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Central Bank Research Hub Index - H: hierarch-holdings



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habit - headline | headquar - herfinda | hesitate - hides | hierarch - holdings | hollowin - homeowne | homes - host | hot - hours | house - humaniti | hundred - hypothes

Euro area banking sector integration: using

  hierarchical cluster analysis techniques, by Christoffer Kok Sørensen and Josep Maria Puigvert Gutiérrez (European Central Bank Working papers 627)Full text

  Hierarchical Markov normal mixture models with applications to financial asset returns, by John Geweke and Gianni Amisano (European Central Bank Working papers 831)Full text

Interpreting Euro area inflation at

  high and low frequencies, by Katrin Assenmacher-Wesche and Stefan Gerlach (Bank for International Settlements Working papers 195)Abstract
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Do   High Debt Payments Hinder Household Consumption Smoothing?, by Kathleen W. Johnson and Geng Li (Federal Reserve Board FEDS series 2007-52)Abstract

  High Equity Premia and Crash Fears. Rational Foundations, by Massimo Guidolin (St Louis Fed Working Papers 2005-011)Full text

DSGE Models of   High Exchange-Rate Volatility and Low Pass-Through, by Giancarlo Corsetti; Luca Dedola; Sylvain Leduc (Federal Reserve Board International Financial Discussion Papers 2005-845)Abstract
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Volatility of interest rates in the euro area: evidence from   high frequency data, by Nuno Cassola and Claudio Morana (European Central Bank Working papers No.235)Full text

Identifying the effects of monetary policy shocks on exchange rates using   high frequency data, by Jon Faust (European Central Bank Working papers No.167)Full text

  High Frequency Dynamics of the Exchange Rate in Chile, by Kevin Cowan, David Rappoport , Jorge Selaive (Central Bank of Chile Working Papers 433)Abstract
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Ultra   high frequency volatility estimation with dependent microstructure noise, by Yacine Ait-Sahalia, Per A. Mykland, Lan Zhang (Deutsche Bundesbank Discussion Papers 200530)Full text

Assessing   High House Prices: Bubbles, Fundamentals,and Misperceptions, by Charles Himmelberg, Christopher Mayer, and Todd Sinai (New York Fed Staff reports 218)Abstract
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Welfare Implications of the Transition to   High Household Debt, by Jeffrey R. Campbell, Zvi Hercowitz (Chicago Fed Working papers WP-2006-27)Abstract
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Money and prices in models of bounded rationality in   high inflation economies, by Albert Marcet and Juan Pablo Nicolini (European Central Bank Working papers 469)Full text

Is Moderate-to-   High Inflation Inherently Unstable?, by by Michael T. Kiley (IJCB International Journal of Central Banking 07q2a6)Abstract
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Is Moderate-To-   High Inflation Inherently Unstable?, by Michael T. Kiley (Federal Reserve Board FEDS series 2004-43)Abstract
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Understanding the money - prices relationship under low and   high inflation regimes: Argentina 1970 - 2005., by Emiliano Basco, Laura D’Amato, Lorena Garegnani (Central Bank of Argentina Working Papers 2006/12)Full text

Price Setting during Low and   High Inflation: Evidence from Mexico, by Etienne Gagnon (Federal Reserve Board International Financial Discussion Papers 2007-896)Abstract
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Moving to   High Quality of Life, by Jordan Rappaport (Kansas City Fed Working Papers RWP07-02)Abstract
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Beyond the Classroom: Using Title IX to Measure the Return to   High School Sports, by Stevenson (San Francisco Fed Working Papers 2006-44)Full text

Teachers and Student Achievement in the Chicago Public   High Schools, by Daniel Aaronson , Lisa Barrow , William Sander (Chicago Fed Working papers WP-2002-28)Abstract
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Job-Hopping in Silicon Valley: Some Evidence Concerning the Micro-Foundations of a   High Technology Cluster, by Bruce Fallick, Charles A. Fleischman, and James B. Rebitzer (Federal Reserve Board FEDS series 2005-11)Abstract
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Home Bias and   High Turnover in an Overlapping Generations Model with Learning, by Massimo Guidolin (St Louis Fed Working Papers 2005-012)Full text

Imperfect Information, Self-Selection and the Market for

  Higher Education, by Regev (San Francisco Fed Working Papers 2007-18)Full text

Risky   Higher Education and Subsidies, by Ahmet Akyol, Kartik Athreya (Richmond Fed Working Papers 03-02)Abstract
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The Incentive Effects of   Higher Education Subsidies on Student Effort, by Aysegül Sahin (New York Fed Staff reports 192)Abstract
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Option Prices, Exchange Market Intervention, and the   Higher Moment Expectations Channel: A User's Guide, by Gabriele Galati, Patrick Higgins, Owen F. Humpage, and William Melick (Cleveland Fed Working papers WP06-18)Full text

