| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Look at the Fed’s Emergency Lending Programs |
0 |
0 |
1 |
1 |
2 |
2 |
3 |
3 |
| A reconsideration of the properties of the generalized method moments in asset pricing models |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
328 |
| An Analysis of the Literature on International Unconventional Monetary Policy |
0 |
1 |
5 |
310 |
1 |
4 |
15 |
569 |
| An analysis of recent studies of the effect of foreign exchange intervention |
0 |
1 |
2 |
225 |
0 |
3 |
7 |
683 |
| Can Markov switching models predict excess foreign exchange returns? |
0 |
0 |
0 |
420 |
0 |
0 |
0 |
853 |
| Can risk explain the profitability of technical trading in currency markets? |
0 |
0 |
1 |
27 |
1 |
2 |
5 |
101 |
| Capital flows and Japanese asset volatility |
0 |
0 |
0 |
21 |
1 |
2 |
2 |
143 |
| Central Bank intervention and exchange rate volatility: its continuous and jump components |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
93 |
| Central bank authorities’ beliefs about foreign exchange intervention |
0 |
0 |
0 |
175 |
0 |
0 |
1 |
556 |
| Central bank intervention and exchange rate volatility, its continuous and jump components |
0 |
1 |
1 |
157 |
1 |
2 |
2 |
477 |
| Central bank intervention with limited arbitrage |
0 |
0 |
0 |
81 |
2 |
3 |
3 |
385 |
| Chinese Foreign Exchange Reserves, Policy Choices and the U.S. Economy |
0 |
0 |
1 |
80 |
0 |
0 |
1 |
94 |
| Common fluctuations in OECD budget balances |
0 |
0 |
0 |
25 |
0 |
1 |
4 |
126 |
| Econometric modeling of exchange rate volatility and jumps |
0 |
0 |
0 |
279 |
1 |
1 |
5 |
813 |
| Endogenous Realignments and the Sustainability of a Target Zone |
0 |
0 |
0 |
16 |
1 |
1 |
3 |
205 |
| Endogenous realignments and the sustainability of a target |
0 |
0 |
0 |
35 |
0 |
1 |
1 |
436 |
| Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
7 |
| Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
52 |
| Fed-Driven Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications |
0 |
0 |
2 |
37 |
0 |
1 |
9 |
32 |
| Financial Market Volatility in the Spring of 2025 |
4 |
11 |
11 |
11 |
7 |
12 |
12 |
12 |
| Financial market reactions to the Russian invasion of Ukraine |
0 |
0 |
1 |
17 |
2 |
2 |
8 |
30 |
| Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter? |
0 |
0 |
0 |
721 |
0 |
1 |
4 |
1,957 |
| Forecasting the Equity Risk Premium: The Role of Technical Indicators |
0 |
0 |
2 |
39 |
1 |
2 |
16 |
174 |
| Foreign exchange volatility is priced in equities |
0 |
0 |
0 |
169 |
0 |
1 |
3 |
700 |
| How Persistent Are Unconventional Monetary Policy Effects? |
0 |
0 |
1 |
116 |
0 |
3 |
4 |
225 |
| How well do monetary fundamentals forecast exchange rates? |
0 |
0 |
4 |
821 |
0 |
0 |
5 |
2,511 |
| Identifying the effects of U.S. intervention on the levels of exchange rates |
0 |
0 |
0 |
216 |
0 |
0 |
1 |
591 |
| Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly? |
0 |
0 |
0 |
403 |
2 |
6 |
9 |
1,810 |
| Inflation and the Real Value of Debt: A Double-edged Sword |
0 |
0 |
4 |
14 |
3 |
4 |
13 |
24 |
| Information shares in the U.S. treasury market |
0 |
0 |
0 |
157 |
0 |
0 |
0 |
653 |
| International channels of the Fed’s unconventional monetary policy |
0 |
0 |
0 |
86 |
0 |
0 |
4 |
232 |
| International channels of the Fed’s unconventional monetary policy |
0 |
0 |
1 |
142 |
0 |
1 |
4 |
445 |
| Intraday technical trading in the foreign exchange market |
0 |
0 |
1 |
414 |
1 |
1 |
3 |
935 |
| Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model |
0 |
0 |
0 |
100 |
1 |
1 |
1 |
298 |
| Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach |
0 |
0 |
1 |
559 |
2 |
3 |
7 |
1,585 |
