Working Paper
How effective were the Federal Reserve emergency liquidity facilities?: evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility
Rosengren, Eric; Suarez, Gustavo A.; Willen, Paul S.; Parkinson, Patrick M.; Duygan-Bump, Burcu (2010)
Following the failure of Lehman Brothers in September 2008, short-term credit markets were severely disrupted. In response, the Federal Reserve implemented new and unconventional facilities to help restore liquidity. Many existing analyses of these interventions are confounded by identification problems because they rely on aggregate data. Two unique micro datasets allow us to exploit both time series and cross-sectional variation to evaluate one of the most unusual of these facilities - the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility (AMLF). The AMLF extended ...
Supervisory Research and Analysis Working Papers , Paper QAU10-3

Working Paper
Estimating the hedging effectiveness of Treasury bill futures: an alternative approach
Parkinson, Patrick M. (1982)
International Finance Discussion Papers , Paper 196

Journal Article
Statement to Congress, May 6, 1999 (hedge funds, leverage and the lessons of Long-Term Capital Management)
Parkinson, Patrick M. (1999-07)
Federal Reserve Bulletin , Issue Jul , Pages 477-479

Journal Article
Statement to Congress, April 11, 2000 (hedge funds and over-the-counter derivatives)
Parkinson, Patrick M. (2000-06)
Federal Reserve Bulletin , Issue Jun

Journal Article
Statement to Congress, July 19, 2000 (H.R. 4541, the Commodity Futures Modernization Act of 2000)
Parkinson, Patrick M. (2000-09)
Federal Reserve Bulletin , Issue Sep

Journal Article
U.S. international transactions in 1981
Parkinson, Patrick M. (1982-04)
Federal Reserve Bulletin , Issue Apr

Journal Article
Statement to Congress, July 12, 2000 (H.R. 4541, the Commodity Futures Modernization Act of 2000)
Parkinson, Patrick M. (2000-09)
Federal Reserve Bulletin , Issue Sep , Pages 644-645

Journal Article
Statement to Congress, December 16, 1998, (LTCM and the oversight of OTC derivatives transactions)
Parkinson, Patrick M. (1999-02)
Federal Reserve Bulletin , Issue Feb , Pages 106-108

Journal Article
Recent developments in the bankers acceptance market
Parkinson, Patrick M.; Jensen, Frederick H. (1986-01)
Federal Reserve Bulletin , Issue Jan , Pages 1-12

Journal Article
Statement to Congress, June 14, 2000 (H.R. 4541, the Commodity Futures Modernization Act of 2000)
Parkinson, Patrick M. (2000-08)
Federal Reserve Bulletin , Issue Aug , Pages 577-579