Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A framework for estimating the value and interest rate risk of retail bank deposits |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
404 |
A structural model of contingent bank capital |
0 |
0 |
0 |
162 |
0 |
1 |
1 |
359 |
An Empirical Investigation of Bond Prices and Inflation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
190 |
An empirical analysis of bank risk |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
Are Loan Sales Really Off-Balance Sheet |
0 |
0 |
0 |
1 |
0 |
1 |
12 |
1,858 |
Bank Consolidation and Consumer Loan Interest Rates |
0 |
0 |
0 |
470 |
1 |
1 |
1 |
2,920 |
Bank consolidation and consumer loan interest rates |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
56 |
Bank deposit rate clustering: theory and empirical evidence |
0 |
1 |
2 |
436 |
0 |
1 |
3 |
1,419 |
Banks and Loan Sales: Marketing Non-Marketable Assets |
0 |
0 |
1 |
768 |
0 |
0 |
2 |
2,316 |
Banks and Loan Sales: Marketing Non-Marketable Assets (Reprint 051) |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
425 |
Contingent Capital: The Case for COERCs |
0 |
0 |
1 |
71 |
1 |
1 |
3 |
221 |
Deriving developing country repayment capacity from the market prices of sovereign debt |
0 |
0 |
0 |
59 |
0 |
0 |
1 |
464 |
Discounting Pension Liabilities: Funding versus Value |
0 |
0 |
0 |
30 |
0 |
1 |
2 |
94 |
Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
379 |
Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
98 |
Estimating fair deposit insurance premiums for a sample of banks under a new long-term insurance pricing methodology |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates |
0 |
0 |
0 |
344 |
2 |
2 |
3 |
1,073 |
Estimating the cost of U.S. indexed bonds |
0 |
0 |
0 |
324 |
0 |
0 |
0 |
913 |
Government Guarantees for Old Age Income |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
115 |
Government guarantees on pension fund returns |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
132 |
Harming depositors and helping borrowers: the disparate impact of bank consolidation |
0 |
0 |
0 |
174 |
2 |
2 |
3 |
593 |
Harming depositors and helping borrowers: the disparate impact of bank consolidation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
35 |
Inflation expectations, real rates, and risk premia: evidence from inflation swaps |
0 |
1 |
3 |
159 |
1 |
3 |
14 |
433 |
Information Disclosure and Bank Runs |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
131 |
Loan Sales and the Cost of Bank Capital |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
336 |
Loan Sales and the Cost of Bank Capital |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
454 |
Market discipline, information disclosure, and uninsured deposits |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
Nonbanks and the future of banking |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
18 |
Optimal Portfolio Choice and the Collapse of a Fixed-Exchange Rate Regime |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
104 |
Partial Deposit, Bank Runs and Private Deposit Insurance |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
215 |
Portfolio Allocation for Public Pension Funds |
0 |
0 |
0 |
52 |
0 |
0 |
1 |
156 |
Security Baskets and Index-Linked Securities |
0 |
0 |
1 |
90 |
0 |
0 |
1 |
442 |
Security Baskets and Index-Linked Securities |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
815 |
Serial Correlation of Asset Returns and Optimal Portfolios for the Long and Short Term |
0 |
0 |
0 |
64 |
1 |
1 |
3 |
274 |
Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
44 |
Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
190 |
Transaction Contracts |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
2,061 |
Why Do Banks Target ROE? |
0 |
0 |
1 |
18 |
0 |
0 |
4 |
64 |
Why do banks target ROE? |
0 |
0 |
0 |
34 |
1 |
1 |
7 |
147 |
Total Working Papers |
0 |
2 |
9 |
3,288 |
12 |
23 |
90 |
19,974 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Reexamination of the Over- (or Under-) Pricing of Deposit Insurance |
