Ricardo T. Fernholz

Claremont McKenna College - Robert Day School of Economics and Finance

500 E. Ninth St.

Claremont, CA 91711-6420

United States

SCHOLARLY PAPERS

8

DOWNLOADS

333

CITATIONS

0

Scholarly Papers (8)

1.

Why are Big Banks Getting Bigger?

FRB of Dallas Working Paper No. 1604
Number of pages: 46 Posted: 22 Feb 2016
Ricardo T. Fernholz and Christoffer Koch
Claremont McKenna College - Robert Day School of Economics and Finance and Federal Reserve Bank of Dallas
Downloads 75 (269,336)

Abstract:

Bank size distributions, bank structure, dynamic power laws, financial stability, non-bank activities, nonparametric methods, systemic risk

2.

Bank Asset Concentration Not Necessarily Cause for Worry

Economic Letter, Vol. 12, Issue 7, pp. 1-4, 2017
Number of pages: 4 Posted: 21 Jun 2017
Ricardo T. Fernholz and Christoffer Koch
Claremont McKenna College - Robert Day School of Economics and Finance and Federal Reserve Bank of Dallas
Downloads 0 (520,357)

Abstract:

3.

Pulling Up the Tarnished Anchor: The End of Silver As a Global Unit of Account

CESifo Working Paper Series No. 6436
Number of pages: 44 Posted: 24 May 2017
Ricardo T. Fernholz, Kris James Mitchener and Marc Weidenmier
Claremont McKenna College - Robert Day School of Economics and Finance, Santa Clara University - Leavey School of Business - Economics Department and Claremont McKenna College
Downloads 0 (491,128)

Abstract:

bimetallism, classical gold standard, silver, unit of account, fixed exchange rates

4.

The Rank Effect for Commodities

FRB of Dallas Working Paper No. 1607
Number of pages: 26 Posted: 23 Aug 2016
Ricardo T. Fernholz and Christoffer Koch
Claremont McKenna College - Robert Day School of Economics and Finance and Federal Reserve Bank of Dallas
Downloads 0 (140,508)

Abstract:

Commodity prices, nonparametric methods, asset pricing anomalies, asset pricing factors, efficient markets

5.

A Model of Economic Mobility and the Distribution of Wealth

Number of pages: 50 Posted: 22 Feb 2016
Ricardo T. Fernholz
Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 0 (413,938)

Abstract:

wealth distribution, inequality, incomplete markets, mobility

6.

A Statistical Model of Inequality

Number of pages: 46 Posted: 22 Feb 2016
Ricardo T. Fernholz
Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 0 (470,220)

Abstract:

wealth distribution, capital taxes, inequality, nonparametric methods

7.

Empirical Methods for Dynamic Power Law Distributions in the Social Sciences

Number of pages: 31 Posted: 22 Feb 2016 Last Revised: 17 Apr 2016
Ricardo T. Fernholz
Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 0 (465,070)

Abstract:

power laws, Pareto distribution, Gibrat's law, nonparametric methods

8.

Exchange Rate Manipulation and Constructive Ambiguity

International Economic Review, Vol. 56, Issue 4, pp. 1323-1348, 2015
Number of pages: 26 Posted: 29 Oct 2015
Ricardo T. Fernholz
Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 0 (565,802)
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Abstract: