal Reserve Board of Governors and Phatra Securities

Downloads 319 (84,469)

Citation 1

Abstract:

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

The Financial Review, Vol. 42, No. 2, pp. 211-226, May 2007

Number of pages: 16 Posted: 04 Jun 2007

John Ammer and Jon Wongswan

U.S. Federal Reserve Board of Governors and Phatra Securities

Downloads 18 (506,514)

Citation 1

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Abstract:

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

U.S. Federal Reserve Board of Governors and Phatra Securities

Abstract:

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: 15 Sep 2008

John Y. Campbell and John Ammer

Harvard University - Department of Economics and U.S. Federal Reserve Board of Governors

Downloads 145 (138,260)

Citation 304

Abstract:

9.

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

U.S. Federal Reserve Board of Governors, University of Georgia - C. Herman and Mary Virginia Terry College of Business, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School

Downloads 138 (178,667)

Citation 6

Abstract:

10.

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

Downloads 90 (258,929)

Citation 3

2

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 U.S. Federal Reserve Board of Governors

Downloads 52 (354,357)

Citation 3

Abstract:

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

U.S. Federal Reserve Board of Governors, Board of Governors of the Federal Reserve System and Phatra Securities

Downloads 38 (403,929)

Citation 3

Abstract:

11.

U.S. International Equity Investment

Downloads 69 (302,954)

Citation 2

2

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

U.S. Federal Reserve Board of Governors, University of Georgia - C. Herman and Mary Virginia Terry College of Business, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School

Downloads 54 (348,059)

Citation 2

Abstract:

U.S. International Equity Investment

NBER Working Paper No. w17839

Number of pages: 65 Posted: 11 Feb 2012

John Ammer, Sara B. Holland, David C. Smith and Francis E. Warnock

U.S. Federal Reserve Board of Governors, University of Georgia - C. Herman and Mary Virginia Terry College of Business, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School

Downloads 15 (524,328)

Citation 2

Abstract:

12.

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

Downloads 56 (336,844)

2

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

U.S. Federal Reserve Board of Governors, Bank for International Settlements, Board of Governors of the Federal Reserve System and University of Chicago - Booth School of Business

Downloads 40 (396,114)

Abstract:

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

John Ammer, Stijn Claessens, Alexandra Tabova and Caleb Wroblewski

U.S. Federal Reserve Board of Governors, Bank for International Settlements, Board of Governors of the Federal Reserve System and University of Chicago - Booth School of Business

Downloads 16 (518,269)

Abstract:

13.

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

FRB International Finance Discussion Paper No. 556

Posted: 07 Oct 1996

John Ammer and Michael S. Gibson

U.S. Federal Reserve Board of Governors and Federal Reserve Board

Abstract:

14.

Measuring International Economic Linkages with Stock Market Data

Downloads 0 (601,812)

2

Measuring International Economic Linkages with Stock Market Data

Posted: 03 Oct 1994

John Ammer and Jianping Mei

U.S. Federal Reserve Board of Governors and New York University (NYU) - Department of Finance

Abstract:

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

U.S. Federal Reserve Board of Governors and New York University (NYU) - Department of Finance

John Ammer

U.S. Federal Reserve Board of Governors

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Scholarly Papers (14)

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

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