Anthony Murphy

Federal Reserve Banks - Federal Reserve Bank of Dallas

SCHOLARLY PAPERS

12

DOWNLOADS

434

SSRN CITATIONS
Rank 16,817

SSRN RANKINGS

Top 16,817

in Total Papers Citations

9

CROSSREF CITATIONS

51

Scholarly Papers (12)

1.

Liquidity Mismatch Helps Predict Bank Failure and Distress

Economic Letter, Vol. 10, Issue 6, pp. 1-4, 2015
Number of pages: 4 Posted: 17 Aug 2015
J.B. Cooke, Christoffer Koch and Anthony Murphy
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 86 (323,798)

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2.

The Death of the Phillips Curve?

FRB of Dallas Working Paper No. 1801
Number of pages: 10 Posted: 20 Feb 2018 Last Revised: 29 Apr 2020
Anthony Murphy
Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 63 (385,384)

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inflation, wage inflation, Phillips Curve, slack

The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility

Number of pages: 47 Posted: 01 May 2019
Lancaster University, Lancaster University Management School, Federal Reserve Banks - Federal Reserve Bank of Dallas and Lancaster University
Downloads 32 (519,412)

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realized volatility, signed jumps, finite jumps, infinite jumps, volatility forecasts, noise-robust volatility, model averaging

The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility

FRB of Dallas Working Paper No. 1902
Number of pages: 48 Posted: 22 Apr 2019 Last Revised: 29 Apr 2020
Lancaster University, Lancaster University Management School, Federal Reserve Banks - Federal Reserve Bank of Dallas and Lancaster University
Downloads 30 (530,491)

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Realized Volatility, Signed Jumps, Finite Jumps, Infinite Jumps, Volatility Forecasts, Noise-Robust Volatility, Model Averaging

4.

Social Distancing Following the SARS-Cov-2 Outbreak

FRB of Dallas Working Paper No. 2014
Number of pages: 21 Posted: 23 May 2020
affiliation not provided to SSRN, affiliation not provided to SSRN, Federal Reserve Bank of Dallas, affiliation not provided to SSRN, Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 60 (394,820)

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Social Distancing Index, Location Data, COVID-19, SARS-Cov-2, Social Distancing and Economic Activity

5.

Increased Credit Availability, Rising Asset Prices Help Boost Consumer Spending

Economic Letter, Vol. 11, Issue 3, pp. 1-4, 2016
Number of pages: 4 Posted: 20 Apr 2016
John V. Duca, Anthony Murphy and Elizabeth Organ
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Banks - Federal Reserve Bank of Dallas and New York University School of Law
Downloads 52 (422,196)

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6.

High School Financial Literacy Mandate Could Boost Texans' Economic Well-Being

Southwest Economy, Issue Q1, pp. 10-13, 2016
Number of pages: 4 Posted: 06 Apr 2016
Camden Cornwell and Anthony Murphy
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 52 (422,196)

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7.

Plunging Oil Prices: A Boost for the U.S. Economy, a Jolt for Texas

Economic Letter, Vol. 10, Issue 3, pp. 1-4, 2015
Number of pages: 4 Posted: 17 Aug 2015
Anthony Murphy, Michael Plante and Mine Yücel
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas and Federal Reserve Bank of Dallas
Downloads 24 (551,703)

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8.

Understanding the Exposure at Default Risk of Commercial Real Estate Construction and Land Development Loans

FRB of Dallas Working Paper No. 2007
Number of pages: 30 Posted: 04 May 2020 Last Revised: 07 May 2020
Shan Luo and Anthony Murphy
Federal Reserve Bank of Chicago and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 19 (583,798)

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Exposure at Default, Macro-sensitivity, Commercial Real Estate (CRE), Machine Learning, EAD Conversion Measures, Construction, Credit Risk

9.

Shifting Credit Standards and the Boom and Bust in US House Prices

CEPR Discussion Paper No. DP8361
Number of pages: 33 Posted: 04 May 2011
John V. Duca, John Muellbauer and Anthony Murphy
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Oxford - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 7 (667,124)
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credit standards, house prices, subprime mortgages

House Prices and Credit Constraints: Making Sense of the US Experience

CEPR Discussion Paper No. DP8360
Number of pages: 34 Posted: 04 May 2011
John V. Duca, John Muellbauer and Anthony Murphy
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Oxford - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 4 (719,967)
Citation 10
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credit standards, house price to rent ratio, house prices, subprime mortgages

11.

A Novel Mimic-Style Model of European Bank Technical Efficiency and Productivity Growth

FRB of Dallas Working Paper No. 2012
Number of pages: 36 Posted: 23 May 2020
Lancaster University Management School, University of Sussex - School of Business, Management and Economics, Federal Reserve Banks - Federal Reserve Bank of Dallas and Lancaster University
Downloads 5 (681,941)

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Multiple Indicators-Multiple Causes (MIMIC), technical efficiency, productivity growth, EU banks

12.

Segmentation of Consumer Markets in the US: What Do Intercity Price Differences Tell Us?

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 50, Issue 3, pp. 738-777, 2017
Number of pages: 40 Posted: 14 Aug 2017
C. Y. Choi, Anthony Murphy and Jyh‐Lin Wu
University of Texas at Arlington - College of Business Administration - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Dallas and National Sun Yat-sen University
Downloads 0 (737,858)
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