Morten Spange and Pawel | | Zabczyk | Sterling implications of a US current account reversal (Bank of England Working papers 296, 2006) | Abstract Full text |
|
Michael J. Dueker, | | Zacharias Psaradakis, Martin Sola, and Fabio Spagnolo | Multivariate Contemporaneous Threshold Autoregressive Models (St Louis Fed Working Papers 2007-019, May 2007) | Full text |
|
Filippo Altissimo, Benoît Mojon, Paolo | | Zaffaroni | Fast Micro and Slow Macro: Can Aggregation Explain the Persistence of Inflation? (Chicago Fed Working papers WP-2007-02, Mar 2007) | Abstract Full text |
|
Fabrizio Spargoli – Paolo | | Zagaglia | The co-movements along the forward curve of natural gas futures: a structural view (Bank of Finland Discussion Papers 2008/26, 15 Oct 2008) | Abstract Full text |
|
| Massimiliano Marzo – Silvia Romagnoli – Paolo | | Zagaglia | A continuous-time model of the term structure of interest rates with fiscal-monetary policy interactions (Bank of Finland Discussion Papers 2008/25, 14 Oct 2008) | Abstract Full text |
|
| Massimiliano Marzo – Paolo | | Zagaglia | Determinacy of interest rate rules with bond transaction services in a cashless economy (Bank of Finland Discussion Papers 2008/24, 13 Oct 2008) | Abstract Full text |
|
| Paolo | | Zagaglia | Money-market segmentation in the euro area: what has changed during the turmoil? (Bank of Finland Discussion Papers 2008/23, 10 Oct 2008) | Abstract Full text |
|
Barbara Roffia and Andrea | | Zaghini | Excess money growth and inflation dynamics (European Central Bank Working papers 749, May 2007) | Full text |
|
| Alessandro Calza and Andrea | | Zaghini | Non-linear dynamics in the euro area demand for M1 (European Central Bank Working papers 592, Feb 2006) | Full text |
|
| Bjřrn-Roger Wilhelmsen and Andrea | | Zaghini | Monetary policy predictability in the euro area: an international comparison (European Central Bank Working papers 504, Jul 2005) | Full text |
|
| Joăo Sousa and Andrea | | Zaghini | Monetary policy shocks in the euro area and global liquidity spillovers (European Central Bank Working papers 309, Feb 2004) | Full text |
|
| Andrea | | Zaghini | Trade advantages and specialisation dynamics in acceding countries (European Central Bank Working papers No.249, Aug 2003) | Full text |
|
| Bjřrn-Roger Wilhelmsen and Andrea | | Zaghini | Monetary policy predictability in the euro area: An international comparison (Central Bank of Norway Working Papers 2005/07, Sep 2005) | Full text |
|
Andrew T. Levin, Fabio M. Natalucci, and Egon | | Zakrajsek | The Magnitude and Cyclical Behavior of Financial Market Frictions (Federal Reserve Board FEDS series 2004-70, Dec 2004) | Abstract Full text |
|
| Jonathan McCarthy and Egon | | Zakrajsek | Inventory Dynamics and Business Cycles: What Has Changed? (Federal Reserve Board FEDS series 2003-26, Jul 2003) | Abstract Full text |
|
Jonathan McCarthy and Egon | | Zakrajšek | Inventory Dynamics and Business Cycles: What Has Changed? (New York Fed Staff reports 156, Dec 2002) | Abstract Full text |
|
Andrew P Blake and Fabrizio | | Zampolli | Optimal monetary policy in Markov-switching models with rational expectations agents (Bank of England Working papers 298, 2006) | Abstract Full text |
|
| Fabrizio | | Zampolli | Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in exchange rate dynamics (Bank of England Working papers 297, 2006) | Abstract Full text |
|
