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Staff Reports Revised in 2016
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Nonlinearity and Flight to Safety in the Risk-Return Trade-Off for Stocks and Bonds
Tobias Adrian, Richard Crump, and Erik Vogt
April 2015 Number 723
Revised November 2017 |
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Vulnerable Growth
Tobias Adrian, Nina Boyarchenko, and Domenico Giannone
September 2016 Number 794
Revised November 2017 |
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Time-Varying Inflation Risk and the Cross Section of Stock Returns
Previous title: "Inflation Risk and the Cross Section of Stock Returns"
Martijn Boons, Fernando M. Duarte, Frans de Roon, and Marta Szymanowska
May 2013 Number 621
Revised November 2017 |
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Watering a Lemon Tree: Heterogeneous Risk Taking and Monetary Policy Transmission
Dong Beom Choi, Thomas M. Eisenbach, and Tanju Yorulmazer
April 2015 Number 724
Revised November 2017 |
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The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements
Previous title: "A New Survey of the U.S. Bilateral Repo Market: A Snapshot of Broker-Dealer Activity"
Viktoria Baklanova, Cecilia Caglio, Marco Cipriani, and Adam Copeland
January 2016 Number 758
Revised October 2017 |
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Financial Vulnerability and Monetary Policy
Tobias Adrian and Fernando Duarte
December 2016 Number 804
Revised September 2017 |
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Regional Heterogeneity and Monetary Policy
Martin Beraja, Andreas Fuster, Erik Hurst, and Joseph Vavra
June 2015 Number 731
Revised August 2017 |
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The Time-Varying Price of Financial Intermediation in the Mortgage Market
Andreas Fuster, Stephanie H. Lo, and Paul S. Willen
January 2017 Number 805
Revised August 2017 |
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Tuition, Jobs, or Housing: What’s Keeping Millennials at Home?
Previous title: "Debt, Jobs, or Housing: What's Keeping Millenials at Home?"
Zachary Bleemer, Meta Brown, Donghoon Lee, and Wilbert van der Klaauw
November 2014 Number 700
Revised July 2017 |
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Market Liquidity after the Financial Crisis
Tobias Adrian, Michael Fleming, Or Shachar, and Erik Vogt
October 2016 Number 796
Revised June 2017 |
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Nonlinearity and Flight to Safety in the Risk-Return Trade-Off for Stocks and Bonds
Tobias Adrian, Richard Crump, and Erik Vogt
April 2015 Number 723
Revised June 2017 |
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Bad Credit, No Problem? Credit and Labor Market Consequences of Bad Credit Reports
Will Dobbie, Paul Goldsmith-Pinkham, Neale Mahoney, and Jae Song
October 2016 Number 795
Revised May 2017 |
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Characteristic-Sorted Portfolios: Estimation and Inference
Matias D. Cattaneo, Richard K. Crump, Max H. Farrell, and Ernst Schaumburg
August 2016 Number 788
Revised May 2017 |
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Understanding Mortgage Spreads
Nina Boyarchenko, Andreas Fuster, and David O. Lucca
May 2014 Number 674
Revised April 2017 |
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The Effect of Monetary Policy on Bank Wholesale Funding
Dong Beom Choi and Hyun-Soo Choi
January 2016 Number 759
Revised April 2017 |
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Population Aging, Migration Spillovers, and the Decline in Interstate Migration
Fatih Karahan and Serena Rhee
November 2014 Number 699
Revised April 2017 |
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Credit Spreads, Financial Crises, and Macroprudential Policy
Ozge Akinci and Albert Queralto
November 2016 Number 802
Revised April 2017 |
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The Federal Reserve and Market Confidence
Nina Boyarchenko, Valentin Haddad, and Matthew C. Plosser
April 2016 Number 773
Revised April 2017 |
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The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements
Previous title: "A New Survey of the U.S. Bilateral Repo Market: A Snapshot of Broker-Dealer Activity"
Viktoria Baklanova, Cecilia Caglio, Marco Cipriani, and Adam Copeland
January 2016 Number 758
Revised April 2017 |
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Financial Vulnerability and Monetary Policy
Tobias Adrian and Fernando Duarte
December 2016 Number 804
Revised March 2017 |
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Dealer Balance Sheets and Bond Liquidity Provision
Tobias Adrian, Nina Boyarchenko, and Or Shachar
December 2016 Number 803
Revised March 2017 |
