CFR Seminar
Series Library - 2006
The Seminar Series of the FDIC's Center for Financial Research, Division
of Insurance and Research provides the research community and other
interested parties with the results of research efforts by economists in the
Division. Since much of the research is ongoing, the authors welcome
comments from readers. Seminar Papers should not be reproduced without prior
approval from the author.
All Links on this page reference Portable Document Format (PDF) files.
Adobe Acrobat, a reader available
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request a printed copy of this document.
CFR Seminar Series Libary:
2013
2012
2011
2010
2009
2008
2007
2006
2005
2004
January 10 - Joint Estimation of Default and Recovery Risk: A Simulation Study - PDF 381kb
Jens Henrik Eggert Christensen, Dept. of Finance, Copenhagen Business School, Frederiksberg, Denmark
Paul R. Zimmerman, U.S. Federal Communications Commission--->
January 19 - Estimating Default with Discrete Duration and Structural Models - PDF 375kb
Todd B. Walker, University of Iowa
January 24 - Earnings Disparities: The Role of Internal Promotions and Job Performance - PDF 253kb
Heather Krull, University of North Carolina at Chapel Hill
January 25 - The Cingular/AT&T Wireless Merger, Wireline-Affiliated Wireless Carriers, and Intermodal Competition in Telecommunications - PDF 293kb (PDF Help)
Paul R. Zimmerman
January 27 - Bank Size, Credit and the Sources of Bank Market Risk - PDF 322kb
Ryan Stever, Haas School of Business University of California, Berkeley
February 2 - Identifying Non-Cooperative Behavior Among Spouces: Child Outcomes in Migrant-Sending Households - PDF 380kb
Joyce J. Chen, Harvard University
February 8 - Bank Integration and Financial Constraints: Evidence from U.S. Firms - PDF 459kb
Ricardo Correa, Columbia University
February 17 - Are Acquisitions an Operational Hedge? The Interaction of Financial and Operational Hedging - PDF 376kb
Kristine Hankins, Warrington College of Business, University of Florida
March 9 - Consumers' Use of Debit Cards: Patterns, Preferences and Price Response 216kb
Elizabeth K. Kiser of the Federal Reserve Board of Governors
March 21 - Designing Countercyclical and Risk Based Aggregate Deposit Insurance Premia - PDF 218kb
Dilip B. Madan, Robert H. Smith School of Business and University of Maryland
Haluk Unal, University of Maryland
March 23 - The Effect of Banking Crisis on Bank-Dependent Borrowers - PDF 403kb
Sudheer Chava and Amiyatosh Purnanandam
March 28 - Deriving Credit Portfolio Diversification Properties from Large Asset-backed Security Pools – PDF 500kb
Eric Higgins, Kansas State University
James Higgins, Kansas State University
Joseph Mason, Drexel University, the Wharton School, and the Federal Deposit Insurance Corporation
April 5 - Three Decades of Financial Sector Risk - PDF 358kb
Joel Houston, Bank of America Professor, Warrington College of Business, University of Florida;
Kenneth Stiroh, Assistant Vice President, Federal Reserve Bank of New York
April 13 - Monetary Policy and the House Price Boom Across U.S. States - PDF 355kb
Marco Del Negro, Federal Reserve Bank of Atlanta
Christopher Otrok, University of Virginia, Department of Economics
April 18 - Recovery Risk in Defaultable Debt Models: Empirical Comparisons and Implied Recovery Rates - PDF 257kb
Gurdip Bakshi, Department of Finance, Smith School of Business, University of Maryland, College Park, MD
Dilip Madan, Department of Finance, Smith School of Business, University of Maryland, College Park, MD
Frank Zhang, Morgan Stanley, New York, NY
April 26 - Relationship Banking and the Pricing of Financial Services - PDF 353kb
Charles W. Calomiris, Henry Kaufman Professor of Financial Institutions at Columbia Business School, Professor of International and Public Affairs at Columbia's SIPA, the Arthur Burns Fellow in International Economics at the American Enterprise Institute, and a Research Associate at the National Bureau of Economic Research
Thanavut Pornrojnangkool, Ph.D. candidate at Columbia Business School.
May 2 - Lease Financing, Credit Risk and Optimal Capital Structure - PDF 969
Yildiray Yildirim, Syracuse University
May 9 - Bank Failures, Banking Regulation,
and Long-term Growth: Evidence from US States at the Turn of the 20th Century – PDF 9
kb
Carlos Ramirez
May 23 - Economic Capital for Pooled
Market, Credit and Instrument-Specific Risks - PDF 153kb
Paul Kupiec, FDIC
June 1 - Bank Deposit Pricing and Financial Distress: The Effects of Deposit Insurance and Depositor Segmentation - PDF 171kb
Ajay Palvia, Cornell University
June 6 - Banking Fragility and Disclosure: International Evidence - PDF 296kb
Solomon Tadesse , University of South Carolina
June 8 - Are the Source of Strength Doctrine
and Cross-Guarantee Provision Still Effective? - PDF 11kb
Ken Jones and Chris Bradley, FDIC
June 13 - Paying to Make a Difference: Executive
Compensation and Product Dynamics - PDF 518kb
Antonio Falato, University of Maryland
June 29 - A New Keynesian Phillips Curve for
Japan - PDF 134kb
Dolores Anne Sanchez, FDIC
July 18 - The Policy Debate Surrounding the Credit Rating Industry - PDF 11kb
Paul Kupiec, FDIC
August 1 - Major Investments, Firm Financing Decisions, and Long-run Performance – PDF 589kb
Mark J. Flannery, Department of Finance, University of Florida
Ralf Elsas, Institute for Finance and Banking, LMU München,
Jon A. Garfinkel, Department of Finance, University of Iowa
August 8 - Bank Imputed Interest Rates: Unbiased Estimates of Offered Rates? – PDF 426kb
Evren Ors, HEC School of Management, Jouy-en-Josas, France
September 27 - Relationship Banking and the Pricing of Financial Services - PDF 337kb
Charles W. Calomiris, Henry Kaufman Professor of Financial Institutions at Columbia Business School, Professor of International and Public Affairs at Columbia’s SIPA, the Arthur Burns Fellow in International Economics at the American Enterprise Institute, and a Research Associate at the National Bureau of Economic Research, New York, NY
Thanavut Pornrojnangkool, Columbia Business School, New York, NY
October 3 - How Much of a Haircut? Options-Based Structural Modeling of Defaulted Bond Recovery Rates - PDF
270kb
Robert R. Cangemi, Jr., Citigroup
Joseph R. Mason, LeBow College of Business, Wharton Financial Institutions Center, and Federal Deposit Insurance Corporation
Michael S. Pagano, Villanova University
December 11 - Operational Risk - PDF 257kb
Robert A. Jarrow, Johnson Graduate School of Management, Cornell University, Ithaca, New York