Kirill Sosunov, Oleg | | Zamulin | The inflationary consequences of real exchange rate targeting via accumulation of reserves (Bank of Finland BOFIT Discussion Papers 2006/11, 31 Oct 2006) | Abstract Full text |
|
Carlos Thomas and Francesco | | Zanetti | Labor market reform and price stability: an application to the Euro Area (673 KB) (Bank of Spain Working Papers 0818, Sep 2008) | Abstract Full text |
|
| Francesco | | Zanetti | Labour market institutions and aggregate fluctuations in a search and matching model (Bank of England Working papers 333, Oct 2007) | Abstract Full text |
|
| Federico S. Mandelman and Francesco | | Zanetti | Technology Shocks, Employment, and Labor Market Frictions (Atlanta Fed Working papers 2008-10, Feb 2008) | Abstract Full text |
|
Luis-Felipe | | Zanna | PPP Rules, Macroeconomic Instability and Learning (Federal Reserve Board International Financial Discussion Papers 2006-814, Oct 2006) | Abstract Full text |
|
| Marco Airaudo; Luis-Felipe | | Zanna | Interest Rate Rules, Endogenous Cycles, and Chaotic Dynamics in Open Economies (Federal Reserve Board International Financial Discussion Papers 2005-849, Dec 2005) | Abstract Full text |
|
| Luis-Felipe | | Zanna | Fighting Against Currency Depreciation, Macroeconomic Instability, and Sudden Stops (Federal Reserve Board International Financial Discussion Papers 2005-848, Dec 2005) | Abstract Full text |
|
| Luis-Felipe | | Zanna | PPP Rules, Macroeconomic (In)stability and Learning (Federal Reserve Board International Financial Discussion Papers 2004-814, Sep 2004) | Abstract Full text |
|
| Luis-Felipe | | Zanna | Interest Rate Rules and Multiple Equilibria in the Small Open Economy (Federal Reserve Board International Financial Discussion Papers 2003-785, Dec 2003) | Abstract Full text |
|
Carlos E. J. M. | | Zarazaga | Argentina's Unimpressive Recovery: Insights from a Real Business Cycle Approach (Dallas Fed Working Papers wp0606, Dec 2006) | Full text |
|
| Carlos E. J. M. | | Zarazaga | Emerging Market Crises, Phoenix Miracles, and Garden-Variety-Type Recoveries (Dallas Fed Working Papers wp0605, Dec 2006) | Full text |
|
Pia M. Orrenius and Madeline | | Zavodny | What Are the Consequences of an Amnesty for Undocumented Immigrants? (Atlanta Fed Working papers 2004-10, May 2004) | Abstract Full text |
|
| Hiroshi Ono and Madeline | | Zavodny | Gender Differences in Information Technology Usage: A U.S.-Japan Comparison (Atlanta Fed Working papers 2004-02, Jan 2004) | Abstract Full text |
|
| Madeline | | Zavodny | Race, Wages, and Assimilation among Cuban Immigrants (Atlanta Fed Working papers 2003-10, Jul 2003) | Abstract Full text |
|
| Pia M. Orrenius and Madeline | | Zavodny | Does Immigration Affect Wages? A Look at Occupation-Level Evidence (Atlanta Fed Working papers 2003-2, Jan 2003) | Abstract Full text |
|
| Hiroshi Ono and Madeline | | Zavodny | Gender and the Internet (Atlanta Fed Working papers 2002-10, Jun 2002) | Abstract Full text |
|
| Marianne P. Bitler, Jonah B. Gelbach, Hilary W. Hoynes, and Madeline | | Zavodny | The Impact of Welfare Reform on Marriage and Divorce (Atlanta Fed Working papers 2002-9, Jun 2002) | Abstract Full text |
|
| Hiroshi Ono and Madeline | | Zavodny | Race, Internet Usage, and E-Commerce (Atlanta Fed Working papers 2002-1, Jan 2002) | Abstract Full text |
|
| Pia M. Orrenius and Madeline | | Zavodny | Do Amnesty Programs Encourage Illegal Immigration? Evidence from the Immigration Reform and Control Act (IRCA) (Atlanta Fed Working papers 2001-19, Nov 2001) | Abstract Full text |
