Board of Governors of the Federal Reserve System

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• The Fed - Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities

  S&P 500 option-implied volatilities and high-frequency five-minute-based

  URL: https://www.federalreserve.gov/econres/feds/dynamic-estimation-of-volatility-risk-premia-and-investor-risk-aversion-from-option-implied-and-realized-volatilities.htm
  



• The Fed - Adverse Selection Dynamics in Privately-Produced Safe Debt Markets

  s backing and all agents know this (i.e., it is information-insensitive

  URL: https://www.federalreserve.gov/econres/feds/the-dynamics-of-adverse-selection-in-privately-produced-safe-debt-markets.htm
  



• The Fed - Expansionary Fiscal Shocks and the Trade Deficit

  U.S. trade balance, irrespective of whether the source is a spending increase

  URL: https://www.federalreserve.gov/econres/ifdp/expansionary-fiscal-shocks-and-the-trade-deficit.htm
  



• The Fed - More Evidence on the Link between Bank Health and Investment in Japan

  S. Gibson Abstract: Among stock-market-listed Japanese firms in 1994-95

  URL: https://www.federalreserve.gov/econres/ifdp/more-evidence-on-the-link-between-bank-health-and-investment-in-japan.htm
  



• The Fed - The Inflation Persistence of Staggered Contracts

  U.S. data. Following Fuhrer and Moore, I capture the moments that the

  URL: https://www.federalreserve.gov/econres/ifdp/the-inflation-persistence-of-staggered-contracts.htm
  



• The Fed - Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better?

  U.S. inflation out-of-sample: time series ARIMA models; regressions using

  URL: https://www.federalreserve.gov/econres/feds/do-macro-variables-asset-markets-or-surveys-forecast-inflation-better.htm
  



• The Fed - Institutional Herding and Its Price Impact: Evidence from the Corporate Bond Market

  U.S. corporate bonds and quantify the price impact of such herding behavior

  URL: https://www.federalreserve.gov/econres/feds/institutional-herding-and-its-price-impact-evidence-from-the-corporate-bond-market.htm
  



• The Fed - It's Not Who You Know—It's Who Knows You: Employee Social Capital and Firm Performance

  s social capital derived from employees’ connections with external stakeholders

  URL: https://www.federalreserve.gov/econres/feds/its-not-who-you-know-its-who-knows-you-employee-social-capital-and-firm-performance.htm
  



• The Fed - Recourse as Shadow Equity: Evidence from Commercial Real Estate Loans

  U.S. banks. We find that recourse is valued by lenders and is treated

  URL: https://www.federalreserve.gov/econres/feds/recourse-as-shadow-equity-evidence-from-commercial-real-estate-loans.htm
  



• The Fed - How Should Unemployment Benefits Respond to the Business Cycle?

  U.S. provides a substantially higher level of welfare to workers who lose

  URL: https://www.federalreserve.gov/econres/feds/how-should-unemployment-benefits-respond-to-the-business-cycle.htm
  

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