Search Results

SORT BY: PREVIOUS / NEXT
Author:Hunter, William C. 

Working Paper
Technological change in large U.S. commercial banks

FRB Atlanta Working Paper , Paper 88-6

Working Paper
Rational expectations and the dynamic adjustment of security analysts' forecasts to new information

FRB Atlanta Working Paper , Paper 93-9

Journal Article
Banking reform and the transition to a market economy in Bulgaria: problems and prospects

Economic Review , Issue Jan , Pages 15-22

Working Paper
Core deposits and physical capital: a reexamination of bank scale economies and efficiency with quasi-fixed inputs

FRB Atlanta Working Paper , Paper 93-3

Working Paper
On deregulation, concentration, and innovation in commercial banking

FRB Atlanta Working Paper , Paper 86-8

Working Paper
Financial signal processing: a self calibrating model

Previous work on multifactor term structure models has proposed that the short rate process is a function of some unobserved diffusion process. We consider a model in which the short rate process is a function of a Markov chain which represents the 'state of the world'. This enables us to obtain explicit expressions for the prices of zero-coupon bonds and other securities. Discretizing our model allows the use of signal processing techniques from Hidden Markov Models. This means we can estimate not only the unobserved Markov chain but also the parameters of the model, so the model is ...
Working Paper Series , Paper WP-00-21

Working Paper
Investment opportunity set, product mix, and the relationship between bank CEO compensation and risk-taking

The product mix changes that have occurred in banking organizations during the 1990s provide a natural experiment for investigating how firms adjust their executive compensation contracts as their mix of businesses changes. Deregulation and new technology have eroded banking organizations? comparative advantages and have made it easier for nonbank competitors to enter banking organizations? lending and deposit-taking businesses. In response, banking organizations have shifted their sale mix toward noninterest income by engaging in municipal revenue bond underwriting, commercial paper ...
FRB Atlanta Working Paper , Paper 2004-36

Journal Article
Does multiproduct production in large banks reduce costs?

Economic Review , Issue May , Pages 2-11

Newsletter
Discrimination in mortgage lending

Chicago Fed Letter , Issue Jul

Journal Article
Internal organization and economic performance: the case of large U.S. commercial banks

Economic Perspectives , Volume 19 , Issue Sep , Pages 10-20

FILTER BY year

Created with Highcharts 10.3.31980s1990s2000s

FILTER BY Content Type

FILTER BY Keywords

PREVIOUS / NEXT