|
| Daniel Rodriguez and Madeline | | Zavodny | Family Structure and Sex Differences in Postdisplacement Outcomes (Atlanta Fed Working papers 2001-14, Jul 2001) | Abstract Full text |
|
| Pia M. Orrenius and Madeline | | Zavodny | Self-Selection among Undocumented Immigrants from Mexico (Atlanta Fed Working papers 2001-1, Feb 2001) | Abstract Full text |
|
| Pia M. Orrenius and Madeline | | Zavodny | The Minimum Wage and Latino Workers (Dallas Fed Working Papers wp0708, Oct 2007) | Full text |
|
| Pia M. Orrenius and Madeline | | Zavodny | Did 9/11 Worsen the Job Prospects of Hispanic Immigrants? (Dallas Fed Working Papers wp0508, Sep 2005) | Full text |
|
| Pia M. Orrenius and Madeline | | Zavodny | Does Immigration Affect Wages? A Look at Occupation-Level Evidence (Dallas Fed Working Papers wp0302, 2003) | Full text |
|
| Madeline | | Zavodny and Donna K. Ginther | Does the Beige Book Move Financial Markets? (Atlanta Fed Working papers 2003-3, Jan 2003) | Abstract Full text |
|
Iftekhar Hasan - Cristiano | | Zazzara | Pricing risky bank loans in the new Basel II environment (Bank of Finland Discussion Papers 2006/03, 31 Jan 2006) | Abstract Full text |
|
| | Zbigniew Polanski and Adalbert Winkler | Russia, EU enlargement and the euro (European Central Bank Occasional papers 93, Aug 2008) | Full text |
|
Luboš Komárek, | | Zdenek Cech, Roman Horváth | ERM II Membership - the View of the Accession Countries (Czech National Bank Working papers 2003/11, Dec 2003) | Abstract Full text |
|
| Luboš Komárek, | | Zdenek Cech, Roman Horváth | Optimum currency area indices - how close is the Czech Republic to the eurozone? (Czech National Bank Working papers 2003/10, Dec 2003) | Abstract Full text |
|
Alois Stutzer, Lorenz Goette, and Michael | | Zehnder | Active Decisions and Pro-Social Behavior (Boston Fed Working papers 07-13, Nov 2007) | Abstract Full text |
|
Roger E.A. Farmer, Daniel F. Waggoner, and Tao | | Zha | Minimal State Variable Solutions to Markov-Switching Rational Expectations Models (Atlanta Fed Working papers 2008-23, Oct 2008) | Abstract Full text |
|
| Kevin X.D. Huang, Zheng Liu, and Tao | | Zha | Learning, Adaptive Expectations, and Technology Shocks (Atlanta Fed Working papers 2008-20, Sep 2008) | Abstract Full text |
|
| Roger E.A. Farmer, Daniel F. Waggoner, and Tao | | Zha | Generalizing the Taylor Principle: Comment (Atlanta Fed Working papers 2008-19, Sep 2008) | Abstract Full text |
|
| Juan F. Rubio-Ramírez, Daniel F.Waggoner, and Tao | | Zha | Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (Atlanta Fed Working papers 2008-18, Sep 2008) | Abstract Full text |
|
| Zheng Liu, Daniel F. Waggoner, and Tao | | Zha | Asymmetric Expectation Effects of Regime Shifts and the Great Moderation (Atlanta Fed Working papers 2007-23, Oct 2007) | Abstract Full text |
|
| Roger E.A. Farmer, Daniel F. Waggoner, and Tao | | Zha | Understanding the New Keynesian Model When Monetary Policy Switches Regimes (Atlanta Fed Working papers 2007-12, Jul 2007) | Abstract Full text |
|
| Christopher A. Sims, Daniel F. Waggoner, and Tao | | Zha | Methods for Inference in Large Multiple-Equation Markov-Switching Models (Atlanta Fed Working papers 2006-22, Nov 2006) | Abstract Full text |
|
| Thomas Sargent, Noah Williams, and Tao | | Zha | The Conquest of South American Inflation (Atlanta Fed Working papers 2006-20, Nov 2006) | Abstract Full text |
|
