Search Results
Documents are displayed in order of relevance.
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The Fed - Temporal Risk Aversion and Asset Prices
risk aversion. This paper examines the implications of temporal risk aversion...risk aversion, (iii) separate risk aversion from the intertemporal elasticity
URL: https://www.federalreserve.gov/econres/feds/temporal-risk-aversion-and-asset-prices.htm
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Financial Regulation: Past and Future - Federal Reserve Board
risk management in many financial firms and serious deficiencies in government...risk-management systems. Supervisors counted on capital and risk management
URL: https://www.federalreserve.gov/newsevents/speech/tarullo20091109a.htm
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FRB: FEDS Notes: Introducing Section 529 Plans into the U.S. Financial Accounts and Enhanced Financial Accounts
Financial Accounts and Enhanced Financial Accounts Madeline McCullers ...risk and investment strategies, e.g., money market funds, equity funds
URL: https://www.federalreserve.gov/econresdata/notes/feds-notes/2015/introducing-section-529-plans-into-the-us-financial-accounts-and-enhanced-financial-accounts-20151218.html
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The Fed - Optimal Capital Taxation with Idiosyncratic Investment Risk
Risk Vasia Panousi and Catarina Reis Abstract: We examine the optimal ...risk. Furthermore, when the amount of idiosyncratic risk in the economy
URL: https://www.federalreserve.gov/econres/feds/optimal-capital-taxation-with-idiosyncratic-investment-risk.htm
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The Fed - The Properties of Income Risk in Privately Held Businesses
Risk in Privately Held Businesses Jason DeBacker, Bradley Heim, Vasia ...risk from privately held businesses in the US. Using a new, large, and
URL: https://www.federalreserve.gov/econres/feds/the-properties-of-income-risk-in-privately-held-businesses.htm
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The Fed - Bond Risk Premia and Realized Jump Volatility
Risk Premia and Realized Jump Volatility Jonathan Wright and Hao Zhou ...risk to a regression of excess bond returns on the term structure of forward
URL: https://www.federalreserve.gov/econres/feds/bond-risk-premia-and-realized-jump-volatility.htm
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The Fed - Expected Stock Returns and Variance Risk Premia
risk and risk-aversion both play an important role in determining stock...Risk Premium, Variance Risk Premium, Time-Varying Risk Aversion PDF: Full
URL: https://www.federalreserve.gov/econres/feds/expected-stock-returns-and-variance-risk-premia.htm
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The Fed - Derivatives Pricing under Bilateral Counterparty Risk
Risk Peter Carr and Samim Ghamami Abstract: We consider risk-neutral valuation...Risk, Credit Value Adjustment, Reduced-Form Modeling, Wrong Way Risk DOI
URL: https://www.federalreserve.gov/econres/feds/derivatives-pricing-under-bilateral-counterparty-risk.htm
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The Fed - Credit Line Use and Availability in the Financial Crisis: The Importance of Hedging
Financial Crisis: The Importance of Hedging Jose M. Berrospide, Ralf R...risk associated with their credit lines draw down significantly more from
URL: https://www.federalreserve.gov/econres/feds/credit-line-use-and-availability-in-the-financial-crisis-the-importance-of-hedging.htm
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FRB: FOMC Minutes--September 27, 1994
financial markets and on System open market transactions in government...financial outlook and the implementation of monetary policy over the intermeeting
URL: https://www.federalreserve.gov/fomc/MINUTES/1994/19940927min.htm
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