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Journals

"Is Obesity Contagious? Social Networks vs. Environmental Factors in the Obesity Epidemic." Ethan Cohen-Cole and Jason M. Fletcher. Forthcoming in Journal of Health Economics.

"Loss Distribution Estimation, External Data and Model Averaging." Ethan Cohen-Cole and Todd Prono. Forthcoming in Journal of Financial Risk Management.

"Model Uncertainty and the Deterrent Effect of Capital Punishment." Ethan Cohen-Cole, Steven Durlauf, Jeffrey Fagan, Daniel Nagin. Forthcoming in American Law and Economics Review.

“Unpacking Social Interactions.” Ethan Cohen-Cole and Giulio Zanella. Forthcoming in Economic Inquiry.

“Multiple Groups Identification in the Linear-in-Means Model.” Ethan Cohen-Cole. Economics Letters 92(2): 2006.
 
“Housing Quality, Neurotoxins and Human Capital Acquisition.” Ethan Cohen-Cole. Applied Economics Letters 13(12): 2006.

“Capital and Risk: New Evidence on Implications of Large Operational Losses.” Patrick de Fontnouvelle, Virginia DeJesus-Rueff, John Jordan, and Eric Rosengren. Forthcoming in Journal of Money, Credit and Banking.

"Unnatural Selection: Peverse Incentives and the Misallocation of Credit in Japan." Eric Rosengren and Joe Peek. Forthcoming in The American Economic Review. (September 2005).

“How New Entry in Options Markets Affected Market Making and Trading Costs.” Patrick de Fontnouvelle, Raymond P.H. Fishe, and Jeffrey H. Harris. Journal of Investment Management. vol. 3, no. 2 (Second Quarter 2005): 24-40.

“Extracting Probabilistic Information from the Price of Interest Rate Options: Tests of Distributional Assumptions.” Kabir Dutta and David Babbel. Journal of Business. vol. 78, no. 3 (2005): 841-870.

“Identifying the Macroeconomic Effect of Loan Supply Shocks.” Joe Peek, Eric Rosengren and Geoffrey M.B. Tootell. Journal of Money, Credit, and Banking. vol. 35, no. 6, part 1 (December 2003): 931-946.

“Does the Federal Reserve Possess An Exploitable Informational Advantage?” Joe Peek, Eric Rosengren and Geoffrey M.B. Tootell. Journal of Monetary Economics. vol. 50, no. 4 (May 2003): 817-839. 

“The Behavior of Bid-Ask Spreads and Volume in Options Markets During the Listings Competition in 1999.” Patrick de Fontnouvelle, Raymond P.H. Fishe, and Jeffrey H. Harris. Journal of Finance. vol. 58 no. 6 (December 2003): 2437-2464.

“Troubled Banks, Impaired Foreign Direct Investment: The Role of Relative Access to Credit.” Michael Klein, Joe Peek and Eric Rosengren. The American Economic Review. vol. 92, no. 3 (June 2002): 664-682. 

 “Transaction Costs and the Present-Value Puzzle of Farmland Prices.” Patrick de Fontnouvelle and Sergio Lence. Southern Economic Journal. (2002).

“Determinants of the Japan Premium: Actions Speak Louder than Words.” Joe Peek and Eric Rosengren. The Journal of International Economics. vol. 53, no. 2 (April 2001): 283-305. 

 “Information Dynamics in Financial Markets.” Patrick de Fontnouvelle.  Macroeconomic Dynamics. (2001).

“The Market Reaction to the Disclosure of Supervisory Actions: Implications for Bank Transparency.” John Jordan, Joe Peek and Eric Rosengren. Journal of Financial Intermediation. vol. 9 (June 2000): 298-319. 

“Collateral Damage: Effects of the Japanese Bank Crisis on Real Activity in the United States.” Joe Peek and Eric Rosengren. The American Economic Review. vol. 90, no. 1 (March 2000): 30-45. 

 “Expectational Stability in Monetary Economies.” William A. Brock and Patrick de Fontnouvelle. Journal of Economic Dynamics and Control. (2000).

“A Note on the Solution to a Three-Factor Affine Term Structure Model.” Kabir Dutta and Craig Merrill. Journal of Fixed Income. (December 1999).

“Modernizing Financial Regulation: Implications for Bank Supervision.” Eric Rosengren. Journal of Financial Services Research. vol. 16, no. 2-3 (December 1999): 117-123.

“Is Bank Supervision Central to Central Banking?” Joe Peek, Eric Rosengren and Geoffrey M. B. Tootell. The Quarterly Journal of Economics. vol. 114 (May 1999): 629-653.

“The Poor Performance of Foreign Bank Subsidiaries: Were the Problems Acquired or Created?” Joe Peek, Eric Rosengren and Faith Kasirye. Journal of Banking and Finance. vol. 23, no. 2/4 (February 1999): 579-604.

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Books

“U.S. Bank Progress on Measuring Operational Risk.” Patrick de Fontnouvelle and Victoria Garrity. In Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making, Francesco Saita.

“Crisis Resolution and Credit Allocation: The Case of Japan.” Joe Peek and Eric Rosengren. In Systemic Financial Crises: Containment and Resolution, Patrick Honohan and Luc Laeven, eds. Cambridge University Press, New York, NY, forthcoming.

“Implications of Alternative Operational Risk Modeling Techniques.” Patrick de Fontnouvelle, John Jordan and Eric Rosengren, in M. Carey and R. Stulz, eds., The Risks of Financial Institutions, NBER/University of Chicago Press, 2006.

“Comments on 'The Morning After: Restructuring in the Aftermath of an Asset Bubble.'” Eric Rosengren. In Asset Price Bubbles: The Implications for Monetary, Regulatory, and International Policies, William C. Hunter, George G. Kaufman, and Michael Pomerleano, eds. MIT Press, 2003, pp. 529-536.

“Comment on 'Banking in Europe.'” Eric Rosengren. In The Transformation of the European Financial System, Vitor Gaspar, Philipp Hartmann, Olaf Sleijpen, eds., European Central Bank, 2002, pp. 104-116.

“Comments on 'How Good are EU Deposit Insurance Schemes in a Bubble Environment.'” Eric Rosengren. In Asset Price Bubbles: Implications for Monetary and Regulatory Policies, George G. Kaufman, ed., Elsevier Science Ltd., 2001, pp. 195-200.

“Synergies Between Bank Supervision and Monetary Policy: Implications for the Design of Bank Regulatory Structure.” Joe Peek, Eric Rosengren and Geoffrey M.B. Tootell. In Prudential Supervision: What Works and What Doesn't, Frederic S. Mishkin, ed., University of Chicago Press, 2001, pp. 273-299.

“Japanese Banking: Implications for Southeast Asia.” Joe Peek and Eric Rosengren. In Global Financial Crises and Reforms: Cases and Caveats, B.N. Ghosh ed., 2001, pp. 102-126.

“Will Greater Disclosure and Transparency Prevent the Next Banking Crisis?” Eric Rosengren. In The Asian Financial Crisis: Origins, Implications and Solutions, William C. Hunter, George Kaufman, and Thomas Krueger, eds., Kluwer Academic Publishers, 1999.

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