| Roger E.A. Farmer, Daniel F. Waggoner, and Tao | | Zha | Indeterminacy in a Forward-Looking Regime-Switching Model (Atlanta Fed Working papers 2006-19, Nov 2006) | Abstract Full text |
|
| Andrew Bauer, Robert A. Eisenbeis, Daniel F. Waggoner, and Tao | | Zha | Transparency, Expectations, and Forecasts (Atlanta Fed Working papers 2006-03, Apr 2006) | Abstract Full text |
|
| Juan Francisco Rubio-Ramírez, Daniel Waggoner, and Tao | | Zha | Markov-Switching Structural Vector Autoregressions: Theory and Application (Atlanta Fed Working papers 2005-27, Dec 2005) | Abstract Full text |
|
| Thomas Sargent, Noah Williams, and Tao | | Zha | Shocks and Government Beliefs: The Rise and Fall of American Inflation (Atlanta Fed Working papers 2004-22, Sep 2004) | Abstract Full text |
|
| Christopher A. Sims and Tao | | Zha | MCMC Method for Markov Mixture Simultaneous-Equation Models: A Note (Atlanta Fed Working papers 2004-15, Jun 2004) | Abstract Full text |
|
| Christopher A. Sims and Tao | | Zha | Were There Regime Switches in U.S. Monetary Policy? (Atlanta Fed Working papers 2004-14, Jun 2004) | Abstract Full text |
|
| James D. Hamilton, Daniel F. Waggoner, and Tao | | Zha | Normalization in Econometrics (Atlanta Fed Working papers 2004-13, Jun 2004) | Abstract Full text |
|
| Eric M. Leeper and Tao | | Zha | Modest Policy Interventions (Atlanta Fed Working papers 2003-24, Oct 2003) | Abstract Full text |
|
| Eric M. Leeper and Tao | | Zha | Modest Policy Interventions (Atlanta Fed Working papers 2002-19, Nov 2002) | Abstract Full text |
|
| Robert Eisenbeis, Daniel Waggoner, and Tao | | Zha | Evaluating Wall Street Journal Survey Forecasters: A Multivariate Approach (Atlanta Fed Working papers 2002-8a, Jul 2002) | Abstract Full text |
|
| Zheng Liu, Daniel F. Waggoner, and Tao | | Zha | Asymmetric Expectation Effects of Regime Shifts and the Great Moderation (Minneapolis Fed Working Papers WP653, Jul 2007) | Abstract Full text |
|
| Liu, Waggoner, | | Zha | Asymmetric Expectation Effects of Regime Shifts in Monetary Policy (San Francisco Fed Working Papers 2008-22, Sep 2008) | Full text |
|
| Huang, Liu, | | Zha | Learning, Adaptive Expectations, and Technology Shocks (San Francisco Fed Working Papers 2008-18, Aug 2008) | Full text |
|
Ali Dib, Caterina Mendicino, and Yahong | | Zhang | Price Level Targeting in a Small Open Economy with Financial Frictions: Welfare Analysis (Bank of Canada Working papers 2008-40, Oct 2008) | Abstract Full text |
|
| Francisco Covas and Yahong | | Zhang | Price-Level versus Inflation Targeting with Financial Market Imperfections (Bank of Canada Working papers 2008-26, Aug 2008) | Abstract Full text |
|
| Yacine Ait-Sahalia, Per A. Mykland, Lan | | Zhang | Ultra high frequency volatility estimation with dependent microstructure noise (Deutsche Bundesbank Discussion Papers 200530, 12 Sep 2005) | Full text |
|
| Dong He and Wenlang | | Zhang | How Dependent is the Chinese Economy on Exports and in What Sense has its Growth been Export-led? (Hong Kong Monetary Authority Working Papers WP08_14, Oct 2008) | Abstract Full text |
|
| Li-gang Liu and Wenlang | | Zhang | A New Keynesian Model for Analysing Monetary Policy in Mainland China (Hong Kong Monetary Authority Working Papers WP07_18, Nov 2007) | Abstract Full text |
|
| Liuren Wu and Frank Xiaoling | | Zhang | A No-Arbitrage Analysis of Economic Determinants of the Credit Spread Term Structure (Federal Reserve Board FEDS series 2005-59, Dec 2005) | Abstract Full text |
|
