Search Results
Documents are displayed in order of relevance.
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The Fed - Measuring Interest Rate Risk Management by Financial Institutions
Interest Rate Risk Management by Financial Institutions Celso Brunetti...interest rate risk exposures. We propose a new method to measure financial
URL: https://www.federalreserve.gov/econres/feds/measuring-interest-rate-risk-management-by-financial-institutions.htm
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The Fed - Implied Interest Rate Skew, Term Premiums, and the "Conundrum"
Interest Rate Skew, Term Premiums, and the "Conundrum" J. Benson Durham...interest rate expectations may affect required bond yields over expected
URL: https://www.federalreserve.gov/econres/feds/implied-interest-rate-skew-term-premiums-and-the-quotconundrumquot.htm
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The Fed - Equilibrium Yield Curves and the Interest Rate Lower Bound
Interest Rate Lower Bound Taisuke Nakata and Hiroatsu Tanaka Abstract:...interest rates in a sticky-price model with an occasionally binding effective
URL: https://www.federalreserve.gov/econres/feds/equilibrium-yield-curves-and-the-interest-rate-lower-bound.htm
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The Fed - Measuring the Natural Rate of Interest: International Trends and Determinants
Rate of Interest: International Trends and Determinants Kathryn Holston...rate of interest ? the real short-term interest rate that would prevail
URL: https://www.federalreserve.gov/econres/feds/measuring-the-natural-rate-of-interest-international-trends-and-determinants.htm
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The Fed - The Risky Steady State and the Interest Rate Lower Bound
Interest Rate Lower Bound Timothy S. Hills, Taisuke Nakata, and Sebastian...rate is currently not constrained by its effective lower bound (ELB),
URL: https://www.federalreserve.gov/econres/feds/the-risky-steady-state-and-the-interest-rate-lower-bound.htm
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The Fed - Scarcity of Safe Assets and Global Neutral Interest Rates
Interest Rates Thiago Ferreira and Samer Shousha Abstract: We quantitatively...interest rates. Using an empirical cross-country state-space model, we
URL: https://www.federalreserve.gov/econres/ifdp/scarcity-of-safe-assets-and-global-neutral-interest-rates.htm
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The Fed - The Dynamics of Interest Rate and Tax Rules in a Stochastic Model
Interest Rate and Tax Rules in a Stochastic Model Eric M. Leeper Abstract...interest rate reverses the usual Granger-causal ordering between deficits
URL: https://www.federalreserve.gov/econres/ifdp/the-dynamics-of-interest-rate-and-tax-rules-in-a-stochastic-model.htm
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The Fed - The Use of Interest Rate Policies as a Stimulus to Economic Growth
Interest Rate Policies as a Stimulus to Economic Growth Robert F. Emery
URL: https://www.federalreserve.gov/econres/ifdp/the-use-of-interest-rate-policies-as-a-stimulus-to-economic-growth.htm
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The Fed - International Capital Flows and U.S. Interest Rates
Interest Rates Francis E. Warnock and Veronica C. Warnock Abstract: Foreign...interest rates. Controlling for various macroeconomic factors we estimate
URL: https://www.federalreserve.gov/econres/ifdp/international-capital-flows-and-us-interest-rates.htm
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The Fed - The Baby Boom: Predictability in House Prices and Interest Rates
Interest Rates Robert F. Martin Abstract: This paper explores the baby...interest rates in the post-war 20th century and beyond. Using a simple
URL: https://www.federalreserve.gov/econres/ifdp/the-baby-boom-predictability-in-house-prices-and-interest-rates.htm
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