Risk and Policy Analysis

The Intersection of U.S. Money Market Mutual Fund Reforms, Bank Liquidity Requirements, and the Federal Home Loan Bank System The Intersection of U.S. Money Market Mutual Fund Reforms, Bank Liquidity Requirements, and the Federal Home Loan Bank System
Choosing Stress Scenarios for Systemic Risk Through Dimension Reduction Choosing Stress Scenarios for Systemic Risk Through Dimension Reduction
Simultaneous Spatial Panel Data Models with Common Shocks Simultaneous Spatial Panel Data Models with Common Shocks
International Financial Spillovers to Emerging Market Economies: How Important Are Economic Fundamentals? International Financial Spillovers to Emerging Market Economies: How Important Are Economic Fundamentals?
Estimating Loss Given Default from CDS under Weak Identification Estimating Loss Given Default from CDS under Weak Identification
Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel during the European Sovereign Crisis Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel during the European Sovereign Crisis