| Is inflation an international phenomenon? |
0 |
0 |
2 |
192 |
0 |
0 |
3 |
419 |
| Is technical analysis in the foreign exchange market profitable? a genetic programming approach |
0 |
0 |
1 |
1,080 |
0 |
2 |
8 |
1,425 |
| Jumps, cojumps and macro announcements |
0 |
0 |
0 |
16 |
0 |
1 |
1 |
78 |
| Jumps, cojumps and macro announcements |
0 |
0 |
0 |
145 |
1 |
1 |
3 |
468 |
| Lessons from the evolution of foreign exchange trading strategies |
0 |
0 |
1 |
122 |
1 |
2 |
7 |
297 |
| Measuring Inflation: Headline, Core and “Supercore” Services |
0 |
0 |
3 |
7 |
1 |
2 |
9 |
16 |
| Mind Your Language: Market Responses to Central Bank Speeches |
0 |
0 |
4 |
28 |
0 |
1 |
16 |
83 |
| Mind Your Language: Market Responses to Central Bank Speeches |
1 |
2 |
4 |
49 |
5 |
7 |
19 |
64 |
| Monetary Policy and Economic Performance Since the Financial Crisis |
0 |
0 |
0 |
24 |
1 |
1 |
5 |
43 |
| Monetary Policy and Economic Performance since the Financial Crisis |
0 |
0 |
0 |
14 |
0 |
0 |
4 |
48 |
| Monetary Policy and Economic Performance since the Financial Crisis |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
33 |
| More Irrational Exuberance? A Look at Stock Prices |
1 |
1 |
3 |
4 |
1 |
1 |
3 |
5 |
| More Stories of Unconventional Monetary Policy |
0 |
0 |
1 |
39 |
0 |
0 |
1 |
65 |
| Optimal discrete hedging in the Heston Stochastic Volatility Model |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
| Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules |
1 |
1 |
1 |
194 |
1 |
4 |
9 |
526 |
| Predictability in international asset returns: a reexamination |
0 |
0 |
0 |
166 |
0 |
0 |
0 |
609 |
| Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics |
0 |
0 |
0 |
542 |
0 |
0 |
0 |
1,412 |
| Real interest rate persistence: evidence and implications |
0 |
0 |
2 |
153 |
0 |
0 |
5 |
410 |
| Realignments of target zone exchange systems: what do we know? |
0 |
0 |
1 |
73 |
1 |
2 |
3 |
382 |
| Reviewing the Impact of Energy Sanctions on Russia |
0 |
0 |
4 |
13 |
0 |
0 |
9 |
18 |
| Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
1,630 |
| Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM |
0 |
0 |
0 |
238 |
0 |
0 |
1 |
673 |
| Risk-adjusted, ex ante, optimal technical trading rules in equity markets |
0 |
0 |
0 |
579 |
1 |
5 |
7 |
1,539 |
| Russia’s Invasion of Ukraine and Its Impact on Stock Prices |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
8 |
| Sluggish news reactions: A combinatorial approach for synchronizing stock jumps |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
| Sluggish news reactions: A combinatorial approach for synchronizing stock jumps |
0 |
0 |
1 |
2 |
2 |
2 |
7 |
17 |
| Supply and demand shifts of shorts before Fed announcements during QE1–QE3 |
0 |
0 |
1 |
10 |
0 |
0 |
3 |
21 |
| Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements |
0 |
0 |
0 |
24 |
1 |
1 |
2 |
43 |
| Target zones and conditional volatility: the role of realignments |
0 |
0 |
0 |
109 |
0 |
0 |
0 |
351 |
| Technical analysis and central bank intervention |
0 |
0 |
1 |
344 |
0 |
0 |
1 |
1,021 |
| Technical analysis in the foreign exchange market |
3 |
3 |
6 |
374 |
5 |
7 |
17 |
883 |
| Technical trading rules in the European Monetary System |
0 |
0 |
0 |
277 |
0 |
0 |
0 |
961 |
| Testing asset pricing models with Euler equations: it's worse than you think |
0 |
0 |
1 |
102 |
1 |
1 |
2 |
516 |
| The Costless Disinflation of 2022-24 |
0 |
0 |
6 |
7 |
0 |
0 |
17 |
18 |
| The Federal Reserve responds to crises: September 11th was not the first |
0 |
0 |
0 |
180 |
0 |
0 |
1 |
616 |
| The Innocent Greenbacks Abroad: U.S. Currency Held Internationally |
0 |
1 |
1 |
9 |
3 |
6 |
