Search Results
Documents are displayed in order of relevance.
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The Fed - The Effects of Volatility on Liquidity in the Treasury Market
market participants executing trades aggressively using market orders ...market, market depth, volatility, order execution, hidden Markov model
URL: https://www.federalreserve.gov/econres/feds/the-effects-of-volatility-on-liquidity-in-the-treasury-market.htm
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The Fed - Credit-Market Sentiment and the Business Cycle
Credit-Market Sentiment and the Business Cycle David Lopez-Salido, Jeremy...credit-market sentiment in year t-2 is associated with a decline in economic
URL: https://www.federalreserve.gov/econres/feds/credit-market-sentiment-and-the-business-cycle.htm
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The Fed - Stock Market Volatility and the Great Moderation
Market Volatility and the Great Moderation Sean D. Campbell Abstract: ...market volatility is attributable to return shocks, the Great Moderation
URL: https://www.federalreserve.gov/econres/feds/stock-market-volatility-and-the-great-moderation.htm
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The Fed - Information Friction in OTC Interdealer Markets
markets, interdealer markets are an important venue through which dealers...markets, we find that in the interdealer market for U.S. corporate bonds
URL: https://www.federalreserve.gov/econres/feds/information-friction-in-otc-interdealer-markets.htm
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The Fed - Reaching for Duration and Leverage in the Treasury Market
Market Daniel Barth, R. Jay Kahn, Phillip Monin and Oleg Sokolinskiy Abstract...market both through mutual funds long Treasury futures positions and through
URL: https://www.federalreserve.gov/econres/feds/reaching-for-duration-and-leverage-in-the-treasury-market.htm
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The Fed - Fluctuating Confidence and Stock-Market Returns
Stock-Market Returns Alexander David Abstract: The drift of two different...stock-market returns and interest-rates. These are the skewness and kurtosis
URL: https://www.federalreserve.gov/econres/ifdp/fluctuating-confidence-and-stock-market-returns.htm
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The Fed - Housing Market Risks in the United Kingdom
Market Risks in the United Kingdom Robert F. Martin Abstract: House prices
URL: https://www.federalreserve.gov/econres/ifdp/housing-market-risks-in-the-united-kingdom.htm
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The Fed - The Stock Market and Exchange Rate Dynamics
Market and Exchange Rate Dynamics Michael K. Gavin Abstract: This paper...market, rather than the bond market, determines domestic aggregate demand
URL: https://www.federalreserve.gov/econres/ifdp/the-stock-market-and-exchange-rate-dynamics.htm
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The Fed - Institutional Herding in the Corporate Bond Market
Market Fang Cai, Song Han, and Dan Li Abstract: We find substantial herding...market. Herding is generally stronger among illiquid bonds, and buy herding
URL: https://www.federalreserve.gov/econres/ifdp/institutional-herding-in-the-corporate-bond-market.htm
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The Fed - Stability in Financial and Labor Markets: Is There a Tradeoff?
Markets: Is There a Tradeoff? Matthew B. Canzoneri PDF: Full Paper Disclaimer
URL: https://www.federalreserve.gov/econres/ifdp/stability-in-financial-and-labor-markets-is-there-a-tradeoff.htm
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