Warren B. Hrung

Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

  • Federal Reserve Bank of New York

SCHOLARLY PAPERS

11

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Scholarly Papers (11)

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1.

Capital Constraints, Counterparty Risk, and Deviations from Covered Interest Rate Parity

FRB of New York Staff Report No. 393
Number of pages: 48 Posted: 15 Sep 2009 Last Revised: 08 Jun 2010
Niall Coffey, Warren B. Hrung and Asani Sarkar
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 641 (63,432)
Citation 78

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covered interest parity, funding constraints, counterparty credit risk, central bank currence swap lines, financial crisis, foreign exchange

2.

The Term Securities Lending Facility: Origin, Design, and Effects

Current Issues in Economics and Finance, Vol. 15, No. 2, February 2009
Number of pages: 11 Posted: 27 Feb 2009 Last Revised: 28 Feb 2009
Michael J. Fleming, Frank M. Keane and Warren B. Hrung
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 638 (63,938)
Citation 4

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federal reserve, liquidity facility, securities lending, financing market, repo market

3.

Repo Market Effects of the Term Securities Lending Facility

FRB of New York Staff Report No. 426
Number of pages: 37 Posted: 21 Jan 2010
Michael J. Fleming, Warren B. Hrung and Frank M. Keane
Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 448 (98,680)
Citation 38

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Federal Reserve, liquidity facility, repo market, repurchase agreement

4.

Do Attorneys Do Their Clients Justice? An Empirical Study of Lawyers' Effects on Tax Court Litigation Outcomes

Wake Forest Law Review, Vol. 41, p. 1235, 2006, Indiana Legal Studies Research Paper No. 49
Number of pages: 63 Posted: 07 May 2006 Last Revised: 26 Jun 2013
Leandra Lederman and Warren B. Hrung
Indiana University Maurer School of Law and Federal Reserve Bank of New York
Downloads 407 (110,430)
Citation 2

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lawyers, lawsuits, settlement, litigation, justice system, dispute resolution, judges, taxation, Tax Court, empirical study

5.

The Global Financial Crisis and Offshore Dollar Markets

Current Issues in Economics and Finance, Vol. 15, No. 6, October 2009
Number of pages: 7 Posted: 29 Oct 2009 Last Revised: 06 Sep 2010
Niall Coffey, Warren B. Hrung, Hoai-Luu Q. Nguyen and Asani Sarkar
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 294 (157,448)
Citation 1

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FX basis swap, LIBOR rate, crisis, demand for dollars, funding costs, covered interest rate parity condition

6.

Responses to the Financial Crisis, Treasury Debt, and the Impact on Short-Term Money Markets

FRB of New York Staff Report No. 481
Number of pages: 37 Posted: 15 Jan 2011
Warren B. Hrung and Jason S. Seligman
Federal Reserve Bank of New York and U.S. Department of the Treasury - Office of Economic Policy
Downloads 220 (210,012)
Citation 16

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Treasury Debt, Monetary Policy

7.

Determinants of the Choice Between Roth and Deductible IRAs

Journal of the American Taxation Association, Vol. 29, No. 1, pp. 27-42, Spring 2007
Number of pages: 1 Posted: 07 Oct 2006
Warren B. Hrung
Federal Reserve Bank of New York
Downloads 189 (241,185)

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Individual Retirement Accounts, taxes

8.

The US Dollar Funding Premium of Global Banks

Number of pages: 70 Posted: 25 Jul 2012
Asani Sarkar and Warren B. Hrung
Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 185 (245,782)
Citation 2

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Global banks, European banks, US dollar funding risk, asymmetric information, repo funding, Fed liquidity facilities, crisis.

9.

The Impact of Banks’ Cumulative Reserve Position on Federal Funds Rate Behavior

International Journal of Central Banking, Vol. 6, No. 3, pp. 101-118, September 2010
Number of pages: 18 Posted: 01 May 2007 Last Revised: 09 Sep 2010
Spence Hilton and Warren B. Hrung
Federal Reserve Bank of New York - Research Group and Federal Reserve Bank of New York
Downloads 129 (330,377)
Citation 1

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federal funds rate, open market operations, reserve requirements

10.

An Examination of Treasury Term Investment Interest Rates

Economic Policy Review, Vol. 13, No. 1, pp. 19-32, March 2007
Number of pages: 14 Posted: 08 Feb 2007
Warren B. Hrung
Federal Reserve Bank of New York
Downloads 125 (338,138)

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Treasury, Term Investment, Auction

11.

Dealer Financial Conditions and Lender-of-Last Resort Facilities

FRB of New York Staff Report No. 673
Number of pages: 57 Posted: 20 May 2014
Viral V. Acharya, Viral V. Acharya, Michael J. Fleming, Warren B. Hrung and Asani Sarkar
ProfessorNew York University - Leonard N. Stern School of Business, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 123 (342,181)
Citation 16

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lender of last resort, central banking, crises, illiquidity, insolvency, stigma