John Ammer

U.S. Federal Reserve Board of Governors

20th & C Streets NW

Washington, DC 20551

United States

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SCHOLARLY PAPERS

14

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SSRN CITATIONS
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Top 2,982

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31

CROSSREF CITATIONS

341

Scholarly Papers (14)

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1.

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

FRB International Finance Discussion Paper No. 809
Number of pages: 28 Posted: 24 Jul 2004
John Ammer and Nathanael Clinton
U.S. Federal Reserve Board of Governors and affiliation not provided to SSRN
Downloads 1,425 (13,221)
Citation 12

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

2.

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

FRB International Finance Discussion Paper No. 668
Number of pages: 22 Posted: 13 Jul 2000
John Ammer and Frank Packer
U.S. Federal Reserve Board of Governors and Bank for International Settlements (BIS)
Downloads 1,118 (19,148)
Citation 5

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

3.

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

Downloads 599 ( 45,958)
Citation 4

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
U.S. Federal Reserve Board of Governors, University of Oklahoma - Michael F. Price College of Business, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School
Downloads 558 (49,691)
Citation 3

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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: 29 Aug 2010
John Ammer, Sara B. Holland, David C. Smith and Francis E. Warnock
U.S. Federal Reserve Board of Governors, 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 (445,588)

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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 595 (46,378)
Citation 44

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asset prices, business cycles, bubbles, financial stability

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 514 (55,844)
Citation 1

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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
U.S. Federal Reserve Board of Governors and Federal Reserve Board
Downloads 485 (60,097)
Citation 16

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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 350 ( 88,526)
Citation 2

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 332 (93,284)

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International stock markets, globalization

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 (574,038)
Citation 1
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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

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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: 15 Sep 2008
John Y. Campbell and John Ammer
Harvard University - Department of Economics and U.S. Federal Reserve Board of Governors
Downloads 232 (137,087)
Citation 18

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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 Oklahoma - Michael F. Price College of Business, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School
Downloads 154 (198,815)
Citation 12

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Home bias, portfolio choice, financial disclosure, corporate governance

10.

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

Downloads 126 (233,480)
Citation 1

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 (BIS), Board of Governors of the Federal Reserve System and University of Chicago - Booth School of Business
Downloads 70 (345,802)

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

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: 21 Feb 2019
John Ammer, Stijn Claessens, Alexandra Tabova and Caleb Wroblewski
U.S. Federal Reserve Board of Governors, Bank for International Settlements (BIS), Board of Governors of the Federal Reserve System and University of Chicago - Booth School of Business
Downloads 56 (388,739)

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

11.

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

Downloads 107 (262,775)
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 U.S. Federal Reserve Board of Governors
Downloads 57 (385,404)

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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
U.S. Federal Reserve Board of Governors, Board of Governors of the Federal Reserve System and Phatra Securities
Downloads 50 (409,862)
Citation 9

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Monetary policy announcements, high frequency data, credit channel

12.

U.S. International Equity Investment

Downloads 77 (323,924)
Citation 9

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 Oklahoma - Michael F. Price College of Business, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School
Downloads 59 (378,692)

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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
John Ammer, Sara B. Holland, David C. Smith and Francis E. Warnock
U.S. Federal Reserve Board of Governors, University of Oklahoma - Michael F. Price College of Business, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School
Downloads 18 (574,038)

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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

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14.

Measuring International Economic Linkages with Stock Market Data

Downloads 0 (692,420)

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

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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

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