No. 54-6, September 2022

Index

• An Application of Shapley Value Cost Allocation to Liquidity Savings Mechanisms
• Bank Sectoral Concentration and Risk: Evidence from a Worldwide Sample of Banks
• Breaking the UIP: A Model‐Equivalence Result
• Does Gross or Net Debt Matter More for Emerging Market Spreads?
• Domestic Debt and Sovereign Defaults
• Economic Slowdown and Housing Dynamics in China: A Tale of Two Investments by Firms
• Eliminating the Tax Shield through Allowance for Corporate Equity: Cross‐Border Credit Supply Effects
• Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan
• Issue Information
• Issue Information
• Mobile Collateral versus Immobile Collateral
• Monetary Policy, Inflation, and Rational Asset Price Bubbles
• The Empirical Relevance of the Shadow Rate and the Zero Lower Bound