Staff Reports
Technical working papers intended for publication in leading finance and economics journals. The Research Papers series predated StaffReports and was discontinued in 1998. Both series are available only online.
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1999 Staff Reports
Bond Market Discipline of Banks: Is the Market Tough Enough?
Donald P. Morgan and Kevin J. Stiroh
December  Number 95
Can World Real Interest Rates Explain Business Cycles in a Small Open Economy?
William Blankenau, M. Ayhan Kose, and Kei-Mu Yi
December  Number 94
Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying
Martin Lettau and Sydney Ludvigson
December  Number 93
What Inventory Behavior Tells Us about Business Cycles
Mark Bils and James A. Kahn
November  Number 92
Borders and Business Cycles
Todd E. Clark and Eric van Wincoop
October  Number 91
Borrower Risk and the Price and Nonprice Terms of Bank Loans
Philip E. Strahan
October  Number 90
Assessing the Impact of Short-Sale Constraints on the Gains from International Diversification
Zhenyu Wang, Asani Sarkar, and Kai Li
October  Number 89
Does Talk Matter After All? Inflation Targeting and Central Bank Behavior
Kenneth N. Kuttner and Adam S. Posen
October  Number 88
Nonlinear Time Series Modeling: An Introduction
Simon M. Potter
September  Number 87
Settlement Risk under Gross and Net Settlement
Charles M. Kahn, James McAndrews, and William Roberds
September  Number 86
Payment Intermediation and the Origins of Banking
James McAndrews and William Roberds
September  Number 85
A General Equilibrium Analysis of Check Float
James McAndrews and William Roberds
September  Number 84
What Was Behind the M2 Breakdown?
Cara S. Lown, Stavros Peristiani, and Kenneth J. Robinson
August  Number 83
Heat Waves, Meteor Showers, and Trading Volume: An Analysis of Volatility Spillovers in the U.S. Treasury Market
Michael J. Fleming and Jose A. Lopez
July  Number 82
International Trade and Factor Mobility: An Empirical Investigation
Linda S. Goldberg and Michael W. Klein
June  Number 81
Purchasing Power Parity: Three Stakes through the Heart of the Unit Root Null
Matthew Higgins and Egon Zakrajšek
June  Number 80
Explaining Inequality the World Round: Cohort Size, Kuznets Curves, and Openness
Matthew Higgins and Jeffrey G. Williamson
June  Number 79
Are There "Bank Effects" in Borrowers' Costs of Funds? Evidence from a Matched Sample of Borrowers and Banks
R. Glenn Hubbard, Kenneth N. Kuttner, and Darius N. Palia
June  Number 78
Consumption, Aggregate Wealth, and Expected Stock Returns
Martin Lettau and Sydney Ludvigson
June  Number 77
The Term Structure of Announcement Effects
Michael J. Fleming and Eli M. Remolona
May  Number 76
Sunk Costs, Contestability, and the Latent Contract Market
Chris Stefanadis
April  Number 75
Importing Equality? The Effects of Increased Competition on the Gender Wage Gap
Sandra E. Black and Elizabeth Brainerd
April  Number 74
Liquidity in U.S. Fixed Income Markets: A Comparison of the Bid-Ask Spread in Corporate, Government, and Municipal Bond Markets
Sugato Chakravarty and Asani Sarkar
March  Number 73
The Nature and Growth of Vertical Specialization in World Trade
David Hummels, Jun Ishii, and Kei-Mu Yi
March  Number 72
Structural Estimates of the U.S. Sacrifice Ratio
Stephen G. Cecchetti and Robert W. Rich
March  Number 71
Determinants of Currency Risk Premiums
John A. Carlson and C. L. Osler
March  Number 70
Bank Loan Sales: A New Look at the Motivations for Secondary Market Activity
Rebecca S. Demsetz
March  Number 69
Looking beyond the CEO: Executive Compensation at Banks
Rebecca S. Demsetz and Marc R. Saidenberg
March  Number 68
The Role of Consumption Substitutability in the International Transmission of Shocks
Cédric Tille
March  Number 67
Fluctuations in Confidence and Asymmetric Business Cycles
Simon M. Potter
February  Number 66
Nonlinear Impulse Response Functions
Simon M. Potter
February  Number 65
U.S. Wages in General Equilibrium: The Effects of Prices, Technology, and Factor Supplies, 1963-1991
James Harrigan and Rita A. Balaban
February  Number 64
Exchange Rates and Local Labor Markets
Linda Goldberg and Joseph Tracy
February  Number 63
Banks' Payments-Driven Revenues
Lawrence J. Radecki
February  Number 62
Nonlinear Risk
Marcelle Chauvet and Simon Potter
February  Number 61
Do Investors Mistake a Good Company for a Good Investment?
Peter Antunovich and David S. Laster
January  Number 60
Are Apparent Findings of Nonlinearity Due to Structural Instability in Economic Time Series?
Gary Koop and Simon M. Potter
January  Number 59
Competitive Devaluations: A Welfare-Based Approach
Giancarlo Corsetti, Paolo Pesenti, Nouriel Roubini, and Cédric Tille
January  Number 58
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