John Ammer

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

18

DOWNLOADS
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Top 12,947

in Total Papers Downloads

7,010

SSRN CITATIONS
Rank 3,483

SSRN RANKINGS

Top 3,483

in Total Papers Citations

162

CROSSREF CITATIONS

345

Scholarly Papers (18)

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 1,559 (22,224)
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 1,194 (32,985)
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
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
Downloads 844 (53,710)
Citation 44

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asset prices, business cycles, bubbles, financial stability

4.
Downloads 638 (77,480)
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 590 (84,372)
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 2022
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 48 (735,101)

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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 538 (95,992)
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 530 (97,769)
Citation 30

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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 389 (139,606)

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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

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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: 12 Oct 2022
John Y. Campbell and John Ammer
Harvard University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 308 (181,500)
Citation 42

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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 181 (302,901)

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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 91 (518,609)

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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
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 196 (282,414)
Citation 12

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Home bias, portfolio choice, financial disclosure, corporate governance

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 78 (571,194)

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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 77 (575,613)
Citation 8

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Monetary policy announcements, high frequency data, credit channel

12.

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 142 (374,206)

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Chinese monetary policy, Fund managers, Textual analysis

13.
Downloads 121 (420,936)
Citation 20

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 78 (571,194)

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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: 31 Mar 2023
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 43 (770,272)
Citation 4

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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
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 72 (590,258)
Citation 6

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

15.

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 52 (693,668)

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mutual fund managers, chinese financial markets, economic growth expectations, price informativeness, textual analysis

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 Board of Governors of the Federal Reserve System

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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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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

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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 Cheung Kong Graduate School of Business

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