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Bank:Federal Reserve Bank of Chicago  Series:Working Paper Series, Issues in Financial Regulation 

Working Paper
Bank capital standards for market risk: a welfare analysis

We develop a model of commodity money and use it to analyze the following two questions motivated by issues in monetary history: What are the conditions under which Gresham's Law holds? And, what are the mechanics of a debasement (lowering the metallic content of coins)? The model contains light and heavy coins, imperfect information, and prices determined via bilateral bargaining. There are equilibria with neither, both, or only one type of coin in circulation. When both circulate, coins may trade by weight or by tale. We discuss the extent to which Gresham's Law holds in the various cases. ...
Working Paper Series, Issues in Financial Regulation , Paper WP-97-09

Working Paper
Opportunity cost and prudentiality: a representative-agent model of futures clearinghouse behavior

Working Paper Series, Issues in Financial Regulation , Paper 93-18

Working Paper
Trading activity, program trading, and the volatility of stock returns

Working Paper Series, Issues in Financial Regulation , Paper 92-16

Working Paper
Are some banks too large to fail? Myth and reality

Working Paper Series, Issues in Financial Regulation , Paper 89-14

Working Paper
Noisy trade disclosure and liquidity

Working Paper Series, Issues in Financial Regulation , Paper 95-18

Working Paper
The role of the financial services industry in the local economy

Working Paper Series, Issues in Financial Regulation , Paper WP-97-21

Working Paper
Is the banking and payments system fragile?

Working Paper Series, Issues in Financial Regulation , Paper 94-28

Working Paper
Bank failures, systemic risk, and bank regulation

Working Paper Series, Issues in Financial Regulation , Paper WP-96-1

Working Paper
Capital adequacy and the growth of U.S. banks

Working Paper Series, Issues in Financial Regulation , Paper 92-11

Working Paper
\"Peso problem\" explanations for term structure anomalies

We examine the empirical evidence on the expectation hypothesis of the term structure of interest rates in the United States, the United Kingdom, and Germany using the Campbell-Shiller (1991) regressions and a vector-autoregressive methodology. We argue that anomalies in the U.S. term structure, documented by Campbell and Shiller (1991), may be due to a generalized peso problem in which a high-interest rate regime occurred less frequently in the sample of U.S. data than was rationally anticipated. We formalize this idea as a regime-switching model of short-term interest rates estimated with ...
Working Paper Series, Issues in Financial Regulation , Paper WP-97-07

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