Ricardo T. Fernholz

·       Ricardo T. Fernholz

·       CURRICULUM VITAE

·       RESEARCH

·       Commentaries

·       TEACHING

Research

 

PUBLICATIONS

Nonparametric Methods and Local-Time-Based Estimation for Dynamic Power Law Distributions [
PDF]

Journal of Applied Econometrics, November/December 2017, 32(7), p. 1244-1260
Presentation Slides 


Bank Asset Concentration Not Necessarily a Cause for Worry (with
Christoffer Koch) [PDF]

Federal Reserve Bank of Dallas Economic Letter, June 2017, 12(7), p. 1-4


Pulling up the Tarnished Anchor: The End of Silver as a Unit of Account [
PDF] (with Kris Mitchener and Marc Weidenmier)

Journal of International Money and Finance, June 2017, 74, p. 209-228
VoxEu Column


Big Banks, Idiosyncratic Volatility, and Systemic Risk (with
Christoffer Koch) [PDF]

American Economic Review: Papers & Proceedings, May 2017, 107(5), p. 603-607


The Distributional Effects of Progressive Capital Taxes [
PDF]

Journal of Economic Policy Reform, 2017, 15(2), p. 99-112
Related Working Paper (Presentation Slides for working paper) (Econbrowser Summary for working paper)



A Model of Economic Mobility and the Distribution of Wealth [
PDF]

Journal of Macroeconomics, December 2016, 50, p. 168-192
Presentation Slides


Exchange Rate Manipulation and Constructive Ambiguity [
PDF]

International Economic Review, November 2015, 56(4), p. 1323-1348
Presentation Slides
Supplemental Materials


Instability and Concentration in the Distribution of Wealth [
PDF] (with Robert Fernholz)

Journal of Economic Dynamics and Control, July 2014, 44, p. 251-269
Presentation Slides
VoxEu Column
Baseline Scenario Discussion


Terrorism and the Invisible Hook [
PDF] (with S. Brock Blomberg and John-Clark Levin)

Southern Economic Journal, April 2013, 79(4), p. 849-863

 

 

WORKING PAPERS

Why are Big Banks Getting Bigger? [
PDF] (with Christoffer Koch)

Federal Reserve Bank of Dallas Working Paper 1604, February 2016
Presentation Slides 


The Rank Effect for Commodities [
PDF] (with Christoffer Koch)

Federal Reserve Bank of Dallas Working Paper 1607, August 2016
Presentation Slides 


The Universality of Zipf’s Law for Random Growth Processes [
PDF] (with Robert Fernholz)
Related Working Paper

 

 

 

Updated January 2018