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QAU Research - Other Material

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Model Uncertainty and the Deterrent Effect of Capital Punishment” with Steven Durlauf, Jeffrey Fagan, and Daniel Nagin. Revision invited to American Law and Economic Review. FRB Boston QAU Series, paper no. QAU07-3 (2007); Wisconsin SSRI WP 2007-03; Columbia Public Law Research Paper 07-138.

Nonlinearities in Growth: From Evidence to Policy; Foreign Aid and Macroeconomic Policy,” with Steven Durlauf and Giacomo Rondina. Revision invited to Journal of Economic Growth.  Also Wisconsin SSRI WP 2005-09. pdf offsite

Measuring Reputational Risk: The Market Reaction to Operational Loss Announcements.” Jason Perry and Patrick de Fontnouvelle. pdf

“The Potential Impact of Explicit Basel II Operational Risk Capital Charges on the Competitive Environment of Processing Banks in the United States.” Patrick de Fontnouvelle, Victoria Garrity, Scott Chu, and Eric Rosengren, 2005. pdf offsite

“Commentary on 'Disclosure, Volatility, and Transparency: An Empirical Investigation into the Value of Bank Disclosure.'” Eric Rosengren. Economic Policy Review. vol. 10, no. 2 (September 2004): 49-51. pdf

 “Capital and Risk: New Evidence on Implications of Large Operational Losses.” Patrick de Fontnouvelle Virginia DeJesus-Rueff, John Jordan, and Eric Rosengren. FRB Boston Working Paper Series, paper no. 03-5 (2003).

“Quantification of Operational Risk,” Matthew Brown, John Jordan and Eric Rosengren,. In Financial Market Behavior and Appropriate Regulation over the Business Cycle. Proceedings of the 38th Annual Conference on Bank Structure and Competition, Federal Reserve Bank of Chicago, 2002, pp. 239-248.

“On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates.” Kabir Dutta and David Babbel. Financial Institutions Center, The Wharton School, University of Pennsylvania, paper no. 02-25 (2002).

“Factors Affecting the Japan Premium.” Joe Peek and Eric Rosengren. In Global Financial Crises: Implications for Banking and Regulation. Proceedings of the 35th Annual Conference on Bank Structure and Competition, Federal Reserve Bank of Chicago, 1999, pp. 489-495.

“International Implications of Disclosing Supervisory Information.” John S. Jordan, Eric Rosengren and Joe Peek. In Global Financial Crises: Implications for Banking and Regulation. Proceedings of 35th Annual Conference on Bank Structure and Competition, Federal Reserve Bank of Chicago, 1999, pp. 72-78.

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