0 |
1 |
1 |
172 |
0 |
2 |
2 |
465 |
Alternative forms of deposit insurance: Pricing and bank incentive issues |
0 |
1 |
2 |
195 |
0 |
1 |
5 |
470 |
Bank Deposit Rate Clustering: Theory and Empirical Evidence |
0 |
1 |
2 |
149 |
0 |
3 |
7 |
631 |
Bank deposit insurance and business cycles: controlling the volatility of risk-based premiums |
0 |
0 |
0 |
109 |
0 |
0 |
3 |
475 |
Banks and loan sales Marketing nonmarketable assets |
0 |
1 |
7 |
601 |
1 |
7 |
24 |
1,622 |
Banks and loan sales: evidence of implicit contracts |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
116 |
Comment on "Intermediation and Vertical Integration." |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
57 |
Comment on Incentives for Banking Megamergers: What Motives Might Regulators Infer from Event-Study Evidence? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
202 |
Comments on Morgan and Stiroh |
0 |
0 |
0 |
5 |
1 |
1 |
1 |
33 |
Deposit insurance premiums and the value of the banking insurance fund: should they be linked? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
222 |
Deposit insurance, bank regulation, and financial system risks |
0 |
2 |
5 |
342 |
1 |
3 |
11 |
796 |
Does Prior Performance Affect a Mutual Fund’s Choice of Risk? Theory and Further Empirical Evidence |
0 |
0 |
0 |
104 |
0 |
1 |
5 |
259 |
Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
153 |
Financial Intermediaries and Liquidity Creation |
7 |
12 |
22 |
659 |
13 |
25 |
51 |
1,767 |
Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation |
0 |
0 |
0 |
57 |
0 |
1 |
2 |
184 |
Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data |
0 |
0 |
1 |
305 |
1 |
2 |
5 |
756 |
Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps |
0 |
1 |
6 |
194 |
2 |
7 |
20 |
455 |
Introduction: Special Issue on Pricing the Risks of Deposit Insurance |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
72 |
Measuring Rents and Interest Rate Risk in Imperfect Financial Markets: The Case of Retail Bank Deposits |
1 |
1 |
11 |
272 |
1 |
3 |
28 |
479 |
Optimal portfolio choice and the collapse of a fixed-exchange rate regime |
0 |
0 |
1 |
31 |
0 |
0 |
4 |
95 |
Portfolio allocation for public pension funds* |
0 |
1 |
2 |
53 |
1 |
3 |
11 |
200 |
Restructuring Retirement Risks. Edited by Blitzstein David, S. Mitchell Olivia, and P. Utkus Stephen. Oxford University Press, 2006, ISBN 0-19-920465-9, 272 pages |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
43 |
Risk-based capital standards, deposit insurance, and procyclicality |
0 |
2 |
2 |
130 |
2 |
5 |
8 |
333 |
Security Baskets and Index-Linked Securities |
2 |
4 |
8 |
256 |
6 |
9 |
32 |
1,220 |
Special Issue: Risk Transfer Mechanisms and Financial Stability |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
111 |
Special issue: Banking and bank regulation: Challenges for the future |
0 |
1 |
2 |
167 |
1 |
2 |
4 |
328 |
The Aggregate Cost of Deposit Insurance: A Multiperiod Analysis |
0 |
0 |
2 |
93 |
1 |
1 |
4 |
256 |
The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures |
0 |
0 |
0 |
390 |
0 |
0 |
2 |
1,068 |
The Cost of Deposit Insurance for Privately Held Banks: A Market Comparable Approach |
0 |
0 |
1 |
63 |
0 |
0 |
1 |
171 |
The Effects of Setting Deposit Insurance Premiums to Target Insurance Fund Reserves |
0 |
0 |
0 |
66 |
1 |
1 |
2 |
137 |
The Value of Pension Benefit Guaranty Corporation Insurance |
0 |
0 |
0 |
100 |
0 |
0 |
0 |
348 |
The behavior of interest rates implied by the term structure of Eurodollar future |
0 |
0 |
0 |
1 |
0 |
0 |
6 |
1,305 |
The opening of new markets for bank assets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
422 |
The value of Pension Benefit Guaranty Corporation insurance |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
274 |
Valuation of Interest Payment Guarantees on Developing Country Debt |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
31 |
Total Journal Articles |
10 |
28 |
75 |
4,627 |
33 |
78 |
242 |
15,556 |