Author Page for John Ammer

University of Galway - 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

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Citation 44

Abstract:

4.

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

Downloads 655 (87,262)

Citation 4

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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, Washington and Lee University - Williams School of Commerce, Economics, and Politics, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School

Downloads 607 (94,877)

Citation 4

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: 27 Feb 2022

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

Board of Governors of the Federal Reserve System, Washington and Lee University - Williams School of Commerce, Economics, and Politics, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School

Downloads 48 (879,015)

Abstract:

5.

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 551 (108,689)

Citation 33

Abstract:

6.

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

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Citation 1

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7.

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

Downloads 401 (158,872)

2

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 401 (157,278)

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

Board of Governors of the Federal Reserve System and Phatra Securities

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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: 12 Oct 2022

John Y. Campbell and John Ammer

Harvard University - Department of Economics and Board of Governors of the Federal Reserve System

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Citation 42

Abstract:

9.

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

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2

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, Yale School of Management, Board of Governors of the Federal Reserve System and University of Chicago - Booth School of Business

Downloads 187 (346,380)

Abstract:

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, Yale School of Management, Board of Governors of the Federal Reserve System and University of Chicago - Booth School of Business

Downloads 103 (568,183)

Abstract:

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, Washington and Lee University - Williams School of Commerce, Economics, and Politics, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School

Downloads 206 (317,484)

Citation 12

Abstract:

11.

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

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Abstract:

12.

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

Downloads 177 (364,766)

Citation 8

2

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 94 (605,241)

Citation 8

Abstract:

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

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Abstract:

13.

U.S. International Equity Investment

Downloads 139 (447,341)

Citation 4

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

Board of Governors of the Federal Reserve System, Washington and Lee University - Williams School of Commerce, Economics, and Politics, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School

Downloads 85 (645,414)

Abstract:

U.S. International Equity Investment

NBER Working Paper No. w17839

Number of pages: 65 Posted: 11 Feb 2012 Last Revised: 31 Mar 2023

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

Board of Governors of the Federal Reserve System, Washington and Lee University - Williams School of Commerce, Economics, and Politics, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School

Downloads 54 (830,135)

Citation 4

Abstract:

14.

Visible Hands: Professional Asset Managers' Expectations and the Stock Market in China

International Finance Discussion Paper No. 1362

Number of pages: 52 Posted: 08 Jan 2023

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 and Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management

Downloads 124 (493,089)

Abstract:

15.

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, Yale School of Management, Board of Governors of the Federal Reserve System and University of Chicago - Booth School of Business

Downloads 84 (642,002)

Citation 8

Abstract:

16.

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 Bank of Italy

Abstract:

17.

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

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18.

Measuring International Economic Linkages with Stock Market Data

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2

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:

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

John Ammer

Board of Governors of the Federal Reserve System

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Scholarly Papers (18)

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