Members of the Research and Statistics Group publish in a wide range of economic and finance journals, conference volumes, and scholarly books. |
Browse outside journals: | |||
1997
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Angelos Antzoulatos "On the Excess Sensitivity of Consumption to Information about Income." Journal of Macroeconomics 19, no. 3 (July): 539-53. Read the full text in ScienceDirect›› |
Leonardo Bartolini "Capital Account Liberalization as a Signal," with A. Drazen. American Economic Review 87, no. 1 (March): 138-54. Read the full text in JSTOR›› |
"Soft versus Hard Targets for Exchange Rate Intervention," with |
"Treasury Bill Auctions: Issues and Uses," with C. Cottarelli. In |
"When Liberal Policies Reflect External Shocks, What Do We Learn?" with A. Drazen. Journal of International Economics 42, no. 3-4 (May): 249-73. Read the full text in ScienceDirect›› |
Paul Bennett "Implementing U.S. Monetary Policy with Low Reserve Requirements," with Spence Hilton and Brian Madigan. In Implementation and Tactics of Monetary Policy, 107-20. BIS Conference Papers, vol. 3, March. |
Paul Bennett, Richard Peach, and Stavros Peristiani "Effects of Household Creditworthiness on Mortgage Refinancings," with Gordon Monsen and Jonathan Raiff. Journal of Fixed Income 7, no. 3 (December): 7-22. |
Stephen Cecchetti "Interactions between the Seasonal and Business Cycles in Production and Inventories," with A. Kashyap and D. Wilcox. American Economic Review 87, no. 5 (December): 884-92 Read the full text in JSTOR››. |
"Measuring Short-Run Inflation for Central Bankers." Federal Reserve Bank of St. Louis Economic Review 79, no. 3 (May-June): 143-55. |
"The Neutrality of Money." In D. Glasner, ed., Encyclopedia of Business Cycles, Panics, Crises, and Depressions, 481-4. New York: Garland. |
Rebecca Demsetz and Philip Strahan "Diversification, Size, and Risk at Bank Holding Companies." Journal of Money, Credit, and Banking 29, no. 3 (August): 300-13. Read the full text in JSTOR›› |
Arturo Estrella and Frederic Mishkin "Is There A Role for Monetary Aggregates in the Conduct of Monetary Policy?" Journal of Monetary Economics 40, no. 2 (October): Read the full text in ScienceDirect›› |
"The Predictive Power of the Term Structure of Interest Rates in Europe and the United States: Implications for the European Central Bank." European Economic Review 41, no. 7 (July): Read the full text in ScienceDirect›› |
Arturo Estrella and John Kambhu "Approximations of Changes in Option Values and Hedge Ratios: How Large Are the Errors?" In The Measurement of Aggregate Market Risk. Basel: Bank for International Settlements, November. |
Joan Evans and James Mahoney "The Effects of Daily Price Limits: Evidence from the Futures and Options Market for Cotton." Proceedings of the Chicago Board of Trade Research Symposium, spring. |
Linda Goldberg "Black Markets for Currency, Hoarding Activity, and Policy Reform," with Il'dar Karimov. Journal of International Economics 42, no. 3-4 (May): 349-69. Read the full text in ScienceDirect›› |
"Exchange Rates and Investment Response in Latin America." In Benjamin J. Cohen, ed., International Trade and Finance: New Frontiers for Research, Essays in Honor of Peter B. Kenen. Cambridge: Cambridge University Press. |
"FDI, Trade, and Real Exchange Rate Linkages in Developing Countries," with Michael Klein. In Reuven Glick, ed., Managing Capital Flows and Exchange Rates: Lessons from the Pacific Basin. Cambridge: Cambridge University Press. |
Review of Job Creation and Destruction, by Steven J. Davis, John C. Haltiwanger, and Scott Schuh. Journal of International Economics 42, no. 3-4 (May): 505-15. |