9 |
23 |
| The Transition to Electronic Trading in the Secondary Treasury Market |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
365 |
| The adaptive markets hypothesis: evidence from the foreign exchange market |
0 |
1 |
3 |
426 |
1 |
7 |
14 |
1,243 |
| The case for foreign exchange intervention: the government as an active reserve manager |
0 |
0 |
0 |
181 |
0 |
0 |
1 |
642 |
| The dynamic interaction of order flows and the CAD/USD exchange rate |
0 |
0 |
1 |
122 |
1 |
4 |
11 |
908 |
| The economic effects of a potential armed conflict over Taiwan |
1 |
2 |
15 |
15 |
3 |
10 |
35 |
35 |
| The large scale asset purchases had large international effects |
0 |
1 |
3 |
267 |
1 |
6 |
23 |
991 |
| The microstructure of the U.S. treasury market |
0 |
0 |
4 |
227 |
1 |
1 |
7 |
535 |
| The practice of central bank intervention: looking under the hood |
0 |
0 |
0 |
300 |
1 |
1 |
8 |
786 |
| The response of multinationals’ foreign exchange rate exposure to macroeconomic news |
0 |
0 |
1 |
69 |
1 |
1 |
4 |
66 |
| The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited |
0 |
0 |
0 |
54 |
0 |
0 |
2 |
128 |
| The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits |
0 |
0 |
0 |
145 |
1 |
2 |
3 |
579 |
| Unconventional monetary policy and the behavior of shorts |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
62 |
| What Happens to Expected Stock Volatility around Election Day? |
0 |
0 |
12 |
12 |
0 |
0 |
14 |
14 |
| What Is the Probability of a Recession? The Message from Yield Spreads |
0 |
0 |
1 |
11 |
1 |
2 |
6 |
21 |
| Which continuous-time model is most appropriate for exchange rates? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
44 |
| Which continuous-time model is most appropriate for exchange rates? |
0 |
0 |
0 |
73 |
0 |
1 |
1 |
173 |
| Year-end seasonality in one-month LIBOR derivatives |
0 |
0 |
0 |
151 |
0 |
1 |
3 |
1,006 |
| Total Working Papers |
11 |
26 |
123 |
13,168 |
66 |
144 |
470 |
40,464 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A BENEFIT‐COST ANALYSIS OF DISINFLATION |
0 |
0 |
0 |
25 |
1 |
4 |
4 |
172 |
| A Shutoff of Russian Natural Gas |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
10 |
| A foreign exchange intervention in an era of restraint |
0 |
1 |
1 |
54 |
0 |
3 |
12 |
284 |
| A survey of announcement effects on foreign exchange returns |
0 |
0 |
3 |
101 |
1 |
1 |
9 |
340 |
| A survey of announcement effects on foreign exchange volatility and jumps |
0 |
0 |
1 |
84 |
0 |
0 |
6 |
256 |
| An Analysis of the Literature on International Unconventional Monetary Policy |
0 |
1 |
11 |
121 |
1 |
8 |
32 |
261 |
| An E.U. withholding tax? |
0 |
0 |
0 |
23 |
0 |
0 |
2 |
176 |
| An analysis of recent studies of the effect of foreign exchange intervention |
0 |
0 |
2 |
198 |
2 |
4 |
7 |
622 |
| An introduction to capital controls |
0 |
0 |
2 |
601 |
1 |
3 |
13 |
1,540 |
| Are changes in foreign exchange reserves well correlated with official intervention? |
0 |
0 |
0 |
218 |
0 |
0 |
1 |
744 |
| Asian nations driving world oil prices |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
141 |
| Bond market mania |
0 |
0 |
0 |
18 |
0 |
1 |
1 |
94 |
| CAPITAL FLOWS AND JAPANESE ASSET VOLATILITY |
0 |
1 |
1 |
14 |
1 |
2 |
2 |
58 |
| Can Markov switching models predict excess foreign exchange returns? |
0 |
0 |
1 |
170 |
1 |
2 |
4 |
445 |
| Can risk explain the profitability of technical trading in currency markets? |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
31 |
| Central Bank Responses to COVID-19 |
0 |
0 |
2 |
116 |
0 |
1 |
6 |
262 |
| Central bank authorities' beliefs about foreign exchange intervention |
0 |
0 |
