Thomas B. King

Federal Reserve Bank of Chicago

230 South LaSalle Street

Chicago, IL 60604

United States

SCHOLARLY PAPERS

17

DOWNLOADS

2,083

CITATIONS
Rank 3,569

SSRN RANKINGS

Top 3,569

in Total Papers Citations

147

Scholarly Papers (17)

1.

Are the Causes of Bank Distress Changing? Can Researchers Keep Up?

FRB of St. Louis Supervisory Policy Analysis Working Paper No. 2004-7; FDIC Center for Financial Research Working Paper No. 2005-03
Number of pages: 49 Posted: 13 Dec 2004
Thomas B. King, Daniel Nuxoll and Timothy J. Yeager
Federal Reserve Bank of Chicago, Government of the United States of America - Federal Deposit Insurance Corporation (FDIC) and University of Arkansas - Sam M. Walton College of Business
Downloads 544 (49,066)
Citation 25

Abstract:

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Bank failure, bank distress, bank surveillance, early warning

2.

Financial Market Perceptions of Recession Risk

FEDS Working Paper No. 2007-57
Number of pages: 22 Posted: 04 Dec 2007
Thomas B. King, Andrew T. Levin and Roberto Perli
Federal Reserve Bank of Chicago, affiliation not provided to SSRN and Federal Reserve Board - Monetary Affairs
Downloads 248 (121,591)
Citation 24

Abstract:

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Recession forecasting, yield curve, term spread, credit spread

3.

Did Fdicia Enhance Market Discipline? A Look at Evidence from the Jumbo-Cd Market

Number of pages: 41 Posted: 16 Jun 2003
University of Arkansas at Little Rock - Department of Economics and Finance, Federal Reserve Bank of Chicago, Federal Reserve Bank of St. Louis, Research Division and Federal Reserve Bank of St. Louis, Research Division
Downloads 196 (152,759)
Citation 10

Abstract:

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Market Discipline, Jumbo Certificates of Deposit, FDICIA, Bank Supervision, Deposit Insurance

4.

In Search of the Natural Rate of Unemployment

Number of pages: 41 Posted: 15 Dec 2004
Thomas B. King and James Morley
Federal Reserve Bank of Chicago and University of Sydney
Downloads 183 (162,544)
Citation 12

Abstract:

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Unemployment, natural rate, structural VAR, Phillips Curve, NAIRU

5.

Flow and Stock Effects of Large-Scale Treasury Purchases

FEDS Working Paper No. 2012-44
Number of pages: 39 Posted: 04 Nov 2010 Last Revised: 20 Nov 2012
Stefania D'Amico and Thomas B. King
Board of Governors of the Federal Reserve System and Federal Reserve Bank of Chicago
Downloads 129 (217,896)
Citation 46

Abstract:

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Treasury Market, LSAP, Yield Curve, Preferred Habitat, Limits of Arbitrage

6.

Discipline and Liquidity in the Market for Federal Funds

Supervisory Policy Analysis Working Paper No. 2003-02
Number of pages: 55 Posted: 28 Dec 2004
Thomas B. King
Federal Reserve Bank of Chicago
Downloads 129 (217,896)
Citation 27

Abstract:

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Market Discipline, Federal Funds, Liquidity, Bank Risk, Discount Window

7.

Distress in the Financial Sector and Economic Activity

FEDS Working Paper No. 2008-43
Number of pages: 24 Posted: 04 Nov 2010
Mark A. Carlson, Thomas B. King and Kurt F. Lewis
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago and Board of Governors of the Federal Reserve System
Downloads 114 (238,952)
Citation 11

Abstract:

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Bank Distress, Economic Activity, Financial Intermediation

8.

What Does Anticipated Monetary Policy Do?

FRB of Chicago Working Paper No. WP-2015-10
Number of pages: 66 Posted: 11 Dec 2015 Last Revised: 04 Nov 2017
Stefania D'Amico and Thomas B. King
Federal Reserve Bank of Chicago and Federal Reserve Bank of Chicago
Downloads 95 (270,637)

Abstract:

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Monetary policy, Keynesian models

9.

