Selected Bibliography for Craig H. Furfine
Adjunct Assistant Professor of Economics
Furfine, Craig. Standing facilities and interbank borrowing : evidence from the Federal Reserve's new discount window; WP ;; 2004-01.; Federal Reserve Bank of Chicago, 2004.
Furfine, Craig H. "Interbank Exposures: Quantifying the Risk of Contagion." Journal of Money, Credit & Banking, 2003, 35(Issue 1), pp. 111.
Furfine, Craig H. "Decimalization and market liquidity." Economic Perspectives, 2003, 27(4), pp. 2.
Furfine, Craig. When is inter-transaction time informative?; WP ;; 2003-04; Federal Reserve Bank of Chicago, 2003.
Furfine, Craig. "Standing Facilities and Interbank Borrowing: Evidence from the Federal Reserve's New Discount Window." International Finance, 2003, 6(3), pp. 329-47.
Amato, Jeffery D. and Furfine, Craig. Are credit ratings procyclical?; BIS working papers ;; no. 129;; Bank for International Settlements Monetary and Economic Dept., 2003.
Furfine, Craig. The costs and benefits of moral suasion : evidence from the rescue of Long-Term Capital Management; Working paper series ;; WP-2002-11; Federal Reserve Bank of Chicago, 2002.
Furfine, Craig. "The Interbank Market during a Crisis." European Economic Review, 2002, 46(4-5), pp. 809-20.
Furfine, Craig. The interbank market during a crisis; BIS working papers,; no. 99;; Basel, Switzerland: Bank for International Settlements, 2001.
Furfine, Craig. The costs and benefits of moral suasion : evidence from the rescue of Long-term Capital Management; BIS working papers,; no. 103;; Bank for International Settlements, 2001.
Furfine, Craig. "Bank Portfolio Allocation: The Impact of Capital Requirements, Regulatory Monitoring, and Economic Conditions." Journal of Financial Services Research, 2001, 20(1), pp. 33-56.
Furfine, Craig. "The Reluctance to Borrow from the Fed." Economics Letters, 2001, 72(2), pp. 209-13.
Furfine, Craig H. "Banks as Monitors of Other Banks: Evidence from the Overnight Federal Funds Market." Journal of Business, 2001, 74(1), pp. 33-57.
Furfine, Craig H. "Interbank payments and the daily federal funds rate." Journal of Monetary Economics, 2000, 46(2), pp. 535.
Furfine, Craig. Evidence on the response of US banks to changes in capital requirements; BIS working papers,; no. 88;; Basel: Bank for International Settlements Monetary and Economic Dept., 2000.
Jackson, Patricia and Furfine, Craig. Capital requirements and bank behaviour : the impact of the Basle Accord; Working papers / Basle Committee on Banking Supervision ;; no. 1.; Basle: Bank for International Settlements, 1999.
Furfine, Craig H. "The Microstructure of the Federal Funds Market." Financial Markets, Institutions & Instruments, 1999, 8(Issue 5), pp. 24.
Furfine, Craig. Interbank exposures : quantifying the risk of contagion; BIS working papers,; no. 70;; Basel: Bank for International Settlements Monetary and Economic Dept., 1999.
Furfine, Craig H. The price of risk at year-end : evidence from interbank lending; BIS working papers,; no. 76;; Basel: Bank for International Settlements Monetary and Economic Dept., 1999.
Furfine, Craig H. The pricing of bank lending and borrowing : evidence from the federal funds market; BIS working papers ;; no. 62;; Basle, Switzerland: Bank for International Settlements Monetary and Economic Dept., 1999.
Furfine, Craig H and Stehm, Jeff. "Analyzing alternative intraday credit policies in real time gross settlement systems." Journal of Money, Credit, and Banking, 1998, 30(4), pp. 832.
Furfine, Craig. Interbank payments and the daily federal funds rate; Finance and economics discussion series ;; 1998-31;; Washington, D.C.: Division of Research & Statistics and Monetary Affairs Federal Reserve Board, 1998.
Furfine, Craig and Stehm, Jeff. Analyzing alternative intraday credit policies in real-time gross settlement systems; Finance and economics discussion series ;; 1997-40;; Washington, D.C.: Division of Research and Statistics Division of Monetary Affairs Federal Reserve Board, 1997.