1 |
170 |
0 |
2 |
6 |
478 |
| Central bank intervention and exchange rate volatility, its continuous and jump components |
0 |
0 |
0 |
74 |
0 |
0 |
1 |
299 |
| Central bank intervention with limited arbitrage |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
186 |
| China's strategic petroleum reserve: a drop in the bucket |
0 |
0 |
1 |
73 |
0 |
0 |
1 |
227 |
| Chinese Foreign Exchange Reserves and the U.S. Economy |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
43 |
| Chinese Foreign Exchange Reserves, Policy Choices, and the U.S. Economy |
0 |
0 |
2 |
10 |
0 |
1 |
4 |
46 |
| Common Fluctuations in OECD Budget Balances |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
44 |
| Comparing international bond yields |
0 |
1 |
3 |
16 |
0 |
2 |
8 |
93 |
| Deflation and real economic activity under the gold standard |
0 |
0 |
0 |
60 |
0 |
0 |
2 |
430 |
| Endogenous realignments in a target zone |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
158 |
| Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book |
0 |
0 |
0 |
7 |
0 |
2 |
5 |
39 |
| Exchange rate intervention |
0 |
0 |
1 |
76 |
0 |
1 |
3 |
189 |
| Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
48 |
| Federal Reserve System International Facilities |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
21 |
| Financial Engineering Versus Cancer |
0 |
0 |
1 |
8 |
0 |
0 |
1 |
32 |
| Financial Market Reactions to the Russian Invasion of Ukraine |
0 |
0 |
2 |
9 |
0 |
0 |
6 |
36 |
| Fiscal policy and expected inflation |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
93 |
| Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter? |
0 |
1 |
1 |
141 |
1 |
4 |
10 |
599 |
| Forecasting the Equity Risk Premium: The Role of Technical Indicators |
2 |
6 |
27 |
131 |
5 |
14 |
59 |
457 |
| Foreign Exchange Volatility Is Priced in Equities |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
130 |
| Four stories of quantitative easing |
1 |
4 |
15 |
244 |
5 |
10 |
50 |
933 |
| Global factors in budget deficits |
0 |
0 |
1 |
38 |
0 |
0 |
3 |
167 |
| How Do Economists Think about the Environment and Climate Change? |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
10 |
| How Much Do Oil Prices Affect Inflation? |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
98 |
| How big is Japan's debt? |
0 |
0 |
0 |
374 |
0 |
0 |
0 |
2,183 |
| How expensive are stocks? |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
74 |
| How persistent are unconventional monetary policy effects? |
0 |
0 |
0 |
12 |
0 |
0 |
3 |
30 |
| How well do monetary fundamentals forecast exchange rates? |
0 |
0 |
2 |
710 |
0 |
0 |
6 |
1,949 |
| Information shares in the US Treasury market |
0 |
0 |
0 |
67 |
2 |
2 |
5 |
290 |
| Interest Rate Risk, Bank Runs and Silicon Valley Bank |
0 |
0 |
3 |
33 |
1 |
1 |
9 |
49 |
| International Inflation Trends |
1 |
1 |
1 |
6 |
1 |
2 |
5 |
14 |
| International channels of the Fed's unconventional monetary policy |
0 |
2 |
19 |
219 |
1 |
9 |
49 |
645 |
| International comovements in inflation rates and country characteristics |
0 |
1 |
2 |
147 |
0 |
3 |
11 |
446 |
| International interest rate linkages |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
123 |
| Intraday technical trading in the foreign exchange market |
0 |
0 |
0 |
135 |
1 |
1 |
4 |
400 |
| Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model |
0 |
0 |
0 |
41 |
0 |
1 |
3 |
149 |
| Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach |
0 |
0 |
2 |
110 |
0 |
0 |
17 |
362 |
| Jumps, cojumps and macro announcements |
0 |
0 |
0 |
0 |
2 |
4 |
7 |
194 |
| Lessons from the evolution of foreign exchange trading strategies |
