Working Paper Series, Federal Reserve Bank of Atlanta

ISSN: n.a.

Collection's Items (Sorted by Title in Descending order): 641 to 660 of 694
Year of PublicationTitleAuthor(s)
1997Jump risk, time-varying risk premia, and technical trading profitsFeng, Chenyang; Smith, Stephen D.
1997A transitional analysis of the welfare cost of inflationBurdick, Clark A.
1997Interest rate swaps and economic exposureGoswami, Gautam; Shrikhande, Milind
1997Normalization, probability distribution, and impulse responsesWaggoner, Daniel F.; Zha, Tao
1997The cost of doing business abroad and international capital market equilibriumShrikhande, Milind
1997Callable U.S. Treasury bonds: optimal calls, anomalies, and implied volatilitiesBliss, Robert R.; Ronn, Ehud I.
1997A closed-form GARCH option pricing modelHeston, Steven L.; Nandi, Saikat
1997A general equilibrium analysis of check floatMcAndrews, James; Roberds, William
1997Derivatives and corporate risk management: participation and volume decisions in the insurance industryCummins, J. David; Phillips, Richard D.; Smith, Stephen D.
1997Financial aggregates as conditioning information for Australian output and inflationTallman, Ellis W.; Chandra, Naveen
1997Spline methods for extracting interest rate curves from coupon bond pricesWaggoner, Daniel F.
1997Trends in velocity and policy expectationsGordon, David B.; Leeper, Eric M.; Zha, Tao
1996Credible monetary policy with long-lived agents: recursive approachesChang, Roberto
1996Are there optimal multiple reserve requirements?Espinosa, Marco; Russell, Steven
1996The impact of a dealer's failure on OTC derivatives market liquidity during volatile periodsWall, Larry D.; Tallman, Ellis W.; Abken, Peter A.
1996Nonaddictive habit formation and the equity premium puzzleShrikhande, Milind M.
1996Testing term structure estimation methodsBliss, Robert R.
1996Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smileRoberds, William; Whiteman, Charles H.
1996Suspension of payments, bank failures, and the nonbank public's lossesGerald P. Dwyer, Jr.; Hasan, Iftekhar
1996Payment system settlement and bank incentivesKahn, Charles M.; Roberds, William
Collection's Items (Sorted by Title in Descending order): 641 to 660 of 694
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