Weekend Reading
Eoin Treacy's view Thanks to a subscriber for this list of academic reports contributed in the spirit of Empowerment Through Knowledge.
Bank of Canada: "The Trading Profits of High Frequency Traders"
Fed: "Estimating the Impacts of U.S. LSAPs on Emerging Market Economies' Local Currency Bond Markets"
Fed: "Variance Risk Premiums and the Forward Premium Puzzle"
Fed: "Do Recessions Affect Potential Output?"
Fed: "The U.S. Deficit/Debt Problem: A Longer-Run Perspective"
BIS:“Understanding Global Liquidity”
“Foreign Ownership of U.S. Safe Assets: Good or Bad?”
Fed: “Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel During the European Sovereign Crisis”
IMF: “Wholesale Bank Funding, Capital Requirements and Credit Rationing”
“The Share of Systematic Variation in Bilateral Exchange Rates”
“Why does the Federal Reserve Forecast Inflation Better than Everyone Else?”
Fed: “Why Are Corporations Holding So Much Cash?”
Fed: “How Did the Financial Crisis Alter the Correlations of U.S. Yield Spreads?”
Fed: “Four Stories of Quantitative Easing”
Fed: “Hedge fund dynamic market sensitivity”
Fed: “The High-Frequency Response of Energy Prices to Monetary Policy”
BIS: “Benign neglect of the long-term interest rate”