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Staff Reports Revised in 2013
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How Do Global Banks Scramble for Liquidity? Evidence from the Asset-Backed Commercial Paper Freeze of 2007 Viral V. Acharya, Gara Afonso, and Anna Kovner August 2013 Number 623 Revised December 2013 |
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Fire-Sale Spillovers and Systemic Risk Fernando Duarte and Thomas M. Eisenbach October 2013 Number 645 Revised November 2013 |
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Caught Between Scylla and Charybdis? Regulating Bank Leverage When There Is Rent Seeking and Risk Shifting Viral V. Acharya, Hamid Mehran, and Anjan Thakor September 2010 Number 469 Revised October 2013 |
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Banks in International Trade Finance: Evidence from the U.S. Friederike Niepmann and Tim Schmidt-Eisenlohr September 2013 Number 633 Revised October 2013 |
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Do We Know What We Owe? A Comparison of Borrower- and Lender-Reported Consumer Debt Meta Brown, Andrew Haughwout, Donghoon Lee, and Wilbert van der Klaauw October 2011 Number 523 Revised October 2013 |
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Banking across Borders Friederike Niepmann October 2012 Number 576 Revised October 2013 |
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Decomposing Real and Nominal Yield Curves Previous title: “Pricing TIPS and Treasuries with Linear Regressions” Michael Abrahams, Tobias Adrian, Richard K. Crump, and Emanuel Moench September 2012 Number 570 Revised October 2013 |
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Consumption Heterogeneity, Employment Dynamics, and Macroeconomic Co-movement Previous title: “Labor Supply Heterogeneity and Macroeconomic Comovement” Stefano Eusepi and Bruce Preston October 2009 Number 399 Revised September 2013 |
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Discount Window Stigma during the 2007-2008 Financial Crisis Previous title: “Stigma in Financial Markets: Evidence from Liquidity Auctions and Discount Window Borrowing during the Crisis” Olivier Armantier, Eric Ghysels, Asani Sarkar, and Jeffrey Shrader January 2011 Number 483 Revised September 2013 |
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Financial Intermediaries and the Cross-Section of Asset Returns Tobias Adrian, Erkko Etula, and Tyler Muir July 2010 Number 464 Revised September 2013 |
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Leverage Asset Pricing Tobias Adrian, Emanuel Moench, and Hyun Song Shin August 2013 Number 625 Revised September 2013 |
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Going Global: Markups and Product Quality in the Chinese Art Market Jennie Bai, Jia Guo, and Benjamin Mandel May 2013 Number 614 Revised September 2013 |
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The Impact of Housing Markets on Consumer Debt: Credit Report Evidence from 1999 to 2012 Meta Brown, Sarah Stein, and Basit Zafar May 2013 Number 617 Revised September 2013 |
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Payment Size, Negative Equity, and Mortgage Default Andreas Fuster and Paul S. Willen November 2012 Number 582 Revised August 2013 |
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Financial Stability Monitoring Tobias Adrian, Daniel Covitz, and Nellie Liang February 2013 Number 601 Revised August 2013 |
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Procyclical Leverage and Value-at-Risk Previous title: “Financial Intermediary Leverage and Value-at-Risk” Tobias Adrian and Hyun Song Shin July 2008 Number 338 Revised August 2013 |
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Intermediary Leverage Cycles and Financial Stability Tobias Adrian and Nina Boyarchenko August 2012 Number 567 Revised August 2013 |
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The Pre-FOMC Announcement Drift David O. Lucca and Emanuel Moench September 2011 Number 512 Revised August 2013 |
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How Much Do Bank Shocks Affect Investment? Evidence from Matched Bank-Firm Loan Data Mary Amiti and David E. Weinstein May 2013 Number 604 Revised July 2013 |
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Bank Lending in Times of Large Bank Reserves Previous title: “A Note on Bank Lending in Times of Large Bank Reserves” Antoine Martin, James McAndrews, and David Skeie May 2011 Number 497 Revised June 2013 |
