Search Results
Documents are displayed in order of relevance.
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The Fed - Pricing the Strategic Value of Poison Put Bonds
Pricing the Strategic Value of Poison Put Bonds Alexander David Abstract...priced in a continous-time framework when interest rates follow the Vasicek
URL: https://www.federalreserve.gov/econres/feds/pricing-the-strategic-value-of-poison-put-bonds.htm
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The Fed - The Consequences of Medicare Pricing: An Explanation of Treatment Choice
Pricing: An Explanation of Treatment Choice Elena Falcettoni Abstract:...Fee-for-service. DOI: https://doi.org/10.17016/FEDS.2020.063 PDF: Full
URL: https://www.federalreserve.gov/econres/feds/the-consequences-of-medicare-pricing-an-explanation-of-treatment-choice.htm
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The Fed - Exploring the Robustness of the Oil Price-Macroeconomy Relationship
Price-Macroeconomy Relationship Mark Hooker Abstract: This paper reexamines...price-macroeconomy relationship with rolling Granger causality and structural
URL: https://www.federalreserve.gov/econres/feds/exploring-the-robustness-of-the-oil-price-macroeconomy-relationship.htm
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The Fed - Solving asset pricing models with stochastic volatility
pricing models with stochastic volatility Oliver de Groot Abstract: This...price-dividend ratio in a standard asset pricing model with stochastic
URL: https://www.federalreserve.gov/econres/feds/solving-asset-pricing-models-with-stochastic-volatility.htm
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The Fed - Identification of First-Price Auctions With Biased Beliefs
First-Price Auctions With Biased Beliefs Serafin J. Grundl and Yu Zhu ...first-price auctions with independent private values. Exploiting variation
URL: https://www.federalreserve.gov/econres/feds/identification-of-first-price-auctions-with-biased-beliefs.htm
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The Fed - An International Arbitrage Pricing Model with PPP Deviations
Pricing Model with PPP Deviations Ross Levine Abstract: This paper develops...pricing model for use in applied theoretical and empirical research. An
URL: https://www.federalreserve.gov/econres/ifdp/an-international-arbitrage-pricing-model-with-ppp-deviations.htm
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The Fed - Bargaining, Fairness, and Price Rigidity in a DSGE Environment
prices to explore how concerns for fairness influence price dynamics. ...price dynamics. The most stark result we find is that complete price stability
URL: https://www.federalreserve.gov/econres/ifdp/bargaining-fairness-and-price-rigidity-in-a-dsge-environment.htm
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The Fed - Asset Price Learning and Optimal Monetary Policy
Price Learning and Optimal Monetary Policy Colin C. Caines and Fabian ...prices. Learning leads to inefficient asset price fluctuations and distortions
URL: https://www.federalreserve.gov/econres/ifdp/asset-price-learning-and-optimal-monetary-policy.htm
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The Fed - Oil Price Shocks in a Portfolio-Balance Model
Price Shocks in a Portfolio-Balance Model Jerry Caprio and Peter B. Clark
URL: https://www.federalreserve.gov/econres/ifdp/oil-price-shocks-in-a-portfolio-balance-model.htm
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The Fed - The Impact of an Oil Price Increase on Aggregate Supply
Price Increase on Aggregate Supply Karen H. Johnson PDF: Full Paper Disclaimer
URL: https://www.federalreserve.gov/econres/ifdp/the-impact-of-an-oil-price-increase-on-aggregate-supply.htm
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