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Alphabetical Listing


Economics Working Papers


1999 

WP99-2 (December)
Factors Influencing a Firm's Adoption of New Reporting Requirements - SFAS 122 and Mortgage Servicers
James H. Gilkeson and Mitchell Stengel
Abstract | Full Paper (74 KB PDF)

WP99-1 (April)
The Separation of Banking and Commerce in the United States: an Examination of Principal Issues
Bernard Shull
Abstract | Full Paper (191 KB PDF)

1998 

WP98-2 (February)
The Securities Activities of the Foreign Subsidiaries of U.S. Banks - Evidence on Risks and Returns
Gary Whalen
Abstract | Full Paper (75 KB PDF)
Related Links: Tables
Table 1 | Table 2 | Table 3 | Table 4 | Table 5 | Table 6 | Table 7 | Table 8 | Table 9

WP98-1 (January)
Regulatory Distress Costs and Risk-Taking at U.S. Commercial Banks
Robert DeYoung, Joseph P. Hughes, and Choon-Geol Moon 
Abstract | Paper is not available on line. Request a copy via e-mail or write to the Communications Division, Mail Stop 2-3, Office of the Comptroller of the Currency, Washington, DC 20219.

1997 

WP97-13 (December)
Mutual Fund Shareholders - Characteristics, Investor Knowledge, and Sources of Information
Gordon J. Alexander, Jonathan D. Jones, and Peter J. Nigro
Abstract | Full Paper (73 KB PDF) | Tables

WP97-12 (July)
Large Retail Time Deposits and U.S. Treasury Securities (1986-95) - Evidence of a Segmenting Market
James H. Gilkeson and Gary E. Porter
Abstract | Full Paper (168 KB PDF)

WP97-11 (June)
Recovering Technologies That Account for Generalized Managerial Preferences - An Application to Banks That Are Not Risk-Neutral
Joseph P. Hughes, William W. Lang, Loretta J. Mester, and Choon-Geol Moon
Abstract | Full Paper (289 KB PDF)

WP97-10 (June)
Solving an Empirical Puzzle in the Capital Asset Pricing Model
John Leusner, Jalal D. Akhavein and P.A.V.B. Swamy
Abstract | Full Paper (126 KB PDF)
Related Links: Tables
Table 1(a) | Tables 1(b) | Table 1 (c) | Table 2 (ab) | Table 2 (c) | Table 3 | Table 4

WP97-9 (May)
The Competitive Implications of Safety Net- Related Subsidies
Gary Whalen
Abstract | Full Paper (371 KB PDF)
Related Links: Tables
Tables 1 - 3 | Tables 4 - 7 | Table 8

WP97-8 (March)
Another Day, Another Collar - An Evaluation of the Effects of NYSE Rule 80A on Trading Costs and Intermarket Arbitrage
James Overdahl, Henry McMillan
Abstract | Full Paper (339 KB PDF)
Related Links: Tables
Table 1 | Table 2 | Table 3 | Table 4 | Table 5

WP97-7 (April)
Out-of-State Entry and the Cost Efficiency of Local Commercial Banks
Robert DeYoung, Iftekhar Hasan, and Bruce Kirchhoff 
Abstract | Full Paper (577 KB PDF)

WP97-6 (March)
Commercial Banking Structure, Regulation, and Performance: An International Comparison
James R. Barth, Daniel E. Nolle, Tara N. Rice
Abstract | Full Paper (346 KB PDF)
Related Links:
References | Tables | Appendix 1 | Appendix 2

WP97-5 (February)
Two Deposit Insurance Funds: In the Public Interest?
Jennifer L. Eccles, John J. Feid
Abstract | Paper is not available on line. Request a copy via e-mail or write to the Communications Division, Mail Stop 2-3, Office of the Comptroller of the Currency, Washington, DC 20219.

WP97-4 (February)
Par Clearance in the Domestic Exchanges - The Impact of National Banknotes
Ronnie J. Phillips, P.A.V.B. Swamy
Abstract | Paper is not available on line. Request a copy via e-mail or write to the Communications Division, Mail Stop 2-3, Office of the Comptroller of the Currency, Washington, DC 20219.

WP97-3 (February)
The Performance of De Novo Commercial Banks
Robert DeYoung, Iftekhar Hasan 
Abstract | Paper is not available on line. Request a copy via e-mail or write to the Communications Division, Mail Stop 2-3, Office of the Comptroller of the Currency, Washington, DC 20219.