| Junbo Wang, Chunchi Wu, and Frank | | Zhang | Liquidity, Default, Taxes and Yields on Municipal Bonds (Federal Reserve Board FEDS series 2005-35, Aug 2005) | Abstract Full text |
|
| Thomas D. Tallarini, Jr. and Harold H. | | Zhang | External Habit and the Cyclicality of Expected Stock Returns (Federal Reserve Board FEDS series 2005-27, May 2005) | Abstract Full text |
|
| Frank X. | | Zhang | What Did the Credit Market Expect of Argentina Default? Evidence from Default Swap Data (Federal Reserve Board FEDS series 2003-25, Jul 2003) | Abstract Full text |
|
| Chris Downing and Frank | | Zhang | Trading Activity and Price Volatility in the Municipal Bond Market (Federal Reserve Board FEDS series 2002-39, Sep 2002) | Abstract Full text |
|
| Zhenyu Wang and Xiaoyan | | Zhang | Empirical Evaluation of Asset Pricing Models:Arbitrage and Pricing Errors over Contingent Claims (New York Fed Staff reports 265, Oct 2006) | Abstract Full text |
|
| Asani Sarkar and Lingjia | | Zhang | Time-Varying Consumption Correlation and the Dynamics of the Equity Premium: Evidence from the G-7 Countries (New York Fed Staff reports 181, Apr 2004) | Abstract Full text |
|
| Lucy F. Ackert, Bryan K. Church, James Tompkins, and Ping | | Zhang | What's in a Name? An Experimental Examination of Investment Behavior (Atlanta Fed Working papers 2003-12, Sep 2003) | Abstract Full text |
|
| Lucy F. Ackert, Bryan K. Church, and Ping | | Zhang | Asset Prices and Informed Traders' Abilities: Evidence from Experimental Asset Markets (Atlanta Fed Working papers 2002-26, Dec 2002) | Abstract Full text |
|
| Sainan Jin, Yukako Ono, Qinghua | | Zhang | Demand Volatility and the Lag between the Growth of Temporary and Permanent Employment (Chicago Fed Working papers WP-2007-19, Jan 2007) | Abstract Full text |
|
| Yuzhe | | Zhang | Dynamic Contracting, Persistent Shocks and Optimal Taxation (Minneapolis Fed Working Papers WP640, Oct 2005) | Abstract Full text |
|
| Yuzhe | | Zhang | Stochastic Optimal Growth with a Non-Compact State Space (Minneapolis Fed Working Papers WP639, Oct 2005) | Abstract Full text |
|
| Long Chen, Hui Guo, and Lu | | Zhang | Equity Market Volatility and Expected Risk Premium (St Louis Fed Working Papers 2006-007, Jan 2006) | Full text |
|
| Dong He, Wenlang | | Zhang and Jimmy Shek | How Efficient Has Been China's Investment? Empirical Evidence from National and Provincial Data (Hong Kong Monetary Authority Working Papers RM2006-19, 08 Dec 2006) | Full text |
|
| | Zhang Xiaoyan | China's Urban Commercial Banks: Recent Development and Profitability Analysis (Chinese version with English abstract) (Hong Kong Monetary Authority China Economic Issues 200702, 11 Jul 2007) | Full text |
|
| Li-gang Liu, Wenlang | | Zhang, and Jimmy Shek | A Real Activity Index for Mainland China (Hong Kong Monetary Authority Working Papers WP07_07, May 2007) | Abstract Full text |
|
| Benjamin Yibin | | Zhang, Hao Zhou and Haibin Zhu | Explaining credit default swap spreads with equity volatility and jump risks of individual firms (Bank for International Settlements Working papers 181, Sep 2005) | Abstract Full text |
|
| Benjamin Yibin | | Zhang, Hao Zhou, and Haibin Zhu | Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms (Federal Reserve Board FEDS series 2005-63, Dec 2005) | Abstract Full text |
|
| | Zhang, Zhiwei | Corporate Bond Spreads and the Business Cycle (Bank of Canada Working papers 2002-15, Jun 2002) | Abstract Full text |
|