What Can Bank Supervisors Learn from Equity Markets?

Federal Reserve Bank or St. Louis Supervisory Policy Analysis Working Paper No. 2002-6
Number of pages: 46 Posted: 13 Dec 2004
University of Arkansas at Little Rock - Department of Economics and Finance, Federal Reserve Bank of Chicago, Federal Reserve Bank of St. Louis, Research Division and Federal Reserve Bank of St. Louis, Research Division
Downloads 92 (276,301)

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Market discipline, BOPEC, bank stock returns

10.

Flow and Stock Effects of Large-Scale Asset Purchases: Evidence on the Importance of Local Supply

FEDS Working Paper No. 2012-44
Number of pages: 39 Posted: 19 Dec 2012
Stefania D'Amico and Thomas B. King
Board of Governors of the Federal Reserve System and Federal Reserve Bank of Chicago
Downloads 72 (320,094)
Citation 9

Abstract:

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Yield curve, quantitative easing, LSAP, preferred habitat, limits of arbitrage

11.

A Portfolio-Balance Approach to the Nominal Term Structure

FRB of Chicago Working Paper No. 2013-18
Number of pages: 45 Posted: 14 Dec 2013 Last Revised: 22 May 2015
Thomas B. King
Federal Reserve Bank of Chicago
Downloads 56 (364,067)
Citation 3

Abstract:

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Yield curve, LSAP, asset purchase, Treasury supply, zero lower bound, quantitative easing, preferred habitat, forward guidance

12.

What Drives Bank Funding Spreads?

FRB of Chicago Working Paper No. 2014-23
Number of pages: 37 Posted: 19 Dec 2014
Thomas B. King and Kurt F. Lewis
Federal Reserve Bank of Chicago and Board of Governors of the Federal Reserve System
Downloads 55 (367,273)

Abstract:

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LIBOR, Liquidity, Credit Risk, Misreporting

13.

Credit Risk, Liquidity and Lies

FEDS Working Paper No. 2015-112
Number of pages: 43 Posted: 22 Dec 2015
Thomas B. King and Kurt F. Lewis
Federal Reserve Bank of Chicago and Board of Governors of the Federal Reserve System
Downloads 45 (400,463)

Abstract:

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Bank Funding, Credit Risk, LIBOR, Liquidity, Misreporting

Expectation and Duration at the Effective Lower Bound

FRB of Chicago Working Paper No. WP-2016-21
Number of pages: 59 Posted: 16 Dec 2016 Last Revised: 19 Aug 2018
Thomas B. King
Federal Reserve Bank of Chicago
Downloads 22 (519,770)

Abstract:

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Disinflation, Inflation Targeting, Interest rates, Monetary Policy, Tail Risk, Zero Lower Bound

Expectation and Duration at the Effective Lower Bound

Number of pages: 52 Posted: 19 Jan 2017 Last Revised: 10 Sep 2018
Thomas B. King
Federal Reserve Bank of Chicago
Downloads 18 (545,323)

Abstract:

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Yield Curve, Forward Guidance, Quantitative Easing, Zero Lower Bound

15.

Worker Flows and the Long-Run Behavior of Unemployment and Vacancies

Number of pages: 42 Posted: 22 Dec 2011
Thomas B. King
Federal Reserve Bank of Chicago
Downloads 40 (418,882)

Abstract:

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unemployment rate, vacancy rate, Beveridge Curve, matching, worker flows

16.

Variable Participation and Cyclical Unemployment

Number of pages: 27 Posted: 21 Jun 2011
Thomas B. King
Federal Reserve Bank of Chicago
Downloads 29 (465,998)
Citation 1

Abstract:

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unemployment, participation, worker flows, search, matching

17.

Securities Financing and Asset Markets: New Evidence

FRB of Chicago Working Paper No. WP-2018-22
Number of pages: 51 Posted: 14 Dec 2018 Last Revised: 21 Feb 2019
Tomas Breach and Thomas B. King
Federal Reserve Bank of Chicago and Federal Reserve Bank of Chicago
Downloads 16 (537,893)

Abstract:

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Repo, securities lending, adverse selection, haircut