Board of Governors of the Federal Reserve System

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• The Fed - Interpreting the Volatility Smile: An Examination of the Information Content of Option Prices

  Black-Scholes model, a fully parametric specification. For S&P 500 futures...Black-Scholes model, although this better overall fit is not exhibited

  URL: https://www.federalreserve.gov/econres/ifdp/interpreting-the-volatility-smile-an-examination-of-the-information-content-of-option-prices.htm
  



• The Fed - Finance and Economics Discussion Series (FEDS) - 1999

  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/feds/1999.htm
  



• The Fed - The ET Interview: Professor David F. Hendry

  history of econometric thought; and the use of computers for live empirical

  URL: https://www.federalreserve.gov/econres/ifdp/the-et-interview-professor-david-f-hendry.htm
  



• The Fed - The Banking Panic in New Mexico in 1924 and the Response of the Federal Reserve

  history of this episode and explores how conspicuous and inconspicuous

  URL: https://www.federalreserve.gov/econres/feds/the-banking-panic-in-new-mexico-in-1924-and-the-response-of-the-federal-reserve.htm
  



• The Fed - What Do Financial Asset Prices Say About the Housing Market?

  history. Full Paper (Screen Reader Version) Keywords: Home prices, financial

  URL: https://www.federalreserve.gov/econres/feds/what-do-financial-asset-prices-say-about-the-housing-market.htm
  



• The Fed - Beyond the Streetlight: Economic Measurement in the Division of Research and Statistics at the Federal Reserve

  history and evolution of measurement activities in R&S; here, we provide

  URL: https://www.federalreserve.gov/econres/feds/economic-measurement-in-the-division-of-research-and-statistics-at-the-federal-reserve.htm
  



• Predicting College Closures and Financial Distress

  Finance and Economics Discussion Series Federal Reserve Board, Washington, D.C. ISSN 1936-2854 (Print) ISSN 2767-3898 (Online) Predicting College

  URL: https://www.federalreserve.gov/econres/feds/files/2025003pap.pdf
  



• Stabilizing the Housing Market: Focus on Communities - Federal Reserve Board

  months that I have been at the Board, actions taken by bankers have had...months' supply--that is, inventories relative to sales--is still very

  URL: https://www.federalreserve.gov/newsevents/speech/duke20090216a.htm
  



• The Fed - Zack Saravay

  History, Georgetown University, 2017 Banking and Financial Institutions

  URL: https://www.federalreserve.gov/econres/zack-saravay.htm
  



• Federal Reserve Board - Help Wanted: Evaluating Labor Shortages in Manufacturing Accessible Data

  history, labor supply constraints in 2016q4 appear to matter more for

  URL: https://www.federalreserve.gov/econres/notes/feds-notes/evaluating-labor-shortages-in-manufacturing-accessible-20180309.htm
  

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