Optimal Portfolio Allocation Under   Higher Moments, by Eric Jondeau and Michael Rockinger (Bank of France Working Papers Nr 108)Abstract
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  Higher Order Properties of the Symmetricallr Normalized Instrumental Variable Estimator, by Rodrigo Alfaro (Central Bank of Chile Working Papers 500)Abstract
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Relationship lending and competition:   Higher switching cost does not necessarily imply greater relationship benefits, by Timo Vesala (Bank of Finland Discussion Papers 2005/03)Abstract
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Do   Higher Wages Cause Inflation?, by Magnus Jonsson and Stefan Palmqvist (Sveriges Riksbank Working Papers No159)Abstract
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Why do capital intensive companies pay   higher wages?, by Matti Virén (Bank of Finland Discussion Papers 2005/05)Abstract
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The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with   Higher-Order Moments, by Fousseni Chabi-Yo, René Garcia, and Eric Renault (Bank of Canada Working papers 2005-02)Abstract
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Conditioning Information and Variance Bounds on Pricing Kernels with   Higher-Order Moments: Theory and Evidence, by Fousseni Chabi-Yo (Bank of Canada Working papers 2006-38)Abstract
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  Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models, by Swanson, Anderson, Levin (San Francisco Fed Working Papers 2006-01)Full text

no 033- Were Verbal Efforts to Support the Euro Effective? A

  High-Frequency Analysis of ECB Statements, by (DNB) (Netherlands Bank DNB Working Papers 033)Full text

How Frequently Does the Stock Price Jump? - An Analysis of   High-Frequency Data with Microstructure Noises, by Jin-Chuan Duan-András Fülöp (Magyar Nemzeti Bank Working papers 2007/04)Abstract
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Trading Activity and Exchange Rates in   High-Frequency EBS Data, by Alain P. Chaboud, Sergey V. Chernenko, and Jonathan H. Wright (Federal Reserve Board International Financial Discussion Papers 2007-903)Abstract
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The   High-Frequency Effects of U.S. Macroeconomic Data Releases on Prices and Trading Activity in the Global Interdealer Foreign Exchange Market, by Alain P. Chaboud; Sergey V. Chernenko; Edward Howorka; Raj S. Krishnasami Iyer; David Liu; Jonathan H. Wright (Federal Reserve Board International Financial Discussion Papers 2004-823)Abstract
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Detecting Jumps in   High-Frequency Financial Series Using Multipower Variation, by Ysusi Carla (Bank of Mexico Working Papers 2006-10)Full text

The   High-Frequency Impact of News on Long-Term Yields and Forward Rates: Is It Real?, by Meredith J. Beechey and Jonathan H. Wright (Federal Reserve Board FEDS series 2008-39)Abstract
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Electronic Transactions as   High-Frequency Indicators of Economic Activity, by John W. Galbraith and Greg Tkacz (Bank of Canada Working papers 2007-58)Abstract
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The   High-Frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements, by Jon Faust; John H. Rogers; Shing-Yi B. Wang; Jonathan H. Wright (Federal Reserve Board International Financial Discussion Papers 2003-784)Abstract
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Estimating Integrated Volatility Using Absolute   High-Frequency Returns, by Ysusi Carla (Bank of Mexico Working Papers 2006-13)Full text

Taking the Pulse of the Tech Sector:A Coincident Index of   High-Tech Activity, by Bart Hobijn, Kevin J. Stiroh, and Alexis Antoniades (New York Fed Current issues ci09-10)Abstract
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Temporary shocks and unavoidable transitions to a   high-unemployment regime, by Wouter J. Denhaan (European Central Bank Working papers No.239)Full text

The   high-yield segment of the corporate bond market: a diffusion modelling approach for the United States, the United Kingdom and the euro area, by Gabe de Bondt and David Marqués (European Central Bank Working papers 313)Full text

Why A-share market volatility is   high?, by Hui Miao and Wensheng Peng (Hong Kong Monetary Authority China Economic Issues 200704)Full text

Do High Debt Payments

  Hinder Household Consumption Smoothing?, by Kathleen W. Johnson and Geng Li (Federal Reserve Board FEDS series 2007-52)Abstract

Comercio y crecimiento: Una revisión de la

  hipótesis "Aprendizaje por las Exportaciones", by Raymundo Chirinos (Central Reserve Bank of Peru Working Papers 2007-002)Abstract
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Applying the

  Hirose-Kamada filter to Swiss data: Output gap and exchange rate pass-through estimates, by Franziska Bignasca and Enzo Rossi (Swiss National Bank Working Papers 2007-10)Abstract

