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When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models
as: Prono, Todd (2025). “When Tails Are Heavy: The Benefits of Variance-Targeted
URL: https://www.federalreserve.gov/econres/feds/files/2025075pap.pdf
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The Fed - The State of AI Competition in Advanced Economies
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/econres/notes/feds-notes/the-state-of-ai-competition-in-advanced-economies-20251006.html
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The Fed - Are Stocks Pricing in Recession Risks? Evidence from Dividend Futures
interpreting the declines, market commentaries have highlighted the risks...investors' expectations of future economic conditions. Indeed, figure
URL: https://www.federalreserve.gov/econres/notes/feds-notes/are-stocks-pricing-in-recession-risks-evidence-from-dividend-futures-20220818.html
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FRB: Speech, Ferguson -- Three Themes in Search of an Audience -- October 22, 1998
Remarks by Governor Roger W. Ferguson, Jr. At a meeting of Women in Housing...interpret old laws that were drafted under different times and may not
URL: https://www.federalreserve.gov/boarddocs/speeches/1998/19981022.htm
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FOMC Conference Call Transcript, March 2, 2020
investors process news related to the spread and effect of the coronavirus...remarks, I’ll give an update on the pronounced moves in markets over the
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20200302confcall.pdf
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Speech by Vice Chair Clarida on models, markets, and monetary policy - 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/clarida20190503a.htm
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Speech by Chairman Bernanke on housing markets in transition - Federal Reserve Board
remarks today will focus on current housing market conditions and on how...invest and hire, thereby slowing the recovery. Of course, these consumer-related
URL: https://www.federalreserve.gov/newsevents/speech/bernanke20110210a.htm
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Speech by Vice Chair Yellen on housing market developments and their effects on low- and moderate-income neighborhoods - 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/yellen20110609a.htm
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The Fed - Liquidity Transformation Risks in U.S. Bank Loan and High-Yield Mutual Funds
invest primarily in relatively illiquid assets, such as bank loans and...investor redemptions from MFs could lead the funds to sell assets at "
URL: https://www.federalreserve.gov/econres/notes/feds-notes/liquidity-transformation-risks-in-US-bank-loan-and-high-yield-mutual-funds-20190809.html
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Opening remarks by Governor Barr at the 2025 Northeast / Mid-Atlantic Small Business Credit Symposium - Federal Reserve Board
Remarks Governor Michael S. Barr At the 2025 Northeast / Mid-Atlantic
URL: https://www.federalreserve.gov/newsevents/speech/barr20250515a.htm
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