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Alternative measures of the federal reserve banks ́cost of equity capital
Barnes, Michelle L. (contributor); Lopez, Jose (contributor) - 2005
Persistent link: https://www.econbiz.de/10003158991
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Alternative measures of the Federal Reserve Banks' cost of equity capital
Barnes, Michelle L. (contributor);  … - 2005
Capital Asset Pricing Model (CAPM) and compare them using econometric and materiality criteria. Our results suggest that the … benchmark CAPM applied to a large peer group of competing firms provides a COE estimate that is not clearly improved upon by …, such as leverage and line-of-business concentration. Thus, a standard implementation of the benchmark CAPM provides a …
Persistent link: https://www.econbiz.de/10003233276
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PSAF, economic capital and the new Basel accord
Thomson, James B. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001611378
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Alternative measures of the Federal Reserve Banks' cost of equity capital
Barnes, Michelle L.; Lopez, Jose A. - 2005
Capital Asset Pricing Model (CAPM) and compare them using econometric and materiality criteria. Our results suggest that the … benchmark CAPM applied to a large peer group of competing firms provides a COE estimate that is not clearly improved upon by …, such as leverage and line-of-business concentration. Thus, a standard implementation of the benchmark CAPM provides a …
Persistent link: https://www.econbiz.de/10010282786
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Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations
Wheelock, David C.; Wilson, Paul W. - In: Journal of econometrics 145 (2008) 1/2, pp. 209-225
Persistent link: https://www.econbiz.de/10003776466
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The changing pattern of payments in the United States
Santomero, Anthony M. - In: Competition and profitability in European financial …, (pp. 51-62). 2006
Persistent link: https://www.econbiz.de/10003304182
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The Federal Reserve's role in retail payments : adapting to a new environment
Weiner, Stuart E. - In: Economic review 93 (2008) 4, pp. 35-63
Persistent link: https://www.econbiz.de/10003823883
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Payment economics and the role of central banks
Lacker, Jeffrey Malcolm - In: The future of payment systems, (pp. 68-72). 2008
Persistent link: https://www.econbiz.de/10003590903
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Central bank intraday collateral policy and implications for tiering in RTGS payment systems
Jackson, John P.; Manning, Mark J. - In: The future of payment systems, (pp. 138-159). 2008
Persistent link: https://www.econbiz.de/10003590924