Search Results
Documents are displayed in order of relevance.
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The Fed - Term Structure of Interest Rates with Regime Shifts
Rates with Regime Shifts Ravi Bansal and Hao Zhou Abstract: We develop...rate and the market price of risks are subject to discrete regime shifts
URL: https://www.federalreserve.gov/econres/feds/term-structure-of-interest-rates-with-regime-shifts.htm
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The Fed - The Pavlovian Response of Term Rates to Fed Announcements
rate via public disclosures of the new level of the federal funds rate...rate movements associated with public statements on interest rate targets
URL: https://www.federalreserve.gov/econres/feds/the-pavlovian-response-of-term-rates-to-fed-announcements.htm
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The Fed - Are Adjustable-Rate Mortgage Borrowers Borrowing Constrained?
Adjustable-Rate Mortgage Borrowers Borrowing Constrained? Kathleen W. ...adjustable-rate mortgage (ARM) payments may lead households to cut back
URL: https://www.federalreserve.gov/econres/feds/are-adjustable-rate-mortgage-borrowers-borrowing-constrained.htm
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Exchange Rate Disconnect and the Trade Balance
rate parity— the primary source of exchange rate fluctuations in the literature—account...rate and the macroeconomy embedded in other models of exchange rate determination
URL: https://www.federalreserve.gov/econres/ifdp/files/ifdp1391.pdf
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The Fed - Exchange Rates and Foreign Direct Investment: A Note
Rates and Foreign Direct Investment: A Note Guy V.G. Stevens Abstract:...Rates and Direct Investment: An Imperfect Capital Markets Approach," Kenneth
URL: https://www.federalreserve.gov/econres/ifdp/exchange-rates-and-foreign-direct-investment-a-note.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 - Interest Rate Risks and Bank Equity Valuations
Rate Risks and Bank Equity Valuations William B. English, Skander J. Van...rates induced by monetary policy announcements. We construct a new measure
URL: https://www.federalreserve.gov/econres/feds/interest-rate-risks-and-bank-equity-valuations.htm
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The Fed - Bank Positions and Forecasts of Exchange Rate Movements
Rate Movements Michael P. Leahy Abstract: Using data on the foreign exchange...rate movements. Overall, the position data provide evidence that the performances
URL: https://www.federalreserve.gov/econres/ifdp/bank-positions-and-forecasts-of-exchange-rate-movements.htm
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The Fed - Credit Migration and Covered Interest Rate Parity
Rate Parity Gordon Y. Liao Abstract: This paper examines the connection...rate parity and differences in the credit spread of bonds of similar risk
URL: https://www.federalreserve.gov/econres/ifdp/credit-migration-and-covered-interest-rate-parity.htm
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The Fed - The Pricing of Forward Exchange Rates
Rates Ross Levine Abstract: This paper addresses the question: do risk...rates? A simple theoretical framework is used to derive testable restrictions
URL: https://www.federalreserve.gov/econres/ifdp/the-pricing-of-forward-exchange-rates.htm
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