Search Results
Documents are displayed in order of relevance.
-
The Fed - Intermeeting Rate Cuts as a Response to Rare Disasters
risk-neutral probability of an intermeeting rate cut. The excess returns...risk premium associated with meetings. The federal funds excess returns
URL: https://www.federalreserve.gov/econres/feds/intermeeting-rate-cuts-as-a-response-to-rare-disasters.htm
-
FRB: Speech, Kohn--Inflation Modeling: A Policymaker�s Perspective--September 29, 2005
financial market participants do seem to respond to incoming economic ...risk premiums that are sometimes difficult to understand. And I doubt
URL: https://www.federalreserve.gov/boarddocs/speeches/2005/20050929/default.htm
-
The Fed - Option Prices with Uncertain Fundamentals Theory and Evidence on the Dynamics of Implied Volatilities
risk." For the special case where the drift takes only two values, we ...risk, put-call ratio, butterfly spread, hedging violations PDF: Full Paper
URL: https://www.federalreserve.gov/econres/feds/option-prices-with-uncertain-fundamentals-theory-and-evidence-on-the-dynamics-of-implied-volatilities.htm
-
The Fed - The Recent Evolution of the Federal Funds Market and its Dynamics during Reductions of the Federal Reserve's Balance Sheet
Financial Crisis (GFC) of 2007-2008, the Federal Reserve operated with
URL: https://www.federalreserve.gov/econres/notes/feds-notes/the-recent-evolution-of-the-federal-funds-market-and-its-dynamics-during-reductions-of-fr-balance-sheet-20240711.html
-
Federal Reserve Board Publication
financial system and because smooth financial market functioning facilitates...financial stability risks and takes appropriate actions to help ensure
URL: https://www.federalreserve.gov/publications/files/balance_sheet_developments_report_202405.pdf
-
The Fed - International Finance Discussion Papers (IFDP) - 1992
financial markets had direct credit controls been utilized. Consequently...Financial Transactions: A Federal Reserve Perspective Lois E. Stekler
URL: https://www.federalreserve.gov/econres/ifdp/1992.htm
-
Supplementary Greenbook Information from FRB Boston and FRB New York
FINANCIAL REPORT - FINANCIAL PANEL This month, we have comments from Richard...interest-rate-risk capital standards for banks. These place a substantial
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC19921216memo02.pdf
-
Minutes of the Federal Open Market Committee, July 25–26, 2023
Financial Stability, Board David E. Lebow, Senior Associate Director, ...Financial Stability, Board Kurt F. Lewis, Special Adviser to the Board
URL: https://www.federalreserve.gov/monetarypolicy/files/fomcminutes20230726.pdf
-
The Fed - Jumps in Bond Yields at Known Times
risk premia are allowed for. We show that the model implies a closed-form...risk premia that are consistent with the empirical finding that much of
URL: https://www.federalreserve.gov/econres/feds/jumps-in-bond-yields-at-known-times.htm
-
The Fed - Improving Housing Payment Projections during the COVID-19 Pandemic
financial distress. However, someone who ultimately does make their rent...financial distress. Specifically, the Household Pulse Survey tracks rent
URL: https://www.federalreserve.gov/econres/notes/feds-notes/improving-housing-payment-projections-during-the-covid-19-pandemic-20201020.html
Search Tips
- Enter keywords separated by AND, OR, or by putting a minus sign (-) immediately in front of the term you want to exclude from the search results (be sure to include a space before the minus character). A space means AND.
- Search for a phrase by enclosing it in quotation marks.
- For best results, be as precise as possible. For example, a search for "monetary policy report" will be more focused than a search for "reports."
- Spelling counts; if you can't find what you're looking for, check your spelling.
Note
The advanced search on this page does not include applications on federalreserve.gov. Searches for information in those applications must be done through those individual search pages. See our Search Applications page for a complete list.