Search Results
Documents are displayed in order of relevance.
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The Fed - Investigating the Sources of Default Risk: Lessons from Empirically Evaluating Credit Risk Models
for the majority of firms). Moreover, the empirical evidence suggests ...credit risk models using observable economic factors. Keywords: Credit
URL: https://www.federalreserve.gov/econres/feds/investigating-the-sources-of-default-risk-lessons-from-empirically-evaluating-credit-risk-models.htm
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The Fed - Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian...credit spreads based on portfolios--constructed directly from the secondary
URL: https://www.federalreserve.gov/econres/feds/credit-spreads-as-predictors-of-real-time-economic-activity-a-bayesian-model-averaging-approach.htm
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The Fed - A margin call gone wrong: Credit, stock prices, and Germany's Black Friday 1927
banks differentially; the magnitude of credit change differed across banks...banks, credit unions, and other financial institutions, economic history
URL: https://www.federalreserve.gov/econres/feds/a-margin-call-gone-wrong-credit-stock-prices-and-germany39s-black-friday-1927.htm
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The Fed - How House Price Dynamics and Credit Constraints affect the Equity Extraction of Senior Homeowners
credit (HELOCs), second liens, cash-out refinancing, and--for senior homeowners...Federal Reserve/Equifax Consumer Credit Panel, the U.S. Department of
URL: https://www.federalreserve.gov/econres/feds/how-house-price-dynamics-and-credit-constraints-affect-the-equity-extraction-of-senior-homeowners.htm
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The Fed - Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
Credit Default Swap Spreads with the Equity Volatility and Jump Risks ...credit spreads. This paper explores such effects in the credit default
URL: https://www.federalreserve.gov/econres/feds/explaining-credit-default-swap-spreads-with-the-equity-volatility-and-jump-risks-of-individual-firms.htm
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The Fed - Credit access and relational contracts: An experiment testing informational and contractual frictions for Pakistani farmers
bank lending only serves a small fraction of rural credit demand. Second...bank lending by randomly varying loan contractual terms across farmers
URL: https://www.federalreserve.gov/econres/ifdp/credit-access-and-relational-contracts.htm
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The Fed - Good News Is No News? The Impact of Credit Rating Changes on the Pricing of Asset-Backed Securities
Credit Rating Changes on the Pricing of Asset-Backed Securities John Ammer...credit ratings on the pricing of structured financial products, using
URL: https://www.federalreserve.gov/econres/ifdp/good-news-is-no-news-the-impact-of-credit-rating-changes-on-the-pricing-of-asset-backed-securities.htm
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The Fed - From Wall Street to Main Street: The Impact of the Financial Crisis on Consumer Credit Supply
credit and a hoarding of cash among downstream credit unions. We also ...credit supply was concentrated among downstream credit unions that began
URL: https://www.federalreserve.gov/econres/feds/from-wall-street-to-main-street-the-impact-of-the-financial-crisis-on-consumer-credit-supply.htm
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The Fed - Half-full or Half-empty? Financial Institutions, CDS Use, and Corporate Credit Risk
banks' CDS use on corporate credit quality. Banks may use CDS to mitigate...credit risk. Alternatively, banks may lay off the credit risk of high
URL: https://www.federalreserve.gov/econres/feds/half-full-or-half-empty-financial-institutions-cds-use-and-corporate-credit-risk.htm
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The Fed - Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs
Credit Spreads: Evidence from Bayesian Proxy SVARs Dario Caldara and Edward...credit spreads, explaining about 20 percent of the volatility of these
URL: https://www.federalreserve.gov/econres/feds/monetary-policy-real-activity-and-credit-spreads-evidence-from-bayesian-proxy-svars.htm
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