Board of Governors of the Federal Reserve System

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• The Fed - Temporal Risk Aversion and Asset Prices

  Prices Skander J. Van den Heuvel Abstract: Agents with standard, time-separable...prices. The innovation is to work with expected utility preferences that

  URL: https://www.federalreserve.gov/econres/feds/temporal-risk-aversion-and-asset-prices.htm
  



• The Fed - Learning, Rare Disasters, and Asset Prices

  Prices Yang K. Lu and Michael Siemer Abstract: In this paper, we examine...pricing in an endowment economy. We extend the literature on rare disasters

  URL: https://www.federalreserve.gov/econres/feds/learning-rare-disasters-and-asset-prices.htm
  



• The Fed - Volatility, Labor Heterogeneity and Asset Prices

  Prices Marcelo Ochoa Abstract: This paper shows that a firm's reliance

  URL: https://www.federalreserve.gov/econres/feds/volatility-labor-heterogeneity-and-asset-prices.htm
  



• The Fed - A Robust Capital Asset Pricing Model

  Pricing Model Doriana Ruffino Abstract: We build a market equilibrium ...prices under Knightian uncertainty. Adopting the mean-variance decisionmaking

  URL: https://www.federalreserve.gov/econres/feds/a-robust-capital-asset-pricing-model.htm
  



• The Fed - The Impact of Monetary Policy on Asset Prices

  Prices Roberto Rigobon and Brian Sack Abstract: Estimating the response...prices to changes in monetary policy is complicated by the endogeneity

  URL: https://www.federalreserve.gov/econres/feds/the-impact-of-monetary-policy-on-asset-prices.htm
  



• The Fed - Rare Disaster Probability and Options-Pricing

  Options-Pricing Robert J. Barro and Gordon Y. Liao Abstract: We derive...options-pricing formula applies to far-out-of-the money put options on

  URL: https://www.federalreserve.gov/econres/feds/rare-disaster-probability-and-options-pricing.htm
  



• The Fed - Staggered Price Setting and Real Rigidities

  price rigidity under staggered price setting lower the elasticity of marginal...price flexibility. Using this insight, staggered price setting is shown

  URL: https://www.federalreserve.gov/econres/feds/staggered-price-setting-and-real-rigidities.htm
  



• The Fed - Nonlinearities in the Oil Price-Output Relationship

  Price-Output Relationship Lutz Kilian and Robert J. Vigfusson Abstract...prices, energy prices, net increase, shocks, propagation, transmission

  URL: https://www.federalreserve.gov/econres/ifdp/nonlinearities-in-the-oil-price-output-relationship.htm
  



• The Fed - The International Transmission of Oil Price Effects

  Price Effects Jamie Marquez PDF: Full Paper Disclaimer: The economic research

  URL: https://www.federalreserve.gov/econres/ifdp/the-international-transmission-of-oil-price-effects.htm
  



• The Fed - Profitable Speculation, Price Stability, and Welfare

  Price Stability, and Welfare Stephen W. Salant PDF: Full Paper Disclaimer

  URL: https://www.federalreserve.gov/econres/ifdp/profitable-speculation-price-stability-and-welfare.htm
  

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