"Strategic Trading in a Two-Sided Foreign Exchange Auction," with Rafael Tenorio. Journal of International Economics 42, no. 3-4 (May): 299-326. Read the full text in ScienceDirect›› |
Erica Groshen "Macro- and Microeconomic Consequences of Wage Rigidity," with Mark E. Schweitzer. In D. Lewin, D. Mitchell, and M. Zaidi, eds., Handbook of Human Resource Management, 217-49. Greenwich, Conn.: JAI Press. |
James Harrigan "Technology, Factor Supplies, and International Specialization: Estimating the Neoclassical Model." American Economic Review 87, no. 4 (September): 475-94. Read the full text in JSTOR›› |
Jean Helwege "Understanding Aggregate Default Rates of High Yield Bonds," with Paul Kleiman. Journal of Fixed Income 7, no. 1 (June): 341-57. |
Darryll Hendricks "Netting Agreements and Potential Credit Exposure." In B. Schachter, ed., Derivatives, Regulation, and Banking. New York: North-Holland. |
"The J-Shape of Performance Persistence Given Survivorship Bias," with Jayendu Patel and Richard Zeckhauser. Review of Economics and Statistics 79, no. 2 (May): 161-6. |
Matthew Higgins "Age Structure Dynamics in Asia and Dependence on Foreign Capital," with Jeffrey Williamson. Population and Development Review 23, no. 2 (June): 261-93. Read the full text in JSTOR›› |
Matthew Higgins and Carol Osler "Asset Market Hangovers and Economic Growth." Oxford Review of Economic Policy 13, no. 3 (autumn): 110-34. |
Beverly Hirtle "Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure." Journal of Financial Services Research 12, nos. 2-3 (October-December): 243-66. |
James Kahn "Birth, Death, and Dynamic Efficiency: Evidence from Commercial Banking," with James A. Lim and Jong-Soo Rhee. International Economic Journal 11, no. 3 (autumn): 85-102. |
John Kambhu "The Size of Hedge Adjustments of Derivatives Dealers' U.S. Dollar Interest Rate Options." In The Measurement of Aggregate Market Risk. Basel: Bank for International Settlements, November. |
John Kambhu and Anthony Rodrigues "Residual Risk Factors, Portfolio Composition, and Risk Measurement." In The Measurement of Aggregate Market Risk. Basel: Bank for International Settlements, November. |
Cara Lown and Robert Rich "A Look at the U.S. Inflation Puzzle." In Monetary Policy and the Inflation Process, 193-219. BIS Conference Papers, vol. 4, July. |
James Mahoney "Board Structure, Antitakeover Provisions, and Stockholder Wealth," with Joseph T. Mahoney and Chamu Sundaramurthy. Strategic Management Journal 18, no. 3 (March): 231-45. |
"Risk Management of Correlation Products." European Financial Management 3, no. 2 (July): 155-74. |
"The Effects of Corporate Antitakeover Provisions on Long-Term Investment: Empirical Evidence," with Joseph T. Mahoney and Chamu Sundaramurthy. Managerial and Decision Economics 18, |
Frederic Mishkin "Inflation Targeting: A New Framework for Monetary Policy?" with Ben S. Bernanke. Journal of Economic Perspectives 11, no. 2 (spring): 97-116. Read the full text in JSTOR›› |
"Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy?" with Arturo Estrella. Journal of Monetary Economics 40, no. 2 (October): Read the full text in ScienceDirect›› |
"The Predictive Power of the Term Structure of Interest Rates in Europe and the United States: Implications for the European Central Bank," with Arturo Estrella. European Economic Review 41, no. 7 (July): 1375-1401. Read the full text in ScienceDirect›› |
Comment on "The Optimum Quantity of Money," by Casey B. Mulligan and Xavier X. Sala-I-Martin. Journal of Money, Credit, and Banking 29, no. 4, pt. 2 (November): 716-9. Read the full text in JSTOR›› |
Carol Osler "Charting: Chaos Theory in Disguise?" with William C. Clyde. Journal of Futures Markets 17, no. 5 (August): 489-514. |
