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The yield curve and recessions: how the difference between long- and short-term interest rates anticipates recessions in the United States and other industrial economies
In the late 1980s, economists became aware of a remarkable phenomenon: every U.S. recession since 1950 has been preceded by a sharp drop in the...
International Economy, The, 06/22/05 by Arturo Estrella · More from publication -
Securitization and the efficacy of monetary policy. (Session 3: Financial Markets and Institutions).
I. INTRODUCTION While there is no single prevailing view of the monetary policy transmission mechanism, the credit markets are important in...
Federal Reserve Bank of New York Economic Policy Review, 05/01/02 by Estrella, Arturo · More from publication -
Securitization and the efficacy of monetary policy
I. INTRODUCTION While there is no single prevailing view of the monetary policy transmission mechanism, the credit markets are important in...
Economic Policy Review - Federal Reserve Bank of New York, 05/01/02 by Estrella, Arturo · More from publication -
Capital ratios as predictors of bank failure
The current regulatory framework for determining bank capital adequacy is under review by the Basel Committee on Banking Supervision. An...
Economic Policy Review - Federal Reserve Bank of New York, 07/01/00 by Estrella, Arturo; Park, Sangkyun; Peristiani, Stavros · More from publication -
Formulas or supervision? Remarks on the future of regulatory capital.
The structure of regulatory capital emphasizes formulas and supervision. US bank capital regulatory policy has shifted from mechanical formulas to...
Federal Reserve Bank of New York Economic Policy Review, 10/01/98 by Estrella, Arturo · More from publication -
Formulas or supervision? Remarks on the future of regulatory capital
INTRODUCTION How much capital should a bank have? There was a time, not too long ago, when the answer to this question seemed simple, at least to...
Economic Policy Review - Federal Reserve Bank of New York, 10/01/98 by Estrella, Arturo · More from publication -
A prologomenon to future capital requirements.
Minimum and optimum capital are utilized as measurements to define and evaluate a financial institution's actual capital figures. Minimum capital...
Federal Reserve Bank of New York Economic Policy Review, 07/01/95 by Estrella, Arturo · More from publication -
The price risk of options positions: measurement and capital requirements - includes appendix describing value-at-risk rules
The rapid growth of option products necessitates better methods for measuring the risks inherent in such products. Different approaches are...
Federal Reserve Bank of New York - Quarterly Review, 06/22/94 by Arturo Estrella · More from publication
