Search Results - "Haubrich, Joseph G"

Impact of risk oversight functions on bank risk: Evidence from the Dodd-Frank Act by Balasubramanyan, Lakshmi, Daniel, Naveen D., Haubrich, Joseph G, Naveen, Lalitha

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DEEP RECESSIONS, FAST RECOVERIES, AND FINANCIAL CRISES: EVIDENCE FROM THE AMERICAN RECORD by Bordo, Michael D., Haubrich, Joseph G.

“…Do steep recoveries follow deep recessions? Does it matter if a credit crunch or banking panic accompanies the recession? We look at the American historical…”
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Low interest rates and the predictive content of the yield curve by Bordo, Michael D., Haubrich, Joseph G.

“…Does the yield curve’s ability to predict future output and recessions differ when interest rates and inflation are low, as was recently the case? We explore…”
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How Cyclical Is Bank Capital? by Haubrich, Joseph G.

“…Using annual data since 1834 and quarterly data since 1959, I find a negative correlation between aggregate output and the bank capital ratio, though the…”
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Does the Yield Curve Predict Output? by Haubrich, Joseph G

“…Does the yield curve have the ability to predict output and recessions? At some times and in certain places, of course! But when and where, which aspects of…”
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Credit crises, money and contractions: An historical view by Bordo, Michael D., Haubrich, Joseph G.

“…The relatively infrequent nature of major credit distress events makes an historical approach particularly useful. Using a combination of historical narrative…”
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Gross Loan Flows by CRAIG, BEN R., HAUBRICH, JOSEPH G.

“…Changes in net lending hide the much larger and more variable gross lending flows. We present a series of stylized facts about gross loan flows and how they…”
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Measurement challenges in macroprudential policy implementation: A conference by Flood, Mark D., Haubrich, Joseph G.

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Bank Concentration and Competition: An Evolution in the Making by Berger, Allen N., Demirgüç-Kunt, Asli, Levine, Ross, Haubrich, Joseph G.

“…The consolidation of banks around the world in recent years is intensifying public policy debates on the influences of concentration and competition on the…”
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The Yield Curve as a Predictor of Growth: Long-Run Evidence, 1875-1997 by Bordo, Michael D., Haubrich, Joseph G.

“…This paper brings historical evidence to bear on the stylized fact that the yield curve predicts future growth. The spread between corporate bonds and…”
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Forecasting with the yield curve; level, slope, and output 1875–1997 by Bordo, Michael D., Haubrich, Joseph G.

“…Over the period 1875 to 1997, using the yield curve helps forecast real growth. Using both the level and slope of the curve improves forecasts more than using…”
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Risk Aversion, Performance Pay, and the Principal-Agent Problem by Haubrich, Joseph G.

“…This paper calculates numerical solutions to the principal-agent problem and compares the results to the stylized facts of CEO compensation. The numerical…”
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Umbrella supervision and the role of the central bank by Haubrich, Joseph G, Thomson, James B

“…Deregulation and financial consolidation have led to the development of financial holding companies — allowing commercial banking, insurance, investment…”
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Banking and commerce: A liquidity approach by Haubrich, Joseph G., Santos, João A.C.

“…This paper looks at the advantages and disadvantages of mixing banking and commerce, using the “liquidity” approach to financial intermediation. Bringing a…”
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Some international evidence on the causal impact of the yield curve by Bordo, Michael D., Haubrich, Joseph G.

“…We use a new technique developed by Shi, Phillips, and Hurn to examine the causal impact of the yield curve on industrial production in the UK, Germany and…”
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Alternative Forms of Mixing Banking with Commerce: Evidence from American History by Haubrich, Joseph G., Santos, João A. C.

“…Much of the discussion about banking and commerce in America has failed to make several crucial distinctions and has not accounted for many arrangements that…”
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Optimal Financial Structure in Exchange Economies by Haubrich, Joseph G.

“…A study is undertaken to work toward a positive theory of financial structure, using results and techniques from the modern theory of economic mechanisms…”
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Getting the Most Out of a Mandatory Subordinated Debt Requirement by Thomson, James B, Ritchken, Peter, Fan, Rong, Haubrich, Joseph

“…Recent advances in asset pricing - the reduced-form approach to pricing risky debt and derivatives - are used to quantitatively evaluate several proposals for…”
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Committing and reneging: A dynamic model of policy regimes by Haubrich, Joseph G, Ritter, Joseph A

“…Actual policy decisions are made in real time and are not irrevocable, but most policy modeling has largely neglected these mundane factors. In an environment…”
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Dynamic Commitment and Incomplete Policy Rules by Haubrich, Joseph G., Ritter, Joseph A.

“…Considering the dynamics of commitment highlights some neglected features of time inconsistency problems. We modify the standard rules-versus-discretion…”
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