Details about Antulio Bomfim

Access statistics for papers by Antulio Bomfim.

Last updated 2023-05-04. Update your information in the RePEc Author Service.

Short-id: pbo1128

Working Papers

2022

1. Credit Default Swaps
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
   See also Chapter Credit default swaps, Chapters, Edward Elgar Publishing (2023) (2023)

2019

2. \"Forecasting the Forecasts of Others:\" Expectational Heterogeneity and Aggregate Dynamics
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1996) View citations (2)

2003

3. Counterparty credit risk in interest rate swaps during times of market stress
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
4. Interest rates as options: assessing the markets' view of the liquidity trap
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (9)
5. Monetary policy and the yield curve
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (12)

2001

6. Measuring equilibrium real interest rates: what can we learn from yields on indexed bonds?
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (18)
7. Optimal portfolio allocation in a world without Treasury securities
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
   See also Journal Article Optimal portfolio allocation in a world without Treasury securities, Journal of Asset Management, Palgrave Macmillan (2003) (2003)
8. Understanding credit derivatives and their potential to synthesize riskless assets
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

2000

9. Heterogeneous forecasts and aggregate dynamics
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
   See also Journal Article Heterogeneous forecasts and aggregate dynamics, Journal of Monetary Economics, Elsevier (2001) View citations (11) (2001)
10. Making news: financial market effects of Federal Reserve disclosure practices
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (32)
11. Pre-announcement effects, news, and volatility: monetary policy and the stock market
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (3)

1999

12. Do noisy data exacerbate cyclical volatility?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
13. Measurement error in general equilibrium: the aggregate effects of noisy economic indicators
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
    See also Journal Article Measurement error in general equilibrium: the aggregate effects of noisy economic indicators, Journal of Monetary Economics, Elsevier (2001) View citations (15) (2001)

1998

14. Opportunistic and deliberate disinflation under imperfect credibility
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (9)
    Also in Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco (1997) View citations (2)
    See also Journal Article Opportunistic and Deliberate Disinflation under Imperfect Credibility, Journal of Money, Credit and Banking, Blackwell Publishing (2000) View citations (112) (2000)

1997

15. Bounded rationality and strategic complementarity in a macroeconomic model: policy effects, persistence, and multipliers
    Working Papers, Federal Reserve Bank of Philadelphia View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1996)
    Home Pages, University of Pennsylvania
    See also Journal Article Bonded Rationality and Strategic Complementarity in a Macroeconomic Model: Policy Effects, Persistence and Multipliers, Economic Journal, Royal Economic Society (1997) View citations (10) (1997)
16. Expectations, learning and the costs of disinflation: experiments using the FRB/US model
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (16)

1995

17. The equilibrium Fed funds rate and the indicator properties of term- structure spreads
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
    See also Journal Article The Equilibrium Fed Funds Rate and the Indicator Properties of Term-Structure Spreads, Economic Inquiry, Western Economic Association International (1997) View citations (37) (1997)

1993

18. Forecast-heterogeneity in the business cycle: small deviations from rationality, large dynamic effects
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

1992

19. Near-rationality and strategic complementarity in a macroeconomic model: policy effects, persistence and multipliers
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

1991

20. Macroeconomic management and the division of powers in Brazil: perspectives for the nineties
    Policy Research Working Paper Series, The World Bank View citations (4)

Undated

21. Generalized Adjustment Costs and Macro Dynamics: Specification and System Estimation of a Small-Scale Model of the US Economy
    Computing in Economics and Finance 1997, Society for Computational Economics

Journal Articles

2003

1. Optimal portfolio allocation in a world without Treasury securities
   Journal of Asset Management, 2003, 4, (1), 10-21
   See also Working Paper Optimal portfolio allocation in a world without Treasury securities, Finance and Economics Discussion Series (2001) (2001)
2. Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market
   Journal of Banking & Finance, 2003, 27, (1), 133-151 View citations (205)

2001

3. Heterogeneous forecasts and aggregate dynamics
   Journal of Monetary Economics, 2001, 47, (1), 145-161 View citations (11)
   See also Working Paper Heterogeneous forecasts and aggregate dynamics, Finance and Economics Discussion Series (2000) (2000)
4. Measurement error in general equilibrium: the aggregate effects of noisy economic indicators
   Journal of Monetary Economics, 2001, 48, (3), 585-603 View citations (15)
   See also Working Paper Measurement error in general equilibrium: the aggregate effects of noisy economic indicators, Finance and Economics Discussion Series (1999) (1999)

2000

5. Opportunistic and Deliberate Disinflation under Imperfect Credibility
   Journal of Money, Credit and Banking, 2000, 32, (4), 707-21 View citations (112)
   See also Working Paper Opportunistic and deliberate disinflation under imperfect credibility, Finance and Economics Discussion Series (1998) View citations (9) (1998)

1999

6. Profits and balance sheet developments at U.S. commercial banks in 1998
   Federal Reserve Bulletin, 1999, 85, (Jun), 369-395 View citations (2)

1997

7. Bonded Rationality and Strategic Complementarity in a Macroeconomic Model: Policy Effects, Persistence and Multipliers
   Economic Journal, 1997, 107, (444), 1358-74 View citations (10)
   See also Working Paper Bounded rationality and strategic complementarity in a macroeconomic model: policy effects, persistence, and multipliers, Working Papers (1997) View citations (13) (1997)
8. The Equilibrium Fed Funds Rate and the Indicator Properties of Term-Structure Spreads
   Economic Inquiry, 1997, 35, (4), 830-46 View citations (37)
   See also Working Paper The equilibrium Fed funds rate and the indicator properties of term- structure spreads, Finance and Economics Discussion Series (1995) View citations (2) (1995)

1994

9. Macroeconomic management and the division of powers in Brazil: Perspectives for the 1990s
   World Development, 1994, 22, (4), 535-542 View citations (4)

Books

2015

1. Understanding Credit Derivatives and Related Instruments
   Elsevier Monographs, Elsevier
   Also in Elsevier Monographs, Elsevier (2004)

Chapters

2023

1. Credit default swaps
   Chapter 19 in Research Handbook of Financial Markets, 2023, pp 429-450
   See also Working Paper Credit Default Swaps, Board of Governors of the Federal Reserve System (U.S.) (2022) (2022)