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The Stock of External Sovereign Debt: Can We Take the Data at ‘Face Value’?
Dias, Daniel A.; Richmond, Christine; Wright, Mark L. J. - Federal Reserve Bank of Chicago - 2014
The stock of sovereign debt is typically measured at face value. Defined as the undiscounted sum of future principal repayments, face values are misleading when debts are issued with different contractual forms or maturities. In this paper, we construct alternative measures of the stock of...
Persistent link: https://www.econbiz.de/10010778841
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Explaining asset pricing puzzles associated with the 1987 market crash
Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S. - Federal Reserve Bank of Chicago - 2010
in option prices. Consumption and dividends remain smooth, and the model is consistent with salient features of …
Persistent link: https://www.econbiz.de/10008740003
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The link between merger premiums and subsequent target bank risk
Adkisson, J. Amanda; Fraser, Donald R. - Federal Reserve Bank of Chicago - 1991
Persistent link: https://www.econbiz.de/10010723733
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Asset prices, monetary policy, and bank regulation
Shiller, Robert J. - Federal Reserve Bank of Chicago - 2006
Persistent link: https://www.econbiz.de/10010723735
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A consolidation framework for bank merger pricing
Frieder, Larry A. - Federal Reserve Bank of Chicago - 1990
Persistent link: https://www.econbiz.de/10010723830
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The science of pricing in middle market commercial lending
Spitler, Rick - Federal Reserve Bank of Chicago - 2005
Persistent link: https://www.econbiz.de/10010723872
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Determinants of small bank acquisition premiums
Fraser, Donald R.; Kolari, James W. - Federal Reserve Bank of Chicago - 1987
Persistent link: https://www.econbiz.de/10010723880
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Explaining house price fluctuations
Hott, Christian - Federal Reserve Bank of Chicago - 2007
Persistent link: https://www.econbiz.de/10010724011
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The effect of new capital issues on the prices of holding company shares
Isberg, Steven C.; Brown, Donald M. - Federal Reserve Bank of Chicago - 1987
Persistent link: https://www.econbiz.de/10010724115
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Risky debt prices and term-structure of credit spreads
Madan, Dilip; Unal, Haluk - Federal Reserve Bank of Chicago - 1998
Persistent link: https://www.econbiz.de/10010724235