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Estimating probabilities of default
Schuermann, Til (contributor); Hanson, Samuel G. (contributor) - 2004 - [Elektronische Ressource]
several analytical approaches from large-sample theory and bootstrapped small-sample confidence intervals. We do so for two …
Persistent link: https://www.econbiz.de/10002521762
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One reason countries pay their debts : renegotiation and international trade
Rose, Andrew (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001629624
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An empirical analysis of stock and bond market liquidity
Chordia, Tarun (contributor); Sarkar, Asani (contributor);  … - 2003 - [Elektronische Ressource]
This paper explores liquidity movements in stock and Treasury bond markets over a period of more than 1800 trading days …. Cross-market dynamics in liquidity are documented by estimating a vector autoregressive model for liquidity (that is, bid … in one market affects the spreads in both markets, and that return volatility is an important driver of liquidity …
Persistent link: https://www.econbiz.de/10001752003
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Economic policy review
Federal Reserve Bank of New York - New York, NY - 1.1995 - 18.2012,3
Persistent link: https://www.econbiz.de/10000540679
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Monetary aggregates and monetary policy
1974
Persistent link: https://www.econbiz.de/10000662963
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How valuable is exchange rate flexibility? : Optimal monetary policy under sectoral shocks
Tille, Cédric (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656406
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An investigation of the gains from commitment in monetary policy
Schaumburg, Ernst (contributor);  … - 2003 - [Elektronische Ressource]
This paper proposes a simple framework for analyzing a continuum of monetary policy rules characterized by differing degrees of credibility, in which commitment and discretion become special cases of what we call quasi commitment. The monetary policy authority is assumed to formulate optimal...
Persistent link: https://www.econbiz.de/10001783067
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Day-to-day monetary policy and the volatility of the federal funds interest rate
Bartolini, Leonardo (contributor);  … - 2000 - [Elektronische Ressource]
"We propose a model of the interbank money market with an explicit role for central bank intervention and periodic reserve requirements, and study the interaction of profit-maximizing banks with a central bank targeting interest rates at high frequency. The model yields predictions on biweekly...
Persistent link: https://www.econbiz.de/10001512198
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International dimensions of optimal monetary policy
Corsetti, Giancarlo (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001591398