Furfine, Craig H. "Bank capital requirements : an analysis of portfolio choice, capital structure, monetary and regulatory policy." Ph.D Dissertation, Stanford University, 1995.
Furfine, Craig H. "Interbank Exposures: Quantifying the Risk of Contagion." Journal of Money, Credit & Banking, 2003, 35(Issue 1), pp. 111.
Furfine, Craig H. "Decimalization and market liquidity." Economic Perspectives, 2003, 27(4), pp. 2.
Furfine, Craig. When is inter-transaction time informative?; WP ;; 2003-04; Federal Reserve Bank of Chicago, 2003.
Furfine, Craig. "Standing Facilities and Interbank Borrowing: Evidence from the Federal Reserve's New Discount Window." International Finance, 2003, 6(3), pp. 329-47.
Amato, Jeffery D. and Furfine, Craig. Are credit ratings procyclical?; BIS working papers ;; no. 129;; Bank for International Settlements Monetary and Economic Dept., 2003.
Furfine, Craig. The costs and benefits of moral suasion : evidence from the rescue of Long-Term Capital Management; Working paper series ;; WP-2002-11; Federal Reserve Bank of Chicago, 2002.
Furfine, Craig. "The Interbank Market during a Crisis." European Economic Review, 2002, 46(4-5), pp. 809-20.
Furfine, Craig. The interbank market during a crisis; BIS working papers,; no. 99;; Basel, Switzerland: Bank for International Settlements, 2001.
Furfine, Craig. The costs and benefits of moral suasion : evidence from the rescue of Long-term Capital Management; BIS working papers,; no. 103;; Bank for International Settlements, 2001.
Furfine, Craig. "Bank Portfolio Allocation: The Impact of Capital Requirements, Regulatory Monitoring, and Economic Conditions." Journal of Financial Services Research, 2001, 20(1), pp. 33-56.
Furfine, Craig. "The Reluctance to Borrow from the Fed." Economics Letters, 2001, 72(2), pp. 209-13.
Furfine, Craig H. "Banks as Monitors of Other Banks: Evidence from the Overnight Federal Funds Market." Journal of Business, 2001, 74(1), pp. 33-57.
Furfine, Craig H. "Interbank payments and the daily federal funds rate." Journal of Monetary Economics, 2000, 46(2), pp. 535.
Furfine, Craig. Evidence on the response of US banks to changes in capital requirements; BIS working papers,; no. 88;; Basel: Bank for International Settlements Monetary and Economic Dept., 2000.
Jackson, Patricia and Furfine, Craig. Capital requirements and bank behaviour : the impact of the Basle Accord; Working papers / Basle Committee on Banking Supervision ;; no. 1.; Basle: Bank for International Settlements, 1999.
Furfine, Craig H. "The Microstructure of the Federal Funds Market." Financial Markets, Institutions & Instruments, 1999, 8(Issue 5), pp. 24.
Furfine, Craig. Interbank exposures : quantifying the risk of contagion; BIS working papers,; no. 70;; Basel: Bank for International Settlements Monetary and Economic Dept., 1999.
Furfine, Craig H. The price of risk at year-end : evidence from interbank lending; BIS working papers,; no. 76;; Basel: Bank for International Settlements Monetary and Economic Dept., 1999.
Furfine, Craig H. The pricing of bank lending and borrowing : evidence from the federal funds market; BIS working papers ;; no. 62;; Basle, Switzerland: Bank for International Settlements Monetary and Economic Dept., 1999.
Furfine, Craig H and Stehm, Jeff. "Analyzing alternative intraday credit policies in real time gross settlement systems." Journal of Money, Credit, and Banking, 1998, 30(4), pp. 832.
Furfine, Craig. Interbank payments and the daily federal funds rate; Finance and economics discussion series ;; 1998-31;; Washington, D.C.: Division of Research & Statistics and Monetary Affairs Federal Reserve Board, 1998.
Furfine, Craig and Stehm, Jeff. Analyzing alternative intraday credit policies in real-time gross settlement systems; Finance and economics discussion series ;; 1997-40;; Washington, D.C.: Division of Research and Statistics Division of Monetary Affairs Federal Reserve Board, 1997.
Furfine, Craig H. "Bank capital requirements : an analysis of portfolio choice, capital structure, monetary and regulatory policy." Ph.D Dissertation, Stanford University, 1995.