Search Results
Documents are displayed in order of relevance.
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The Fed - Log-Periodogram Estimation of Long Memory Volatility Dependencies with Conditionally Heavy Tailed Returns
stock return data, I find that squared returns give much lower estimates...Stock Returns, Heavy Tails PDF: Full Paper Disclaimer: The economic research
URL: https://www.federalreserve.gov/econres/ifdp/log-periodogram-estimation-of-long-memory-volatility-dependencies-with-conditionally-heavy-tailed-returns.htm
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Federal Reserve Board - How global risk perceptions affect economic growth, Accessible Data
stock market volatility remains low for a country with decaying weights
URL: https://www.federalreserve.gov/econres/notes/feds-notes/how-global-risk-perceptions-affect-economic-growth-accessible-20220203.htm
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Speech by Governor Waller on the economic outlook - Federal Reserve Board
Market Committee (FOMC) began tightening monetary policy. We began raising...stock of the year behind us and talking about what's next. A year ago,
URL: https://www.federalreserve.gov/newsevents/speech/waller20230120a.htm
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Federal Reserve Board - Industrial Production and Capacity Utilization - G.17
2025. Auxiliary Individual Series (to April 2025): Industrial Production...2025): Industrial Production Seasonally Adjusted (CSV) Not Seasonally
URL: https://www.federalreserve.gov/releases/G17/20250515/ipdisk/auxiliary.htm
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Federal Reserve Board - Industrial Production and Capacity Utilization - G.17
2025. Auxiliary Individual Series (to April 2025): Industrial Production...2025): Industrial Production Seasonally Adjusted (CSV) Not Seasonally
URL: https://www.federalreserve.gov/releases/g17/20250515/ipdisk/auxiliary.htm
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The Fed - The Accumulation of Human Capital: Alternative Methods and Why They Matter
stock under a liquidity-constrained and a non-constrained case. When there...stock. In addition, removal of liquidity constraints may not be sufficient
URL: https://www.federalreserve.gov/econres/ifdp/the-accumulation-of-human-capital-alternative-methods-and-why-they-matter.htm
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The Fed - Dynamic Factor Value-at-Risk for Large, Heteroskedastic Portfolios
stock portfolios that cover the 2007-2009 financial crisis, and find that...stock portfolios PDF: Full Paper
URL: https://www.federalreserve.gov/econres/feds/dynamic-factor-value-at-risk-for-large-heteroskedastic-portfolios.htm
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Federal Reserve Board - Federal bank regulatory agencies seek comment to address payments and check fraud
2025 Federal bank regulatory agencies seek comment to address payments
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20250616a.htm
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Federal Reserve Board - California Wildfires (2021)
2025)Hurricane Milton (2024)Hurricane Helene (2024)Hurricane Idalia (2023
URL: https://www.federalreserve.gov/supervisionreg/california-wildfires-2021.htm
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Federal Reserve Board - Hawaii Wildfires (2023)
2025)Hurricane Milton (2024)Hurricane Helene (2024)Hurricane Idalia (2023
URL: https://www.federalreserve.gov/supervisionreg/hawaii-wildfires-2023.htm
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