Katharine Bradbury and Bo | | Zhao | Measuring Disparities in Non-School Costs and Revenue Capacity among Massachusetts Cities and Towns (Boston Fed Working papers 06-19, Apr 2006) | Abstract Full text |
|
| Bo | | Zhao and Katharine Bradbury | Designing State Aid Formulas: The Case of a New Formula for Distributing Municipal Aid in Massachusetts (Boston Fed Working papers 08-01, May 2008) | Abstract Full text |
|
| | Zhaoxia Xu | Do Firms Adjust Toward a Target Leverage Level? (Bank of Canada Working papers 2007-50, Oct 2007) | Abstract Full text |
|
Danny Leung and Yi | | Zheng | What Affects MFP in the Long-Run? Evidence from Canadian Industries (Bank of Canada Working papers 2008-04, Feb 2008) | Abstract Full text |
|
| Khor Hoe Ee and Kit Wei | | Zheng | Ten Years from the Financial Crisis: Managing the Challenges Posed by Capital Flows (Monetary Authority of Singapore Staff Papers No. 48, Nov 2007) | Abstract Full text |
|
| Isabel Yi | | Zheng and James Rossiter | Using Monthly Indicators to Predict Quarterly GDP (Bank of Canada Working papers 2006-26, Aug 2006) | Abstract Full text |
|
| Kevin X. D. Huang and | | Zheng Liu | Production interdependence and welfare (European Central Bank Working papers 355, May 2004) | Full text |
|
| Fiorella De Fiore and | | Zheng Liu | Openness and equilibrium determinacy under interest rate rules (European Central Bank Working papers No.173, Sep 2002) | Full text |
|
| Kevin X.D. Huang and | | Zheng Liu | Multiple Stages of Processing and the Quantity Anomaly in International Business Cycle Models (Kansas City Fed Working Papers RWP04-05, Jun 2004) | Abstract Full text |
|
| Kevin X.D. Huang and | | Zheng Liu | Production Interdependence and Welfare (Kansas City Fed Working Papers RWP04-04, Jun 2004) | Abstract Full text |
|
| Kevin X.D. Huang and | | Zheng Liu | Inflation Targeting: What Inflation to Target? (Kansas City Fed Working Papers RWP03-10, Nov 2003) | Abstract Full text |
|
| Hui He and | | Zheng Liu | Investment-Specific Technological Change, Skill Accumulation, and Wage Inequality (Minneapolis Fed Working Papers WP644, Aug 2006) | Abstract Full text |
|
| Kevin X.D. Huang and | | Zheng Liu | Vertical Production and Trade Interdependence and Welfare (Philadelphia Fed Working Papers wp05-15, 2005) | Full text |
|
| Kevin X. D. Huang and | | Zheng Liu | Multiple Stages of Processing and the Quantity Anomaly in International Business Cycle Models (Philadelphia Fed Working Papers wp04-08, Sep 2004) | Full text |
|
| Kevin X. D. Huang and | | Zheng Liu | Inflation Targeting: What Inflation Rate to Target? (Philadelphia Fed Working Papers wp04-06, Aug 2004) | Full text |
|
| | Zheng Liu and Evi Pappa | Gains from international monetary policy coordination: does it pay to be different? (European Central Bank Working papers 514, Aug 2005) | Full text |
|
| Kevin X.D. Huang, | | Zheng Liu, and Louis Phaneuf | Why Does the Cyclical Behavior of Real Wages Change Over Time? (Kansas City Fed Working Papers RWP02-09, Dec 2002) | Abstract Full text |
|
| Kevin X.D. Huang, | | Zheng Liu, and Tao Zha | Learning, Adaptive Expectations, and Technology Shocks (Atlanta Fed Working papers 2008-20, Sep 2008) | Abstract Full text |
|
| | Zheng Liu, Daniel F. Waggoner, and Tao Zha | Asymmetric Expectation Effects of Regime Shifts and the Great Moderation (Atlanta Fed Working papers 2007-23, Oct 2007) | Abstract Full text |
|