Did 9/11 Worsen the Job Prospects of

  Hispanic Immigrants?, by Pia M. Orrenius and Madeline Zavodny (Dallas Fed Working Papers wp0508)Full text

Tenure Choice With Location Selection: The Case Of   Hispanic Neighborhoods In Chicago, by Sherrie L.W. Rhine , Maude Toussaint-Comeau (Chicago Fed Working papers WP-2003-05)Abstract
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The Occupational Assimilation of   Hispanics in the U.S.: Evidence from Panel Data, by Maude Toussaint-Comeau (Chicago Fed Working papers WP-2004-15)Abstract
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The

  Historical and Recent Behavior of Goods and Services Inflation, by Richard Peach, Robert Rich, and Alexis Antoniades (New York Fed Economic policy review 0412peac)Abstract
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The U.S. Stock Market and Fundamentals: A   Historical Decomposition, by Dupuis, David and David Tessier (Bank of Canada Working papers 2003-20)Abstract
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Legal-Political Factors and the   Historical Evolution of the Finance-Growth Link, by Michael D. Bordo and Peter L. Rousseau with comments by Thorvaldur Gylfason and by Pierre Siklos (Austrian National Bank Working Papers WP107)Abstract
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Gauging the Uncertainty of the Economic Outlook from   Historical Forecasting Errors, by David Reifschneider and Peter Tulip (Federal Reserve Board FEDS series 2007-60)Abstract

  Historical Monetary Policy Analysis and the Taylor Rule, by Athanasios Orphanides (Federal Reserve Board FEDS series 2003-36)Abstract
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Deflation in a   historical perspective, by Michael Bordo and Andrew Filardo (Bank for International Settlements Working papers 186)Abstract
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International Money and Common Currencies in   Historical Perspective, by Gerald P. Dwyer Jr. and James R. Lothian (Atlanta Fed Working papers 2002-7)Abstract
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A   historical perspective on interest rates in Denmark 1875-2003, by Abildgren, Kim (Danmarks Nationalbank Working papers WP24/2005)Abstract
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  Historical Review of "Umbrella Supervision" by the Board of Governors of the Federal Reserve System, by Mark B Greenlee (Cleveland Fed Working papers 0807)Full text

Commercial Lending Distance and   Historically Underserved Areas, by Robert DeYoung, W. Scott Frame, Dennis Glennon, Daniel P. McMillen, and Peter J. Nigro (Atlanta Fed Working papers 2007-11)Abstract
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Determinants of Spreads on Sovereign Bank Loans: The Role of Credit

  History , by Péter Benczúr - Cosmin Ilut (Magyar Nemzeti Bank Working papers 2006/01)Abstract
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Monetary Policy in Deflation: The Liquidity Trap in   History and Practice, by Athanasios Orphanides (Federal Reserve Board FEDS series 2004-1)Abstract
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Why do financial systems differ?   History matters, by Cyril Monnet and Erwan Quintin (European Central Bank Working papers 442)Full text

  History of finance research and education in Finland: the first thirty years, by Mika Vaihekoski (Bank of Finland Discussion Papers 2008/18)Abstract
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A   History of Last-resort Lending and Other Support for Troubled Financial Institutions in Australia, by Bryan Fitz-Gibbon, Marianne Gizycki (Reserve Bank of Australia Research Discussion Papers RDP2001-07)Abstract
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Eighty Years of   History of the Central Bank of Chile, by Vittorio Corbo, Leonardo Hernández (Central Bank of Chile Working Papers 345)Abstract
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A Brief   History of the 1987 Stock Market Crash, by Mark Carlson (Federal Reserve Board FEDS series 2008-29)Abstract
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A Brief   History of the 1987 Stock Market Crash with a Discussion of the Federal Reserve Response, by Mark Carlson (Federal Reserve Board FEDS series 2007-13)Abstract
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Inflation targeting rules :   history-dependent or forward-looking?, by Kai Leitemo (Central Bank of Norway Working Papers 2002/10)Full text

Collateral, Credit   History, and the Financial Decelerator, by Ronel Elul (Philadelphia Fed Working Papers wp05-23)Full text

Bankruptcy Exemptions, Credit   History, and the Mortgage Market, by Souphala Chomsisengphet and Ronel Elul (Philadelphia Fed Working Papers wp04-14)Full text

Causes of Corruption:   History, Geography, and Government, by Rajeev K. Goel and Michael A. Nelson (Bank of Finland BOFIT Discussion Papers 2008/06)Abstract
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On the Optimal Volume of Labor