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Rare Shocks, Great Recessions Vasco Curdia, Marco Del Negro and Daniel L. Greenwald December 2012 Number 585 Revised June 2013 |
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Mismatch Unemployment Aysegul Sahin, Joseph Song, Giorgio Topa, and Giovanni L. Violante August 2012 Number 566 Revised June 2013 |
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Do Informal Referrals Lead to Better Matches? Evidence from a Firm’s Employee Referral System Meta Brown, Elizabeth Setren, and Giorgio Topa August 2012 Number 568 Revised June 2013 |
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The Forward Guidance Puzzle Marco Del Negro, Marc Giannoni, and Christina Patterson October 2012 Number 574 Revised May 2013 |
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Money Market Funds Intermediation and Bank Instability Previous title: “Money Market Funds Intermediation, Bank Instability, and Contagion” Marco Cipriani, Antoine Martin, and Bruno M. Parigi February 2013 Number 599 Revised May 2013 |
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The Inflation–Output Trade-Off Revisited Gauti B. Eggertsson and Marc P. Giannoni March 2013 Number 608 Revised May 2013 |
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The Pre-FOMC Announcement Drift David O. Lucca and Emanuel Moench September 2011 Number 512 Revised May 2013 |
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Pricing TIPS and Treasuries with Linear Regressions Michael Abrahams, Tobias Adrian, Richard K. Crump, and Emanuel Moench September 2012 Number 570 Revised April 2013 |
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Intermediary Leverage Cycles and Financial Stability Tobias Adrian and Nina Boyarchenko August 2012 Number 567 Revised April 2013 |
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Rollover Risk as Market Discipline: A Two-Sided Inefficiency Thomas M. Eisenbach February 2013 Number 597 Revised April 2013 |
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Pricing the Term Structure with Linear Regressions Tobias Adrian, Richard K. Crump, and Emanuel Moench August 2008 Number 340 Revised April 2013 |
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Piggy Banks: Financial Intermediaries as a Commitment to Save Donald P. Morgan and Katherine A. Samolyk November 1998 Number 50 Revised April 2013 |
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Efficient Regression-Based Estimation of Dynamic Asset Pricing Models Tobias Adrian, Richard K. Crump, and Emanuel Moench May 2011 Number 493 Revised March 2013 |
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No Good Deals—No Bad Models Nina Boyarchenko, Mario Cerrato, John Crosby, and Stewart Hodges December 2012 Number 589 Revised March 2013 |
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Price Setting in an Innovative Market Previous title: “The Impact of Competition on Technology Adoption: An Apples-to-PCs Analysis” Adam Copeland and Adam Hale Shapiro July 2010 Number 462 Revised March 2013 |
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Procyclical Leverage and Value-at-Risk Tobias Adrian and Hyun Song Shin July 2008 Number 338 Revised February 2013 |
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Repo and Securities Lending Tobias Adrian, Brian Begalle, Adam Copeland, and Antoine Martin December 2011 Number 529 Revised February 2013 |
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Banking across Borders Friederike Niepmann October 2012 Number 576 Revised January 2013 |
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Stereotypes and Madrassas: Experimental Evidence from Pakistan Adeline Delavande and Basit Zafar June 2011 Number 501 Revised January 2013 |
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Determinants of College Major Choice: Identification Using an Information Experiment Matthew Wiswall and Basit Zafar June 2011 Number 500 Revised January 2013 |
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How Do College Students Respond to Public Information about Earnings? Previous title: “Belief Updating among College Students: Evidence from Experimental Variation in Information” Matthew Wiswall and Basit Zafar September 2011 Number 516 Revised January 2013 |
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The Price Is Right: Updating Inflation Expectations in a Randomized Price Information Experiment Olivier Armantier, Scott Nelson, Giorgio Topa, Wilbert van der Klaauw, and Basit Zafar January 2012 Number 543 Revised January 2013 |
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