| | Zheng Liu, Daniel F. Waggoner, and Tao Zha | Asymmetric Expectation Effects of Regime Shifts and the Great Moderation (Minneapolis Fed Working Papers WP653, Jul 2007) | Abstract Full text |
|
| Kit Wei | | Zheng, Ong Jia Wern, Kevin Kwan Tai You | China's Rise as a Manufacturing Powerhouse: Implications for Asia (Monetary Authority of Singapore Staff Papers No. 42, Dec 2005) | Abstract Full text |
|
Stephen Murchison, Andrew Rennison, and | | Zhenhua Zhu | A Structural Small Open-Economy Model for Canada (Bank of Canada Working papers 2004-4, Feb 2004) | Abstract Full text |
|
| Khan, Hashmat and | | Zhenhua Zhu | Estimates of the Sticky-Information Phillips Curve for the United States, Canada, and the United Kingdom (Bank of Canada Working papers 2002-19, Jul 2002) | Abstract Full text |
|
| Lalonde, René, | | Zhenhua Zhu, and Frédérick Demers | Forecasting and Analyzing World Commodity Prices (Bank of Canada Working papers 2003-24, Aug 2003) | Abstract Full text |
|
Edward J. Green, Jose A. Lopez, and | | Zhenyu Wang | Formulating the Imputed Cost of Equity Capital for Priced Services at Federal Reserve Banks (New York Fed Economic policy review 0309gree, Sep 2003) | Abstract Full text |
|
| James McAndrews, Asani Sarkar, and | | Zhenyu Wang | The Effect of the Term Auction Facilityon the London Inter-Bank Offered Rate (New York Fed Staff reports 335, Jul 2008) | Abstract Full text |
|
| Suresh Sundaresan and | | Zhenyu Wang | Y2K Options and the Liquidity Premium in TreasuryBond Markets (New York Fed Staff reports 266, Nov 2006) | Abstract Full text |
|
| Gur Huberman and | | Zhenyu Wang | Arbitrage Pricing Theory (New York Fed Staff reports 216, Aug 2005) | Abstract Full text |
|
| | Zhenyu Wang and Xiaoyan Zhang | Empirical Evaluation of Asset Pricing Models:Arbitrage and Pricing Errors over Contingent Claims (New York Fed Staff reports 265, Oct 2006) | Abstract Full text |
|
Jing- | | zhi Huang and Hao Zhou | Specification Analysis of Structural Credit Risk Models (Federal Reserve Board FEDS series 2008-55, Nov 2008) | Abstract Full text |
|
Jin-Chuan Duan, Peter Ritchken, and | | Zhiqiang Sun | Jump Starting GARCH: Pricing and Hedging Options with Jumps in Returns and Volatilities (Cleveland Fed Working papers WP06-19, 2006) | Full text |
|
Zhang, | | Zhiwei | Corporate Bond Spreads and the Business Cycle (Bank of Canada Working papers 2002-15, Jun 2002) | Abstract Full text |
|
Allen N Berger – Iftekhar Hasan – Mingming | | Zhou | Bank ownership and efficiency in China: what lies ahead in the world's largest nation? (Bank of Finland Discussion Papers 2007/16, 10 Oct 2007) | Abstract Full text |
|
| Iftekhar Hasan, Paul Wachtel, Mingming | | Zhou | Institutional development, financial deepening and economic growth: Evidence from China (Bank of Finland BOFIT Discussion Papers 2006/12, 10 Nov 2006) | Abstract Full text |
|
| Christian Huurman, Francesco Ravazzolo and Chen | | Zhou | The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts (Central Bank of Norway Working Papers 2008/08, 08 May 2008) | Abstract Full text |
|
| Jing-zhi Huang and Hao | | Zhou | Specification Analysis of Structural Credit Risk Models (Federal Reserve Board FEDS series 2008-55, Nov 2008) | Abstract Full text |
|
| Song Han and Hao | | Zhou | Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data (Federal Reserve Board FEDS series 2008-40, Sep 2008) | Abstract Full text |
|
| Jonathan Wright and Hao | | Zhou | Bond Risk Premia and Realized Jump Volatility (Federal Reserve Board FEDS series 2007-22, May 2007) | Abstract Full text |
