Anthony Murphy

Federal Reserve Banks - Federal Reserve Bank of Dallas

SCHOLARLY PAPERS

11

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1,410

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22

Scholarly Papers (11)

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1.

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 286 (224,045)

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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 266 (241,261)

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inflation, wage inflation, Phillips Curve, slack

3.

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

Downloads 232 (276,350)

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

FRB of Dallas Working Paper No. 1902
Number of pages: 52 Posted: 22 Apr 2019 Last Revised: 30 Dec 2022
Rodrigo Hizmeri, Marwan Izzeldin, Anthony Murphy and Mike G. Tsionas
University of Liverpool - Management School (ULMS), Lancaster University Management School, Federal Reserve Banks - Federal Reserve Bank of Dallas and Lancaster University
Downloads 140 (433,709)

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

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

Journal of Empirical Finance, Forthcoming
Number of pages: 51 Posted: 01 May 2019 Last Revised: 06 Dec 2022
Ruijun Bu, Rodrigo Hizmeri, Marwan Izzeldin, Anthony Murphy and Mike Tsionas
University of Liverpool - Management School (ULMS), University of Liverpool - Management School (ULMS), Lancaster University Management School, Federal Reserve Banks - Federal Reserve Bank of Dallas and Lancaster University
Downloads 92 (596,053)

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Volatility Forecasting, Jump Measures, Business Sampling, Calendar Sampling, Market Microstructure Noise, Model Averaging

4.

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 167 (374,044)

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5.

Mobility and Engagement Following the SARS-Cov-2 Outbreak

FRB of Dallas Working Paper No. 2014
Number of pages: 21 Posted: 23 May 2020
Tyler Atkinson, James Dolmas, Christoffer Koch, Evan F. Koenig, Karel Mertens, Anthony Murphy and Kei-Mu Yi
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 144 (423,317)
Citation 1

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

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 103 (547,323)

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7.

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
Oberlin College, Federal Reserve Banks - Federal Reserve Bank of Dallas and New York University School of Law
Downloads 96 (574,005)

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8.

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 52 (797,975)

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9.

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
Marwan Izzeldin, E. C. Mamatzakis, Anthony Murphy and Mike Tsionas
Lancaster University Management School, University of London, Federal Reserve Banks - Federal Reserve Bank of Dallas and Lancaster University
Downloads 40 (892,838)

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

10.

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
Oberlin College, University of Oxford - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 14 (1,184,172)
Citation 21
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credit standards, house price to rent ratio, house prices, subprime mortgages

11.

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
Oberlin College, University of Oxford - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 10 (1,232,467)
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credit standards, house prices, subprime mortgages