Thomas B. King

Federal Reserve Bank of Chicago

230 South LaSalle Street

Chicago, IL 60604

United States

SCHOLARLY PAPERS

22

DOWNLOADS

3,129

SSRN CITATIONS
Rank 8,079

SSRN RANKINGS

Top 8,079

in Total Papers Citations

147

CROSSREF CITATIONS

35

Scholarly Papers (22)

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 607 (71,988)
Citation 21

Abstract:

Loading...

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 Board of Governors of the Federal Reserve System
Downloads 350 (138,347)
Citation 19

Abstract:

Loading...

Recession forecasting, yield curve, term spread, credit spread

3.

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 223 (219,197)
Citation 2

Abstract:

Loading...

Monetary policy, Keynesian models

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 - School of Economics
Downloads 213 (228,824)

Abstract:

Loading...

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

5.

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 212 (229,850)
Citation 9

Abstract:

Loading...

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

6.

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
Federal Reserve Bank of Chicago and Federal Reserve Bank of Chicago
Downloads 173 (275,683)
Citation 3

Abstract:

Loading...

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

7.

Central Clearing and Systemic Liquidity Risk

FEDS Working Paper No. 2020-009R1
Number of pages: 46 Posted: 15 May 2020 Last Revised: 09 Jul 2021
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago and Board of Governors of the Federal Reserve System
Downloads 155 (302,416)

Abstract:

Loading...

Financial systems, Central counterparties, CCPs, Margin, Liquidity risk, Systemic risk, Financial stability, Procyclicality

8.

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 145 (319,410)
Citation 28

Abstract:

Loading...

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

9.

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
Federal Reserve Bank of Chicago and Federal Reserve Bank of Chicago
Downloads 142 (324,740)
Citation 66

Abstract:

Loading...

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

10.

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 133 (341,802)
Citation 5

Abstract:

Loading...

Bank Distress, Economic Activity, Financial Intermediation

11.

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 114 (382,805)
Citation 3

Abstract:

Loading...

Market discipline, BOPEC, bank stock returns

12.
Downloads 97 (428,528)
Citation 13

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: 29 Apr 2020
Thomas B. King
Federal Reserve Bank of Chicago
Downloads 53 (608,010)
Citation 14

Abstract:

Loading...

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 44 (660,049)

Abstract:

Loading...

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

13.

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 89 (452,582)
Citation 3

Abstract:

Loading...

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

14.

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 85 (465,537)
Citation 1

Abstract:

Loading...

LIBOR, Liquidity, Credit Risk, Misreporting

15.

Issues Regarding the Use of the Policy Rate Tool

FEDS Working Paper No. 2020-70
Number of pages: 38 Posted: 02 Sep 2020
University of Notre Dame, Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 74 (504,713)

Abstract:

Loading...

16.

Credit Risk, Liquidity and Lies

FEDS Working Paper No. 2015-112
Number of pages: 43 Posted: 22 Dec 2015 Last Revised: 05 Jan 2016
Thomas B. King and Kurt F. Lewis
Federal Reserve Bank of Chicago and Board of Governors of the Federal Reserve System
Downloads 73 (508,451)
Citation 1

Abstract:

Loading...

17.

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 64 (545,321)

Abstract:

Loading...

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

18.

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: 29 Apr 2020
Tomas Breach and Thomas B. King
Federal Reserve Bank of Chicago and Federal Reserve Bank of Chicago
Downloads 62 (554,036)

Abstract:

Loading...

Repo, securities lending, adverse selection, haircut

19.

Variable Participation and Cyclical Unemployment

Number of pages: 27 Posted: 21 Jun 2011
Thomas B. King
Federal Reserve Bank of Chicago
Downloads 52 (601,882)
Citation 2

Abstract:

Loading...

unemployment, participation, worker flows, search, matching

20.

One Asset Does Not Fit All: Inflation Hedging by Index and Horizon

FRB of Chicago Working Paper No. 2023-08
Number of pages: 72 Posted: 20 Apr 2023
Stefania D'Amico and Thomas B. King
Federal Reserve Bank of Chicago and Federal Reserve Bank of Chicago
Downloads 35 (700,762)

Abstract:

Loading...

Inflation, real assets, Treasury Inflation Protected Securities, hedging

21.

Capital Constraints and Risk Shifting: An Instrumental Approach

FRB of Chicago Working Paper No. WP-2021-13
Number of pages: 40 Posted: 07 Sep 2021
Alejandro Drexler and Thomas B. King
Federal Reserve Bank of Chicago and Federal Reserve Bank of Chicago
Downloads 31 (728,309)

Abstract:

Loading...

Risk shifting, insurance, reinsurance, capital structure

22.

Macroeconomic Sources of Recent Interest Rate Fluctuations

Posted: 02 Apr 2016
Min Wei, Thomas B. King and Stefania D'Amico
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago and affiliation not provided to SSRN

Abstract:

Loading...