John Ammer

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 9,545

SSRN RANKINGS

Top 9,545

in Total Papers Downloads

6,067

SSRN CITATIONS
Rank 3,181

SSRN RANKINGS

Top 3,181

in Total Papers Citations

76

CROSSREF CITATIONS

345

Scholarly Papers (16)

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 1,465 (15,474)
Citation 14

Abstract:

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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

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 1,129 (22,967)
Citation 5

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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
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 643 (50,193)
Citation 44

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asset prices, business cycles, bubbles, financial stability

4.
Downloads 607 ( 54,156)
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
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 566 (58,410)
Citation 4

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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: 27 Feb 2021
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 (513,854)

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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 518 (65,973)
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
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 503 (68,438)
Citation 22

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

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 362 (100,155)

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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
Board of Governors of the Federal Reserve System and Phatra Securities
Downloads 18 (658,882)
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
Board of Governors of the Federal Reserve System 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 Board of Governors of the Federal Reserve System
Downloads 245 (152,542)
Citation 42

Abstract:

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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
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 162 (222,270)
Citation 12

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Home bias, portfolio choice, financial disclosure, corporate governance

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
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 88 (349,279)

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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
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 71 (396,802)

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

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 60 (433,943)

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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
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Phatra Securities
Downloads 51 (468,835)
Citation 8

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Monetary policy announcements, high frequency data, credit channel

12.
Downloads 79 (369,417)
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
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 60 (433,943)

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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 Last Revised: 06 Feb 2021
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 19 (651,143)
Citation 4

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13.

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
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 37 (522,180)
Citation 3

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

14.

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, Board of Governors of the Federal Reserve System, Shanghai University of Finance and Economics - Department of Finance and Shanghai University of Finance and Economics - School of Economics
Downloads 29 (564,628)

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Chinese monetary policy, Fund managers, Textual analysis

15.

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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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 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
Board of Governors of the Federal Reserve System and New York University (NYU) - Department of Finance

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