  Hoarding , by Yi Wen (St Louis Fed Working Papers 2005-040)Full text

Large   Hoardings of International Reserves: Are They Worth It?, by Pablo García, Claudio Soto (Central Bank of Chile Working Papers 299)Abstract
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Price-setting behaviour in Belgium: what can be learned from an ad

  hoc survey?, by Luc Aucremanne and Martine Druant (National Bank of Belgium Working Papers 065)Abstract
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Price-setting behaviour in Belgium: what can be learned from an ad   hoc survey?, by Luc Aucremanne and Martine Druant (European Central Bank Working papers 448)Full text

Temporal aggregation, systematic sampling, and the

  Hodrick-Prescott filter, by Agustín Maravall and Ana del Río (Bank of Spain Working Papers 0728)Abstract
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Time Aggregation and the   Hodrick-Prescott Filter, by Agustín Maravall and Ana del Río (Bank of Spain Working Papers 0108)Full text

r-filters: a   Hodrick-Prescott Filter Generalization, by Fabio Araujo, Marta Baltar Moreira Areosa and José Alvaro Rodrigues Neto (Central Bank of Brazil Working Papers 069)Abstract
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Combining   Hodrick-Prescott Filtering with a Production Function Approach to Estimate Output Gap, by Marta Areosa (Central Bank of Brazil Working Papers 172)Abstract

A Complete Model-Based Interpretation of the   Hodrick-Prescott Filter: Spuriousness Reconsidered, by Regina Kaiser and Agustín Maravall (Bank of Spain Working Papers 0208)Full text

Should U.S. Investors

  Hold Foreign Stocks?, by Asani Sarkar and Kai Li (New York Fed Current issues ci08-03)Abstract
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Does Benford's law   hold in economic research and forecasting?, by Stefan Günnel, Karl-Heinz Tödter (Deutsche Bundesbank Discussion Papers 200732)Full text

Does the law of one price   hold in international financial markets? Evidence from tick data, by Q. Farooq Akram, Dagfinn Rime and Lucio Sarno (Central Bank of Norway Working Papers 2008/19)Abstract
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Reconsidering the Application of the

  Holder in Due Course Rule to Home Mortgage Notes, by Thomas J Fitzpatrick IV and Mark B Greenlee (Cleveland Fed Working papers 0808)Full text

Public Disclosure, Risk, and Performance at Bank

  Holding Companies, by Beverly Hirtle (New York Fed Staff reports 293)Abstract
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Are Bank   Holding Companies a Source of Strength to Their Banking Subsidiaries?, by Adam B. Ashcraft (New York Fed Staff reports 189)Abstract
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Service Output of Bank   Holding Companies in the 1990s and the Role of Risk, by J. Christina Wang (Boston Fed Working papers 03-06)Abstract
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Risk-Adjusted Performance Measures at Bank   Holding Companies with Section 20 Subsidiaries, by Victoria Geyfman (Philadelphia Fed Working Papers wp05-26)Full text

Is Corporate Governance Different for Bank   Holding Companies?, by Renée Adams and Hamid Mehran (New York Fed Economic policy review 0304adam)Abstract
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Stock Market Reaction to Financial Statement Certification by Bank   Holding Company CEOs, by Beverly Hirtle (New York Fed Staff reports 170)Abstract
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Governing the Financial or Bank   Holding Company: How Legal Infrastructure Can Facilitate Consolidated Risk Management, by Thomas C. Baxter, Jr. (New York Fed Current issues ci09-03)Abstract
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Liquidity and asset pricing: Evidence on the role of investor   holding period, by Randi Næs and Bernt Arne Ødagaard (Central Bank of Norway Working Papers 2007/11)Abstract
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The Mismatch Between Life Insurance

  Holdings and Financial Vulnerabilities: Evidence from the Survey of Consumer Finances, by B. Douglas Bernheim, Katherine Grace Carman, Jagadeesh Gokhale, and Laurence J. Kotlikoff (Cleveland Fed Working papers WP02-01)Full text

Saving and Life Insurance   Holdings at Boston University - A Unique Case Study, by B. Douglas Bernheim, Solange Berstein, Jagadeesh Gokhale, Laurence J. Kotlikoff (Central Bank of Chile Working Papers 161)Abstract
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Distinguishing global dollar reserves from official   holdings in the United States, by Robert McCauley (Bank for International Settlements Quarterly Review 0509e)Abstract
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The geography of asset   holdings: Evidence from Sweden, by Nicolas Coeurdacier and Philippe Martin (Sveriges Riksbank Working Papers No202)Abstract
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Concentration,

  Hold-Up and Information Revelation in Bank Lending: Evidence From Chilean Firms, by Álvaro García , Andrea Repetto , Sergio Rodríguez , Rodrigo Valdés (Central Bank of Chile Working Papers 226)Abstract
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habit - headline | headquar - herfinda | hesitate - hides | hierarch - holdings | hollowin - homeowne | homes - host | hot - hours | house - humaniti | hundred - hypothes

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