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Regional Heterogeneity and Monetary Policy
Martin Beraja, Andreas Fuster, Erik Hurst, and Joseph Vavra
June 2015 Number 731
Revised March 2017 |
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Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty
Marianne Andries, Thomas M. Eisenbach, and Martin C. Schmalz
December 2014 Number 703
Revised March 2017 |
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Preference for the Workplace, Investment in Human Capital, and Gender
Matthew Wiswall and Basit Zafar
March 2016 Number 767
Revised March 2017 |
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The Microstructure of a U.S. Treasury ECN: The BrokerTec Platform
Michael J. Fleming, Bruce Mizrach, and Giang Nguyen
July 2009 Number 381
Revised March 2017 |
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Educational Assortative Mating and Household Income Inequality
Lasse Eika, Magne Mogstad, and Basit Zafar
August 2014 Number 682
Revised March 2017 |
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Credit Supply and the Rise in College Tuition: Evidence from the Expansion in Federal Student Aid Programs
David O. Lucca, Taylor Nadauld, and Karen Shen
July 2015 Number 733
Revised February 2017 |
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Watering a Lemon Tree: Heterogeneous Risk Taking and Monetary Policy Transmission
Dong Beom Choi, Thomas M. Eisenbach, and Tanju Yorulmazer
April 2015 Number 724
Revised February 2017 |
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The Term Structure of Expectations and Bond Yields
Richard Crump, Stefano Eusepi, and Emanuel Moench
May 2016 Number 775
Revised February 2017 |
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Financial Vulnerability and Monetary Policy
Tobias Adrian and Fernando Duarte
December 2016 Number 804
Revised February 2017 |
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Dealer Balance Sheets and Bond Liquidity Provision
Tobias Adrian, Nina Boyarchenko, and Or Shachar
December 2016 Number 803
Revised February 2017 |
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Market Liquidity after the Financial Crisis
Tobias Adrian, Michael Fleming, Or Shachar, and Erik Vogt
October 2016 Number 796
Revised January 2017 |
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Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty
Marianne Andries, Thomas Eisenbach, and Martin C. Schmalz
December 2014 Number 703
Revised January 2017 |
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Competition, Reach for Yield, and Money Market Funds
Gabriele La Spada
December 2015 Number 753
Revised January 2017 |
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Hidden Cost of Better Bank Services: Carefree Depositors in Riskier Banks?
Dong Beom Choi and Ulysses Velasquez
January 2016 Number 760
Revised January 2017 |
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The Economics of Bank Supervision
Thomas M. Eisenbach, David O. Lucca, and Robert M. Townsend
March 2016 Number 769
Revised January 2017 |
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The Effect of the Term Auction Facility on the London Interbank Offered Rate
James McAndrews, Asani Sarkar, and Zhenyu Wang
July 2008 Number 335
Revised January 2017 |
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On the Scale of Financial Intermediaries
Previous Title: "The Cyclicality of Leverage"
Tobias Adrian, Nina Boyarchenko, and Hyun Song Shin
October 2015 Number 743
Revised December 2016 |
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How to Escape a Liquidity Trap with Interest Rate Rules
Fernando Duarte
May 2016 Number 776
Revised December 2016 |
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Monetary Policy, Financial Conditions, and Financial Stability
Tobias Adrian and Nellie Liang
September 2014 Number 690
Revised December 2016 |
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Regional Heterogeneity and Monetary Policy
Martin Beraja, Andreas Fuster, Erik Hurst, and Joseph Vavra
June 2015 Number 731
Revised November 2016 |
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Tracking and Stress-Testing U.S. Household Leverage
Andreas Fuster, Benedict Guttman-Kenney, and Andrew Haughwout
August 2016 Number 787
Revised November 2016 |
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Optimal Target Criteria for Stabilization Policy
Marc P. Giannoni and Michael Woodford
January 2012 Number 535
Revised October 2016 |
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Dynamic Effects of Credit Shocks in a Data-Rich Environment
Jean Boivin, Marc P. Giannoni, and Dalibor Stevanović
May 2013 Number 615
Revised October 2016 |
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Rollover Risk as Market Discipline: A Two-Sided Inefficiency
Thomas M. Eisenbach
February 2013 Number 597
Revised October 2016 |