Frank Packer "Before Main Banks: A Selective Historical Overview of Japan's Prewar Financial System." In Gerard Caprio and Dimitri Vittas, eds., Reforming Financial Systems: Historical Implications for Policy. Cambridge: Cambridge University Press. |
"Differences of Opinion and Selection Bias in the Credit Rating Industry," with Richard Cantor. Journal of Banking and Finance 21, no. 10 (October): 1395-1417. Read the full text in ScienceDirect›› |
"Split Ratings and the Pricing of Credit Risk," with Kevin Cole and Richard Cantor. Journal of Fixed Income 7, no. 3 (December): |
Sangkyun Park "Effects of Price Competition in the Credit Card Industry." Economics Letters 57, no. 1 (November): 79-85. Read the full text in ScienceDirect›› |
"Rationality of Negative Stock-Price Responses to Strong Economic Activity." Financial Analysts Journal 53, no. 5 (September-October): 52-6. |
"The Relationship between Government Financial Condition and Expected Tax Rates Reflected in Municipal Bond Yields." National Tax Journal 50, no. 1 (March): 23-38. |
"Risk-Taking Behavior of Banks under Regulation." Journal of Banking and Finance 21, no. 4 (April): 491-507. Read the full text in ScienceDirect›› |
Stavros Peristiani "Do Mergers Improve the X-Efficiency and Scale Efficiency of U.S. Banks? Evidence from the 1980s." Journal of Money, Credit, and Banking 29, no. 3 (August): 326-37. Read the full text in JSTOR›› |
"Mutual-to-Stock Conversions in the Thrift Industry in the 1990s," with Thierry Wizman. Journal of Economics and Business 49, no. 2 (March-April): 95-116. Read the full text in ScienceDirect›› |
Lawrence Radecki and John Wenninger "Industry Structure: Electronic Delivery's Potential Effects on Retail Banking," with Daniel K. Orlow. Journal of Retail Banking Services 19, no. 4 (winter): 57-64. |
Carol Rapaport "Housing Demand and Community Choice: An Empirical Analysis." Journal of Urban Economics 42, no. 2 (September): 243-60. Read the full text in ScienceDirect›› |
Robert Rich "Oil and the Macroeconomy: A Markov State-Switching Approach," with Jennie E. Raymond. Journal of Money, Credit, and Banking 29, no.2 (May): 193-213. Read the full text in JSTOR›› |
Anthony Rodrigues "Term Structure and Volatility Shocks." In The Measurement of Aggregate Market Risk. Basel: Bank for International Settlements, November. |
Rae Rosen "Opening Doors: Why New York City and State Must Increase Their Access to the Global Market for Business and Financial Services," with Reagan Murray. In Margaret E. Crahaw and Alberto Vourvoulias-Bush, eds., The City and the World: New York City in the Global Context. New York: Council on Foreign Relations. |
Philip Strahan "The Role of Monitoring in Mitigating Moral Hazard Problems Associated with Government Guarantees: Evidence from the Life Insurance Industry," with Elijah Brewer and Thomas H. Mondschean. Journal of Risk and Insurance 64, no. 2 (June): |
Joseph Tracy "The Best Business Schools: A Market-Based Approach," with Joel Waldfogel. Journal of Business 70, no. 1 (January): 1-31. Read the full text in JSTOR›› |
"Collateral Damage: Refinancing Constraints and Regional Recessions," with Andrew Caplin and Charles Freeman. Journal of Money, Credit, and Banking 29, no. 4, pt. 1 (November): 496-516. Read the full text in JSTOR›› |
Housing Partnerships: A New Approach to a Market at a Crossroads, with Andrew Caplin, Sewin Chan, and Charles Freeman. Cambridge: MIT Press. |
Kei-Mu Yi "Is There Endogenous Long-Run Growth? Evidence from the United States and the United Kingdom," with Narayana Kocherlakota. Journal of Money, Credit, and Banking 29, no. 2 (May): 235-62. Read the full text in JSTOR›› |