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Author:Small, David H. 

Conference Paper
Operating procedures and the conduct of monetary policy: conference proceedings
Small, David H.; Goodfriend, Marvin (1993)
Proceedings , Paper 1

Working Paper
Estimating the interest rate sensitivity of liquid retail deposit values
Orphanides, Athanasios; Small, David H.; O'Brien, James M. (1994)
Finance and Economics Discussion Series , Paper 94-15

Journal Article
The empirical properties of a monetary aggregate that adds bond and stock funds to M2
Orphanides, Athanasios; Small, David H.; Reid, Brian (1994-11)
Review , Issue Nov , Pages 31-51

Working Paper
Quantitative monetary easing and risk in financial asset markets
Small, David H.; Kimura, Takeshi (2004)
In this paper, we empirically examine the portfolio-rebalancing effects stemming from the policy of "quantitative monetary easing" recently undertaken by the Bank of Japan when the nominal short-term interest rate was virtually at zero. Portfolio-rebalancing effects resulting from the open market purchase of long-term government bonds under this policy have been statistically significant. Our results also show that the portfolio-rebalancing effects were beneficial in that they reduced risk premiums on assets with counter-cyclical returns, such as government and high-grade corporate bonds. ...
Finance and Economics Discussion Series , Paper 2004-57

Conference Paper
Estimating the interest rate sensitivity of liquid retail deposit values
Orphanides, Athanasios; Small, David H.; O'Brien, James M. (1994)
Proceedings , Paper 42

Conference Paper
Nominal income targeting with the monetary base as instrument: an evaluation of McCallum's rule
Hess, Gregory D.; Small, David H.; Brayton, Flint (1993)
Proceedings , Paper 1, pt. 2

Journal Article
Understanding the behavior of M2 and V2
Porter, Richard D.; Small, David H. (1989-04)
Federal Reserve Bulletin , Issue Apr

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