|
| Tim Bollerslev and Hao | | Zhou | Expected Stock Returns and Variance Risk Premia (Federal Reserve Board FEDS series 2007-11, Apr 2007) | Abstract Full text |
|
| George Tauchen and Hao | | Zhou | Realized Jumps on Financial Markets and Predicting Credit Spreads (Federal Reserve Board FEDS series 2006-35, Oct 2006) | Abstract Full text |
|
| Tim Bollerslev, Michael Gibson, and Hao | | Zhou | Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities (Federal Reserve Board FEDS series 2004-56, Oct 2004) | Abstract Full text |
|
| Tim Bollerslev and Hao | | Zhou | Volatility Puzzles: A Unified Framework for Gauging Return-Volatility Regressions (Federal Reserve Board FEDS series 2003-40, Aug 2003) | Abstract Full text |
|
| Hao | | Zhou | Itô Conditional Moment Generator and the Estimation of Short Rate Processes (Federal Reserve Board FEDS series 2003-32, Jul 2003) | Abstract Full text |
|
| Ravi Bansal, George Tauchen, and Hao | | Zhou | Regime-Shifts, Risk Premiums in the Term Structure, and the Business Cycle (Federal Reserve Board FEDS series 2003-21, Jun 2003) | Abstract Full text |
|
| Edward Green , Ruilin | | Zhou | Money as a Mechanism in a Bewley Economy (Chicago Fed Working papers WP-2002-15, Apr 2002) | Abstract Full text |
|
| Benjamin Yibin Zhang, Hao | | Zhou and Haibin Zhu | Explaining credit default swap spreads with equity volatility and jump risks of individual firms (Bank for International Settlements Working papers 181, Sep 2005) | Abstract Full text |
|
| Benjamin Yibin Zhang, Hao | | Zhou, and Haibin Zhu | Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms (Federal Reserve Board FEDS series 2005-63, Dec 2005) | Abstract Full text |
|
Stephen Murchison, Andrew Rennison, and Zhenhua | | Zhu | A Structural Small Open-Economy Model for Canada (Bank of Canada Working papers 2004-4, Feb 2004) | Abstract Full text |
|
| Khan, Hashmat and Zhenhua | | Zhu | Estimates of the Sticky-Information Phillips Curve for the United States, Canada, and the United Kingdom (Bank of Canada Working papers 2002-19, Jul 2002) | Abstract Full text |
|
| Nikola Tarashev, Haibin | | Zhu | The pricing of correlated default risk: evidence from the credit derivatives market (Deutsche Bundesbank Banking Supervision Discussion Papers 200809, May 2008) | Full text |
|
| Ingo Fender, Nikola Tarashev and Haibin | | Zhu | Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures (Bank for International Settlements Quarterly Review 0803i, 08 Mar 2008) | Abstract
|
|
| Haibin | | Zhu | The structure of housing finance markets and house prices in Asia (Bank for International Settlements Quarterly Review 0612g, 06 Dec 2006) | Abstract
|
|
| Franck Packer and Haibin | | Zhu | Contractual terms and CDS pricing (Bank for International Settlements Quarterly Review 0503h, Mar 2005) | Abstract Full text |
|
| Kostas Tsatsaronis, Haibin | | Zhu | What drives housing price dynamics: cross-country evidence (Bank for International Settlements Quarterly Review 0403f, Mar 2004) | Abstract Full text |
|
| Haibin | | Zhu | The case of the missing commercial real estate cycle (Bank for International Settlements Quarterly Review 0209g, Sep 2002) | Full text |
|
| Eloisa T Glindro, Tientip Subhanij, Jessica Szeto and Haibin | | Zhu | Determinants of house prices in nine Asia-Pacific economies (Bank for International Settlements Working papers 263, Oct 2008) | Abstract Full text |
|
| Haibin | | Zhu | Capital regu |