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Journal Article
Bank competition in concentrated markets
Working Paper
Structural shifts and the volatility of chaotic markets
Working Paper
Capital requirements and rational discount window borrowing
When banks face capital regulations and stochastic deposit supply, their decisions to borrow at the discount window will be affected by a broader range of variables than previous theoretical and empirical studies have recognized. Moreover, those decisions can respond discontinuously to changes in market parameters and to the form of rationing rule by which the discount window is administered. Risk aversion can complicate these linkages considerably, even causing some banks to prefer a positive discount rate that may exceed the actual level.
Working Paper
A note on antitrust in a stochastic market
Working Paper
Can the end user improve an econometric forecast?
Journal Article
Marking banks to market