Author Page for Chris Downing

Information Asymmetries in the Mortgage-Backed Securities Market

AFA 2006 Boston Meetings Paper

Number of pages: 34 Posted: 13 May 2005

Chris Downing, Dwight M. Jaffee and Nancy Wallace

BlackRock, University of California, Berkeley - Finance Group and University of California, Berkeley - Real Estate Group

Downloads 842 (48,838)

Abstract:

2.

A Real Options Approach to Housing Investment

Number of pages: 38 Posted: 21 Dec 2001

Chris Downing and Nancy Wallace

BlackRock and University of California, Berkeley - Real Estate Group

Downloads 839 (49,179)

Citation 7

Abstract:

3.

An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?

Number of pages: 40 Posted: 17 Oct 2003

Chris Downing, Richard Stanton and Nancy Wallace

BlackRock, University of California, Berkeley - Haas School of Business and University of California, Berkeley - Real Estate Group

Downloads 582 (79,076)

Citation 25

Abstract:

4.

Trading Activity and Price Volatility in the Municipal Bond Market

FEDS Working Paper No. 2002-39, Journal of Finance, Vol. 59, No. 2, pp. 899-931

Number of pages: 38 Posted: 18 Oct 2002 Last Revised: 31 Jan 2008

Chris Downing and Frank Xiaoling Zhang

BlackRock and Morgan Stanley

Downloads 539 (86,940)

Citation 6

Abstract:

5.

The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis

Downloads 515 (92,044)

2

The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis

Number of pages: 37 Posted: 05 Oct 2006

Chris Downing, Shane Underwood and Yuhang Xing

BlackRock, Baylor University and Rice University

Downloads 515 (91,072)

Citation 28

Abstract:

The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming

Posted: 06 Feb 2008

Chris Downing, Shane Underwood and Yuhang Xing

BlackRock, Baylor University and Rice University

Abstract:

6.

Insolvency or Liquidity Squeeze? Explaining Very Short-Term Corporate Yield Spreads

Number of pages: 42 Posted: 09 Jan 2003

Daniel M. Covitz and Chris Downing

Board of Governors of the Federal Reserve System and BlackRock

Downloads 309 (164,580)

Citation 5

Abstract:

7.

Getting Bad News Out Early: Does it Really Help Stock Prices?

FEDS Research Paper

Number of pages: 42 Posted: 13 Jan 2004

Chris Downing and Steven A. Sharpe

BlackRock and Board of Governors of the Federal Reserve System

Downloads 275 (185,776)

Abstract:

8.

The Term Structure of Commercial Paper Rates

Number of pages: 54 Posted: 29 Jun 2004

Stephen D. Oliner and Chris Downing

American Enterprise Institute and BlackRock

Downloads 266 (192,097)

Abstract:

9.

Inflation Tracking Portfolios

NBER Working Paper No. w18135

Number of pages: 23 Posted: 08 Jun 2012 Last Revised: 22 Jul 2023

Chris Downing, Francis A. Longstaff and Mike Rierson

BlackRock, University of California, Los Angeles (UCLA) - Finance Area and affiliation not provided to SSRN

Downloads 99 (440,807)

Abstract:

10.

Portfolio Construction and Tail Risk

Posted: 25 Jan 2015 Last Revised: 20 Aug 2019

Chris Downing, Ananth Madhavan, Ajit Singh and Alex Ulitsky

BlackRock, BlackRock, Inc., United Nations and BlackRock

Chris Downing

BlackRock

Head of Model Portfolio Solutions - APAC

10

Top 20,363

4,266

Top 15,050

72

15

Scholarly Papers (10)

Information Asymmetries in the Mortgage-Backed Securities Market

Abstract:

A Real Options Approach to Housing Investment

Abstract:

An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?

Abstract:

Trading Activity and Price Volatility in the Municipal Bond Market

Abstract:

The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis

The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis

Abstract:

The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis

Abstract:

Insolvency or Liquidity Squeeze? Explaining Very Short-Term Corporate Yield Spreads

Abstract:

Getting Bad News Out Early: Does it Really Help Stock Prices?

Abstract:

The Term Structure of Commercial Paper Rates

Abstract:

Inflation Tracking Portfolios

Abstract:

Portfolio Construction and Tail Risk

Abstract: