| 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 |
2 |
4 |
408 |
| A structural model of contingent bank capital |
0 |
0 |
1 |
163 |
1 |
5 |
7 |
366 |
| An Empirical Investigation of Bond Prices and Inflation |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
192 |
| An empirical analysis of bank risk |
0 |
0 |
0 |
0 |
0 |
6 |
6 |
9 |
| Are Loan Sales Really Off-Balance Sheet |
0 |
0 |
0 |
1 |
4 |
10 |
11 |
1,869 |
| Bank Consolidation and Consumer Loan Interest Rates |
0 |
0 |
1 |
471 |
1 |
8 |
10 |
2,930 |
| Bank consolidation and consumer loan interest rates |
0 |
0 |
0 |
0 |
1 |
4 |
6 |
62 |
| Bank deposit rate clustering: theory and empirical evidence |
0 |
0 |
0 |
436 |
4 |
12 |
13 |
1,432 |
| Banks and Loan Sales: Marketing Non-Marketable Assets |
0 |
0 |
1 |
769 |
0 |
2 |
6 |
2,322 |
| Banks and Loan Sales: Marketing Non-Marketable Assets (Reprint 051) |
0 |
0 |
0 |
1 |
2 |
5 |
8 |
433 |
| Contingent Capital: The Case for COERCs |
0 |
0 |
0 |
71 |
1 |
6 |
9 |
230 |
| Deriving developing country repayment capacity from the market prices of sovereign debt |
0 |
0 |
0 |
59 |
1 |
5 |
9 |
473 |
| Discounting Pension Liabilities: Funding versus Value |
0 |
0 |
1 |
31 |
3 |
12 |
14 |
108 |
| Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
99 |
| Effects of Non-Assumable Mortgage Finance on Housing Demand and Relocation Decisions |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
382 |
| Estimating fair deposit insurance premiums for a sample of banks under a new long-term insurance pricing methodology |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
16 |
| Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates |
0 |
0 |
0 |
344 |
0 |
5 |
11 |
1,084 |
| Estimating the cost of U.S. indexed bonds |
0 |
0 |
0 |
324 |
1 |
6 |
9 |
922 |
| Government Guarantees for Old Age Income |
0 |
0 |
0 |
0 |
0 |
4 |
4 |
119 |
| Government guarantees on pension fund returns |
0 |
0 |
0 |
30 |
0 |
3 |
9 |
141 |
| Harming depositors and helping borrowers: the disparate impact of bank consolidation |
0 |
1 |
1 |
175 |
0 |
4 |
8 |
601 |
| Harming depositors and helping borrowers: the disparate impact of bank consolidation |
0 |
0 |
0 |
0 |
2 |
11 |
15 |
50 |
| Inflation expectations, real rates, and risk premia: evidence from inflation swaps |
0 |
0 |
1 |
160 |
2 |
10 |
20 |
453 |
| Information Disclosure and Bank Runs |
0 |
0 |
0 |
0 |
1 |
5 |
7 |
138 |
| Loan Sales and the Cost of Bank Capital |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
459 |
| Loan Sales and the Cost of Bank Capital |
0 |
0 |
0 |
0 |
3 |
7 |
9 |
345 |
| Market discipline, information disclosure, and uninsured deposits |
0 |
0 |
0 |
0 |
2 |
6 |
6 |
17 |
| Nonbanks and the future of banking |
0 |
0 |
0 |
0 |
2 |
6 |
8 |
26 |
| Optimal Portfolio Choice and the Collapse of a Fixed-Exchange Rate Regime |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
108 |
| Partial Deposit, Bank Runs and Private Deposit Insurance |
0 |
0 |
0 |
0 |
1 |
7 |
7 |
222 |
| Portfolio Allocation for Public Pension Funds |
0 |
0 |
0 |
52 |
0 |
1 |
4 |
160 |
| Security Baskets and Index-Linked Securities |
0 |
0 |
0 |
0 |
1 |
9 |
13 |
828 |
| Security Baskets and Index-Linked Securities |
0 |
0 |
0 |
90 |
0 |
5 |
12 |
454 |
| Serial Correlation of Asset Returns and Optimal Portfolios for the Long and Short Term |
0 |
0 |
0 |
64 |
5 |
9 |
10 |
284 |
| Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
47 |
| Serial Correlation of Asset Returns and Optimal Portfolios for the Short and Long Term |
0 |
0 |
0 |
1 |
0 |
6 |
9 |
199 |
| Transaction Contracts |
0 |
0 |
0 |
0 |
1 |
5 |
6 |
2,067 |
| Why Do Banks Target ROE? |
0 |
0 |
1 |
19 |
0 |
6 |
10 |
74 |
| Why do banks target ROE? |
0 |
0 |
0 |
34 |
0 |
5 |
7 |
154 |
| Total Working Papers |
0 |
1 |
7 |
3,295 |
44 |
214 |
309 |
20,283 |
| 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 |
0 |
1 |
173 |
2 |
6 |
11 |
476 |
| Alternative forms of deposit insurance: Pricing and bank incentive issues |
0 |
0 |
0 |
195 |
0 |
5 |
7 |
477 |
| Bank Deposit Rate Clustering: Theory and Empirical Evidence |
0 |
0 |
0 |
149 |
3 |
10 |
15 |
646 |
| Bank deposit insurance and business cycles: controlling the volatility of risk-based premiums |
0 |
0 |
1 |
110 |
0 |
3 |
7 |
482 |
| Banks and loan sales Marketing nonmarketable assets |
0 |
0 |
10 |
611 |
0 |
6 |
22 |
1,644 |
| Comment on "Intermediation and Vertical Integration." |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
60 |
| Comment on Incentives for Banking Megamergers: What Motives Might Regulators Infer from Event-Study Evidence? |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
206 |
| Comments on Morgan and Stiroh |
0 |
0 |
0 |
5 |
0 |
2 |
4 |
37 |
| Deposit insurance, bank regulation, and financial system risks |
0 |
2 |
6 |
348 |
1 |
33 |
47 |
843 |
| Does Prior Performance Affect a Mutual Fund’s Choice of Risk? Theory and Further Empirical Evidence |
0 |
1 |
1 |
105 |
1 |
8 |
8 |
267 |
| Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds |
0 |
0 |
0 |
37 |
2 |
5 |
8 |
161 |
| Financial Intermediaries and Liquidity Creation |
3 |
4 |
15 |
674 |
10 |
25 |
53 |
1,820 |
| Harming Depositors and Helping Borrowers: The Disparate Impact of Bank Consolidation |
0 |
0 |
1 |
58 |
4 |
10 |
17 |
201 |
| Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data |
0 |
0 |
0 |
305 |
1 |
6 |
9 |
765 |
| Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps |
1 |
1 |
8 |
202 |
6 |
14 |
25 |
480 |
| Introduction: Special Issue on Pricing the Risks of Deposit Insurance |
0 |
0 |
0 |
22 |
0 |
7 |
7 |
79 |
| Measuring Rents and Interest Rate Risk in Imperfect Financial Markets: The Case of Retail Bank Deposits |
1 |
3 |
4 |
276 |
5 |
12 |
14 |
493 |
| Optimal portfolio choice and the collapse of a fixed-exchange rate regime |
0 |
0 |
0 |
31 |
0 |
2 |
8 |
103 |
| Portfolio allocation for public pension funds* |
0 |
0 |
1 |
54 |
1 |
7 |
12 |
212 |
| 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 |
1 |
1 |
44 |
| Risk-based capital standards, deposit insurance, and procyclicality |
0 |
0 |
1 |
131 |
3 |
7 |
12 |
345 |
| Security Baskets and Index-Linked Securities |
2 |
2 |
2 |
258 |
7 |
17 |
23 |
1,243 |
| Special Issue: Risk Transfer Mechanisms and Financial Stability |
0 |
0 |
0 |
37 |
6 |
10 |
10 |
121 |
| Special issue: Banking and bank regulation: Challenges for the future |
0 |
0 |
0 |
167 |
0 |
8 |
11 |
339 |
| The Aggregate Cost of Deposit Insurance: A Multiperiod Analysis |
0 |
0 |
1 |
94 |
2 |
9 |
12 |
268 |
| The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures |
0 |
0 |
0 |
390 |
2 |
3 |
3 |
1,071 |
| The Cost of Deposit Insurance for Privately Held Banks: A Market Comparable Approach |
1 |
1 |
1 |
64 |
2 |
6 |
8 |
179 |
| The Effects of Setting Deposit Insurance Premiums to Target Insurance Fund Reserves |
0 |
0 |
0 |
66 |
1 |
5 |
9 |
146 |
| The Value of Pension Benefit Guaranty Corporation Insurance |
0 |
0 |
0 |
100 |
1 |
6 |
9 |
357 |
| The behavior of interest rates implied by the term structure of Eurodollar future |
0 |
0 |
0 |
1 |
5 |
8 |
8 |
1,313 |
| The opening of new markets for bank assets |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
426 |
| The value of Pension Benefit Guaranty Corporation insurance |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
275 |
| Valuation of Interest Payment Guarantees on Developing Country Debt |
0 |
0 |
0 |
6 |
2 |
4 |
4 |
35 |
| Total Journal Articles |
8 |
14 |
53 |
4,680 |
70 |
255 |
396 |
15,614 |