Roberto Perli

Federal Reserve Board - Monetary Affairs

Economist

20th and C Streets, NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

6

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Top 28,494

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1,783

SSRN CITATIONS
Rank 24,390

SSRN RANKINGS

Top 24,390

in Total Papers Citations

18

CROSSREF CITATIONS

16

Scholarly Papers (6)

1.

The Recent Behaviour of Financial Markets Volatility

Number of pages: 48 Posted: 18 Sep 2006
Bank of Italy, Bank of Italy, Federal Reserve Board - Monetary Affairs, Bank for International Settlements (BIS), Bank for International Settlements (BIS), Central Bank of Ireland, Bank of Italy, Swiss National Bank and Bank of Italy
Downloads 491 (62,049)

Abstract:

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financial volatility, risk taking, international financial markets

2.

Does Mortgage Hedging Amplify Movements in Long-Term Interest Rates?

FEDS Working Paper No. 2003-49
Number of pages: 19 Posted: 30 Nov 2003
Brian P. Sack and Roberto Perli
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Federal Reserve Board - Monetary Affairs
Downloads 434 (72,161)
Citation 12

Abstract:

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Mortgage hedging, MBS, prepayment risk

3.

Economic and Regulatory Capital Allocation for Revolving Retail Exposures

Number of pages: 23 Posted: 14 Dec 2003
Roberto Perli and William (Bill) I. Nayda
Federal Reserve Board - Monetary Affairs and Capital One Financial Corporation
Downloads 309 (106,395)
Citation 6

Abstract:

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Basel, capital allocation, credit risk, revolving retail exposure, one-factor risk rodels, multi-factor risk models

4.

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 276 (120,109)
Citation 17

Abstract:

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Recession forecasting, yield curve, term spread, credit spread

5.

The Recent Behaviour of Financial Market Volatility

Bank of Italy Occasional Paper No. 2
Number of pages: 48 Posted: 17 Sep 2007
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Federal Reserve Board - Monetary Affairs, Swiss National Bank, Central Bank of Ireland, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 273 (121,477)
Citation 8

Abstract:

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financial volatility, risk taking, international financial markets

6.

Persistence of Business Cycles in Multisector RBC Models

New York University WP 97-19
Posted: 02 Mar 1998
New York University - Leonard N. Stern School of Business - Department of Economics, Federal Reserve Board - Monetary Affairs and University of Maryland - Department of Economics

Abstract:

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