0 |
0 |
1 |
40 |
0 |
1 |
10 |
168 |
| Lessons from the taper tantrum |
1 |
2 |
6 |
87 |
1 |
3 |
16 |
254 |
| Markets worry more about sovereign debt |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
119 |
| Mind your language: Market responses to central bank speeches |
2 |
2 |
3 |
3 |
6 |
14 |
17 |
17 |
| Miscommunication shook up mortgage, bond markets |
0 |
0 |
1 |
22 |
0 |
0 |
2 |
212 |
| Modeling Professional Recession Forecasts |
0 |
0 |
2 |
4 |
0 |
1 |
5 |
7 |
| Monetary Policy and Economic Performance Since the Financial Crisis |
0 |
0 |
1 |
6 |
0 |
0 |
5 |
17 |
| More Stories of Unconventional Monetary Policy |
0 |
0 |
1 |
9 |
0 |
1 |
6 |
25 |
| Negative U.S. Interest Rates? |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
16 |
| Okun's law: output and unemployment |
0 |
0 |
0 |
221 |
0 |
0 |
2 |
435 |
| One dollar = one loonie |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
106 |
| Options on economic data |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
52 |
| Overshooting the Inflation Target |
1 |
1 |
1 |
3 |
1 |
1 |
2 |
8 |
| Political pressure on the bank of Japan: interference or accountability? |
0 |
1 |
1 |
16 |
0 |
1 |
1 |
60 |
| Predictability in International Asset Returns: A Reexamination |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
89 |
| Predicting exchange rate volatility: genetic programming versus GARCH and RiskMetrics |
0 |
0 |
0 |
113 |
1 |
1 |
2 |
454 |
| Real interest rate persistence: evidence and implications |
0 |
0 |
0 |
91 |
0 |
0 |
4 |
284 |
| Realignment of target zone exchange rate systems: what do we know? |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
223 |
| Responses of International Central Banks to the COVID-19 Crisis |
0 |
0 |
4 |
34 |
0 |
0 |
9 |
82 |
| Risk Aversion versus Intertemporal Substitution: A Case Study of Identification Failure in the Intertemporal Consumption Capital Asset Pricing Model |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
503 |
| Risk-adjusted, ex ante, optimal technical trading rules in equity markets |
0 |
0 |
1 |
84 |
2 |
2 |
12 |
404 |
| Secondary Market Corporate Credit Facility Supports Main Street |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
17 |
| September 11, 2001 |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
61 |
| Stock prices and consumption |
0 |
1 |
1 |
24 |
0 |
1 |
2 |
77 |
| Supply and demand shifts of shorts before Fed announcements during QE1–QE3 |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
5 |
| Supporting Small Borrowers: ABS Markets and the TALF |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
49 |
| Systematic cojumps, market component portfolios and scheduled macroeconomic announcements |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
36 |
| Systemic Financial Risks, Macroprudential Tools and Monetary Policy |
0 |
0 |
1 |
3 |
0 |
1 |
3 |
10 |
| Systemic risk and the financial crisis: a primer |
0 |
0 |
1 |
238 |
2 |
3 |
8 |
958 |
| Target zones and conditional volatility: The role of realignments |
0 |
0 |
0 |
17 |
1 |
1 |
3 |
107 |
| Technical analysis and central bank intervention |
0 |
0 |
0 |
83 |
0 |
1 |
3 |
328 |
| Technical analysis and the profitability of U.S. foreign exchange intervention |
0 |
2 |
6 |
874 |
0 |
3 |
19 |
3,765 |
| Technical analysis in the foreign exchange market: a layman's guide |
2 |
7 |
29 |
3,589 |
7 |
15 |
70 |
9,755 |
| Technical trading rules in the European Monetary System |
0 |
0 |
0 |
54 |
2 |
3 |
3 |
213 |
| The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market |
0 |
0 |
1 |
125 |
2 |
4 |
13 |
438 |
| The Asset Holdings of the Bank of Japan |
