Search Results
Documents are displayed in order of relevance.
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The Fed - A Trend and Variance Decomposition of the Rent-Price Ratio in Housing Markets
Markets Sean D. Campbell, Morris A. Davis, Joshua Gallin, and Robert F
URL: https://www.federalreserve.gov/econres/feds/a-trend-and-variance-decomposition-of-the-rent-price-ratio-in-housing-markets.htm
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The Fed - A Tale of Two Option Markets: Pricing Kernels and Volatility Risk
Markets: Pricing Kernels and Volatility Risk Zhaogang Song and Dacheng...market return and volatility conditional on the VIX. We find that the
URL: https://www.federalreserve.gov/econres/feds/a-tale-of-two-option-markets-pricing-kernels-and-volatility-risk.htm
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The Fed - Did Pension Plan Accounting Contribute to a Stock Market Bubble?
Market Bubble? Julia Lynn Coronado and Steven A. Sharpe Abstract: During...market. Due to current accounting guidelines, the robust growth in pension
URL: https://www.federalreserve.gov/econres/feds/did-pension-plan-accounting-contribute-to-a-stock-market-bubble.htm
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The Fed - "Interest Rates as Options": Assessing the Markets' View of the Liquidity Trap
Markets' View of the Liquidity Trap Antulio N. Bomfim Abstract: Nominal...market participants, of such an event taking place. I also examine whether
URL: https://www.federalreserve.gov/econres/feds/quotinterest-rates-as-optionsquot-assessing-the-markets39-view-of-the-liquidity-trap.htm
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The Fed - Risk-based Pricing of Interest Rates in Household Loan Markets
Markets Wendy Edelberg Abstract: Focusing on observable default risk's...markets during the mid-1990s. It tests three resulting predictions. First
URL: https://www.federalreserve.gov/econres/feds/risk-based-pricing-of-interest-rates-in-household-loan-markets.htm
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The Fed - Who Pays For Your Rewards? Redistribution in the Credit Card Market
Market Sumit Agarwal, Andrea Presbitero, André F. Silva, Carlo Wix Abstract...markets. Comparing cards with and without rewards, we find that, regardless
URL: https://www.federalreserve.gov/econres/feds/who-pays-for-your-rewards-redistribution-in-the-credit-card-market.htm
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The Fed - Does Hedging with Derivatives Reduce the Market's Perception of Credit Risk?
Market's Perception of Credit Risk? Sriya Anbil, Alessio Saretto, and ...market penalty for high basis risk positions when overall market conditions
URL: https://www.federalreserve.gov/econres/feds/does-hedging-with-derivatives-reduce-the-market39s-perception-of-credit-risk.htm
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Speech by Vice Chairman Fischer on the U.S. economy and monetary policy - Federal Reserve Board
and, with solid gains in employment and household income and upbeat consumer...global outlook have receded, the Committee judged the risks to the U.S
URL: https://www.federalreserve.gov/newsevents/speech/fischer20161009a.htm
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The Fed - The Self-Employment Option in Rigid Labor Markets: An Empirical Investigation
Markets: An Empirical Investigation Joaquin Garcia-Cabo and Rocio Madera...workers—the prevalent contract out of unemployment. These facts call for
URL: https://www.federalreserve.gov/econres/ifdp/the-self-employment-option-in-rigid-labor-markets-an-empirical-investigation.htm
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The Fed - Patience, Persistence, and Welfare Costs of Incomplete Markets in Open Economies
Markets in Open Economies Jinill Kim, Sunghyun Henry Kim, and Andrew Levin...markets. The welfare cost of incomplete markets is negligible if agents
URL: https://www.federalreserve.gov/econres/ifdp/patience-persistence-and-welfare-costs-of-incomplete-markets-in-open-economies.htm
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