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Market Liquidity after the Financial Crisis
Tobias Adrian, Michael Fleming, Or Shachar, and Erik Vogt
October 2016 Number 796
Revised October 2016
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Characteristic-Sorted Portfolios: Estimation and Inference
Matias D. Cattaneo, Richard K. Crump, Max H. Farrell, and Ernst Schaumburg
August 2016 Number 788
Revised October 2016
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Credit Supply and the Rise in College Tuition: Evidence from the Expansion in Federal Student Aid Programs
David O. Lucca, Taylor Nadauld, and Karen Shen
July 2015 Number 733
Revised October 2016
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Underemployment in the Early Careers of College Graduates Following the Great Recession
Jaison R. Abel and Richard Deitz
December 2015 Number 749
Revised September 2016
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Trading Activity in the Indian Government Bond Market
Michael Fleming, Seema Saggar, Samita Sareen
August 2016 Number 785
Revised August 2016
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The Microstructure of a U.S. Treasury ECN:The BrokerTec Platform
Michael J. Fleming, Bruce Mizrach, and Giang Nguyen
July 2009 Number 381
Revised August 2016
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Evaluating the Information in the Federal Reserve Stress Tests
Mark Flannery, Beverly Hirtle, Anna Kovner
October 2015 Number 744
Revised August 2016
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Trends in Credit Market Arbitrage
Nina Boyarchenko, Pooja Gupta, Nick Steele, Jacqueline Yen
July 2016 Number 784
Revised July 2016
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Time-Varying Inflation Risk and the Cross Section of Stock Returns
Previous Title: "Inflation Risk and the Cross Section of Stock Returns"
Martijn Boons, Fernando M. Duarte, Frans de Roon, and Marta Szymanowska
May 2013 Number 621
Revised July 2016
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Do Long-Haul Truckers Undervalue Future Fuel Savings?
Jacob Adenbaum, Adam Copeland, and John Stevens
January Number 756
Revised July 2016
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The Impact of Supervision on Bank Performance
Beverly Hirtle, Anna Kovner, and Matthew Plosser
March Number 768
Revised July 2016
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Monetary Policy, Financial Conditions, and Financial Stability
Tobias Adrian and Nellie Liang
September Number 690
Revised July 2016
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Watering a Lemon Tree: Heterogeneous Risk Taking and Monetary Policy Transmission
Dong Beom Choi, Thomas M. Eisenbach, and Tanju Yorulmazer
April 2015 Number 724
Revised May 2016 |
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Nonlinearity and Flight to Safety in the Risk-Return Trade-Off for Stocks and Bonds
Tobias Adrian, Richard Crump, and Erik Vogt
April 2015 Number 723
Revised May 2016 |
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The Great Escape? A Quantitative Evaluation of the Fed’s Liquidity Facilities
Marco Del Negro, Gauti Eggertsson, Andrea Ferrero, and Nobuhiro Kiyotaki
October 2011 Number 520
Revised May 2016 |
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Effect of Constraints on Tiebout Competition: Evidence from a School Finance Reform in the United States
Rajashri Chakrabarti and Joydeep Roy
September 2010 Number 471
Revised April 2016
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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 April 2016
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Bank Holding Company Dividends and Repurchases during the Financial Crisis
Beverly Hirtle
March 2014 Number 666
Revised April 2016
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Evaluating the Information in the Federal Reserve Stress Tests
Mark Flannery, Beverly Hirtle, and Anna Kovner
October 2015 Number 744
Revised March 2016
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Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets
Previous title: "Intermediaries as Information Aggregators: An Application to U.S. Treasury Auctions"
Nina Boyarchenko, David O. Lucca, and Laura Veldkamp
April Number 726
Revised March 2016
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Credit Supply and the Rise in College Tuition: Evidence from the Expansion in Federal Student Aid Programs
David O. Lucca, Taylor Nadauld, and Karen Shen
July Number 733
Revised March 2016
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Rollover Risk as Market Discipline: A Two-Sided Inefficiency
Thomas M. Eisenbach
February 2013 Number 597
Revised March 2016 |
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Option-Implied Term Structures
Erik Vogt
December 2014 Number 706
Revised January 2016 |
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