0 |
0 |
0 |
1 |
0 |
2 |
3 |
14 |
| The Economic Effects of a Potential Armed Conflict Over Taiwan |
0 |
0 |
1 |
1 |
1 |
3 |
5 |
5 |
| The FDIC Studies “Options for Deposit Insurance Reform” |
0 |
0 |
2 |
3 |
1 |
1 |
9 |
13 |
| The Fed responds to Sept. 11 attacks |
0 |
0 |
0 |
23 |
0 |
1 |
1 |
138 |
| The Federal Reserve responds to crises: September 11th was not the first |
0 |
0 |
0 |
147 |
0 |
1 |
2 |
781 |
| The People’s Bank of China Boosts the Yuan |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
19 |
| The Rise and Fall of M2 |
0 |
0 |
3 |
3 |
2 |
2 |
7 |
14 |
| The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited |
0 |
0 |
1 |
7 |
1 |
2 |
3 |
25 |
| The Russian Invasion, Oil and Gasoline Prices, and Recession |
0 |
0 |
0 |
8 |
0 |
1 |
3 |
16 |
| The Stock Market's Wild Ride |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
50 |
| The difference between currency manipulation and monetary policy |
0 |
0 |
0 |
78 |
0 |
0 |
1 |
259 |
| The effects of large-scale asset purchases on TIPS inflation expectations |
0 |
1 |
3 |
83 |
0 |
1 |
4 |
191 |
| The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices |
0 |
1 |
3 |
47 |
1 |
7 |
19 |
183 |
| The giant sucking sound: did NAFTA devour the Mexican peso? |
0 |
0 |
1 |
39 |
0 |
0 |
1 |
304 |
| The great foreign exchange intervention of 2011 |
0 |
0 |
1 |
26 |
0 |
0 |
5 |
89 |
| The mysterious Greek yield curve |
0 |
0 |
0 |
48 |
0 |
0 |
2 |
178 |
| The practice of central bank intervention: looking under the hood |
0 |
0 |
0 |
22 |
0 |
2 |
7 |
101 |
| The response of multinationals’ foreign exchange rate exposure to macroeconomic news |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
61 |
| The sovereign wealth funds of nations |
0 |
0 |
0 |
96 |
0 |
0 |
1 |
168 |
| The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits |
0 |
0 |
0 |
60 |
1 |
2 |
5 |
238 |
| The transition to electronic communications networks in the secondary treasury market |
0 |
0 |
2 |
84 |
0 |
1 |
7 |
381 |
| U.S. historical experience with deflation |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
75 |
| Unconventional Monetary Policy and the Behavior of Shorts |
0 |
0 |
0 |
1 |
0 |
0 |
7 |
11 |
| Unconventional monetary policy had large international effects |
3 |
4 |
19 |
481 |
16 |
28 |
67 |
1,164 |
| Unwinding the current account deficit |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
126 |
| Using implied volatility to measure uncertainty about interest rates |
0 |
2 |
4 |
197 |
1 |
3 |
8 |
713 |
| What are the odds? option-based forecasts of FOMC target changes |
0 |
0 |
5 |
99 |
0 |
0 |
8 |
331 |
| What is the slope of the yield curve telling us? |
0 |
0 |
1 |
93 |
0 |
0 |
6 |
394 |
| What to Expect from Quantitative Tightening |
0 |
0 |
0 |
20 |
0 |
0 |
3 |
56 |
| Which continuous-time model is most appropriate for exchange rates? |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
125 |
| Why Are U.S. Bond Yields So High? |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
11 |
| Why Have a Strategic Petroleum Reserve? |
0 |
0 |
4 |
7 |
0 |
0 |
5 |
9 |
| Why Price Controls Should Stay in the History Books |
0 |
0 |
2 |
20 |
2 |
2 |
14 |
70 |
| Why do gasoline prices react to things that have not happened? |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
182 |
| Would it help to eliminate interest on reserves? |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
38 |
| \\"How central should the central bank be?\\" a comment |
0 |
1 |
1 |
8 |
0 |
1 |
1 |
43 |
| Total Journal Articles |
13 |
44 |
222 |
12,593 |
79 |
208 |
827 |
43,130 |
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