WP97-2 (January)
Profit Persistence in Large U.S. Bank Holding Companies - An Empirical Investigation
Karin Roland
Abstract | Paper is not available on line. Request a copy via e-mail or write to the Communications Division, Mail Stop 2-3, Office of the Comptroller of the Currency, Washington, DC 20219.

WP97-1 (January)
Bank Organizational Form and the Risks of Expanded Activities
Gary Whalen
Abstract | Full Paper (320 KB PDF)

1996 

WP96-2 (November)
A Diagnostic Test for the Distribution-Free Efficiency Estimator - An Example Using U.S. Commercial Bank Data
Robert DeYoung
Abstract | Paper is not available on line. Request a copy via e-mail or write to the Communications Division, Mail Stop 2-3, Office of the Comptroller of the Currency, Washington, DC 20219.

WP96-1 (August)
Improving Value-at-Risk Estimates by Combining Kernal Estimation with Historical Simulation
J.S. Butler, Barry Schachter
Abstract | Paper is not available on line. Request a copy via e-mail or write to the Communications Division, Mail Stop 2-3, Office of the Comptroller of the Currency, Washington, DC 20219.

1995 

WP95-5 (December)
Problem Loans and Cost Efficiency in Commercial Banks
Allen N. Berger, Robert DeYoung
Abstract | Full Paper (251 KB PDF)

WP95-4 (September)
Out-of-State Holding Company Affiliation and Small Business Lending
Gary Whalen
Abstract | Paper is not available on line. Request a copy via e-mail or write to the Communications Division, Mail Stop 2-3, Office of the Comptroller of the Currency, Washington, DC 20219.

WP95-3 (May)
Evaluating Statistical Models of Mortgage Lending Discrimination - A Bank-Specific Analysis
Mitchell Stengel, Dennis Glennon
Abstract | Full Paper (275 KB PDF)

WP95-2 (April)
Foreign-Owned Banks in the U.S: Earning Market Share or Buying It?
Robert DeYoung, Daniel E. Nolle
Abstract | Full Paper (248 KB PDF)

WP95-1 (April)
Banking Industry Consolidation: Past Changes and Implications for the Future
Daniel E. Nolle
Abstract | Paper is not available on line. Request a copy via e-mail or write to the Communications Division, Mail Stop 2-3, Office of the Comptroller of the Currency, Washington, DC 20219.

1994 

WP94-8 (December)
Securitization of Small Business Loans
Christopher Beshouri, Peter Nigro
Abstract | Paper is not available on line. Request a copy via e-mail or write to the Communications Division, Mail Stop 2-3, Office of the Comptroller of the Currency, Washington, DC 20219.

WP94-7 (October)
Information and Accuracy in Interest-Rate-Risk Simulation
Mike Carhill 
Abstract | Full Paper (267 KB PDF)

WP94-6 (September)
Risk-Based Capital, Portfolio Risk and Bank Capital - A Simultaneous Equations Approach
Kevin Jacques, Peter Nigro
Abstract | Full Paper (131 KB PDF)

WP94-5 (May)
Are Foreign Banks Out-Competing U.S. Banks in the U.S. Market?
Daniel E. Nolle
Abstract | Paper is not available on line. Request a copy via e-mail or write to the Communications Division, Mail Stop 2-3, Office of the Comptroller of the Currency, Washington, DC 20219.

WP94-4 (May)
Wealth Effects of Intraholding Company Mergers: Evidence from Shareholder Returns
Gary Whalen
Abstract | Paper is not available on line. Request a copy via e-mail or write to the Communications Division, Mail Stop 2-3, Office of the Comptroller of the Currency, Washington, DC 20219.

WP94-3 (April)
Fee-Based Services and Cost Efficiency in Commercial Banks
Robert DeYoung
Abstract | Paper is not available on line. Request a copy via e-mail or write to the Communications Division, Mail Stop 2-3, Office of the Comptroller of the Currency, Washington, DC 20219.

WP94-2 (April)
An Evaluation of the Federal Reserve Bank of Boston's Study of Discrimination in Mortgage Lending
Dennis Glennon, Mitchell Stengel
Abstract | Full Paper (343 KB PDF)

WP94-1 (January)
X-Efficiency and Management Quality in Commercial Banks
Robert DeYoung
Abstract | Full Paper (219 KB PDF)

1993 

WP93-1 (August)
Determinants of Cost Efficiencies in Bank Mergers
Robert DeYoung
Abstract | Full Paper (252 KB PDF)