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Documents are displayed in order of relevance.
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Federal Reserve Board - Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility
Fund Liquidity Facility Note: For current information on the Money Market...Fund Liquidity Facility was a lending facility that provided funding to
URL: https://www.federalreserve.gov/monetarypolicy/abcpmmmf.htm
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The Fed - Interest Rates and the Volatility and Correlation of Commodity Prices
Rates and the Volatility and Correlation of Commodity Prices Joseph W....rates. More generally, we examine the effect of interest rates on the
URL: https://www.federalreserve.gov/econres/ifdp/interest-rates-and-the-volatility-and-correlation-of-commodity-prices.htm
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FRB: Speech, Greenspan--Risk Transfer and Financial Stability--May 5, 2005
rate of exchange-traded derivatives exceeded the growth rate of OTC derivatives...rate caps, and sellers of various types of interest rate options. The
URL: https://www.federalreserve.gov/boarddocs/speeches/2005/20050505/default.htm
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The Fed - DSGE Models of High Exchange-Rate Volatility and Low Pass-Through
Exchange-Rate Volatility and Low Pass-Through Giancarlo Corsetti, Luca...rate volatility, whereas a low degree of pass-through stems from both
URL: https://www.federalreserve.gov/econres/ifdp/dsge-models-of-high-exchange-rate-volatility-and-low-pass-through.htm
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The Fed - Are Chinese Exports Sensitive to Changes in the Exchange Rate?
Rate? Shaghil Ahmed Abstract: This paper builds a model of two types of...rate changes is empirically examined. Unlike previous work, the estimation
URL: https://www.federalreserve.gov/econres/ifdp/are-chinese-exports-sensitive-to-changes-in-the-exchange-rate.htm
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Breaking Up: Fragmentation in Foreign Direct Investment
Board of Governors of the Federal Reserve System International Finance Discussion Papers ISSN 1073-2500 (Print) ISSN 2767-4509 (Online) Number
URL: https://www.federalreserve.gov/econres/ifdp/files/ifdp1413.pdf
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The Fed - Nonparametric Density Estimation and Tests of Continuous Time Interest Rate Models
Rate Models Matt Pritsker Abstract: A number of recent papers have used...rate, and to test term structure models. However, little is known about
URL: https://www.federalreserve.gov/econres/feds/nonparametric-density-estimation-and-tests-of-continuous-time-interest-rate-models.htm
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The Fed - Exchange Rate Variability and the Level of International Trade
Rate Variability and the Level of International Trade Joseph E. Gagnon...rate variability on the level of international trade. Most theoretical
URL: https://www.federalreserve.gov/econres/ifdp/exchange-rate-variability-and-the-level-of-international-trade.htm
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The Fed - The Optimal Inflation Rate with Discount Factor Heterogeneity
Rate with Discount Factor Heterogeneity Antoine Lepetit Abstract: This...rate. In that case, a monetary authority acting under commitment will
URL: https://www.federalreserve.gov/econres/feds/the-optimal-inflation-rate-with-discount-factor-heterogeneity.htm
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The Fed - A Shadow Rate Model of Intermediate-Term Policy Rate Expectations
Rate Model of Intermediate-Term Policy Rate Expectations Marcel Priebsch1...rates. However, forward rates reflect expected future short rates only
URL: https://www.federalreserve.gov/econres/notes/feds-notes/shadow-rate-model-of-intermediate-term-policy-rate-expectations-20171004.html
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