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The Pricing Kernel in Options
measure in the square root stochastic volatility model (Heston, 1993).5...stock risk, these kernels allow us to 1See, among others, Hansen and Singleton
URL: https://www.federalreserve.gov/econres/feds/files/2023053pap.pdf
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Basel II Capital Accord - Notice of proposed rulemaking (NPR) - Authority and Issuance
Basel II Capital Accord Notice of Proposed Rulemaking (NPR) Authority and Issuance September 5, 2006 Preamble Supplementary Information Table
URL: https://www.federalreserve.gov/generalinfo/Basel2/NPR_20060905/NPR/Issuance.htm
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MS Facilities LLC: Financial Statements 2024
For the years ended December 31, 2024 and 2023 and Independent Auditors’ Report Financial Statements: MS Facilities 2020 LLC A Limited Liability
URL: https://www.federalreserve.gov/aboutthefed/files/msllcfinstmt2024.pdf
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Speech by Governor Brainard on building climate scenario analysis on the foundations of economic research - Federal Reserve Board
Skip to main content An official website of the United States Government Here's how you know Official websites use .gov A .gov website belongs
URL: https://www.federalreserve.gov/newsevents/speech/brainard20211007a.htm
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The Fed - 2. Borrowing by businesses and households
measure. The average annual growth rate shown for leveraged loans is computed...money. Key identifies bars in order from top to bottom. Source: S&P Global
URL: https://www.federalreserve.gov/publications/2019-november-financial-stability-report-borrowing.htm
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FRB: H.3 Release--Aggregate Reserves of Depository Institutions and the Monetary Base--Current Release
money stock plus (3), for all quarterly reporters on the "Report of Transaction...money stock plus (4), for all quarterly reporters on the "Report of Transaction
URL: https://www.federalreserve.gov/releases/h3/20130228/default.htm
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FRB: H.3 Release--Aggregate Reserves of Depository Institutions and the Monetary Base--Current Release
money stock plus (3), for all quarterly reporters on the "Report of Transaction...money stock plus (4), for all quarterly reporters on the "Report of Transaction
URL: https://www.federalreserve.gov/releases/h3/20130321/default.htm
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FRB: H.3 Release--Aggregate Reserves of Depository Institutions and the Monetary Base--Current Release
money stock plus (3), for all quarterly reporters on the "Report of Transaction...money stock plus (4), for all quarterly reporters on the "Report of Transaction
URL: https://www.federalreserve.gov/releases/h3/20130705/default.htm
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FRB: H.3 Release--Aggregate Reserves of Depository Institutions and the Monetary Base--Current Release
money stock plus (3), for all quarterly reporters on the "Report of Transaction...money stock plus (4), for all quarterly reporters on the "Report of Transaction
URL: https://www.federalreserve.gov/releases/h3/20130307/default.htm
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FRB: H.3 Release--Aggregate Reserves of Depository Institutions and the Monetary Base--Current Release
money stock plus (3), for all quarterly reporters on the "Report of Transaction...money stock plus (4), for all quarterly reporters on the "Report of Transaction
URL: https://www.federalreserve.gov/releases/h3/20130314/default.htm
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