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Special issue: E-finance : conference proceedings at the Federal Reserve Bank of New York, February 2001
Allen, Franklin (contributor) - 2002
Persistent link: https://www.econbiz.de/10001722841
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Financial innovation and monetary transmission : proceedings of a conference sponsored by the Federal Reserve Bank of New York, April 5 and 6, 2001
Conference Financial Innovation and Monetary … - 2001
Persistent link: https://www.econbiz.de/10001707841
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Information technology and the US productivity revival : what do the industry data say?
Stiroh, Kevin J. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001589618
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Trading risk and volatility in interest rate swap spreads
Kambhu, John (contributor) - 2004 - [Elektronische Ressource]
This paper examines how risk in trading activity can affect the volatility of asset prices. We look for this … swap spread tends to converge to a long-run level, although trading risk can sometimes cause the spread to diverge from … that level. -- convergence trading ; interest rate swaps ; swap spread ; repurchase contracts ; trading risk ; volatility …
Persistent link: https://www.econbiz.de/10001936329
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Modeling uncertainty : predictive accuracy as a proxy for predictive confidence
Rich, Robert W. (contributor); Tracy, Joseph S. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001751995
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Evaluating the riskiness of initial public offerings: 1980 - 2000
Peristiani, Stavros C. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752009
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Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?
Lettau, Martin (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001590071
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A decomposition of the sources of incomplete cross-border transmission
Hellerstein, Rebecca - Federal Reserve Bank of New York - 2006
Despite its importance, the microeconomics of the international transmission of shocks is not well understood. The conventional wisdom is that relative price changes are the primary mechanism by which shocks are transmitted across borders. Yet traded-goods prices exhibit significant inertia in...
Persistent link: https://www.econbiz.de/10005420523
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The return to retail and the performance of U.S. banks
Hirtle, Beverly J.; Stiroh, Kevin J. - Federal Reserve Bank of New York - 2005
The U.S. banking industry is experiencing a renewed focus on retail banking, a trend often attributed to the stability and profitability of retail activities. This paper examines the impact of banks' retail intensity on performance from 1997 to 2004 by developing three complementary definitions...
Persistent link: https://www.econbiz.de/10005420589