Board of Governors of the Federal Reserve System

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• Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board,

  options-pricing formula applies to far-out-of-the money put options on...compared to political uncertainty. 2. Related Literature 4 Our model belongs

  URL: https://www.federalreserve.gov/econres/feds/files/2019073r1pap.pdf
  



• The Fed - The Fragility of Sensitivity Analysis: An Encompassing Perspective

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  URL: https://www.federalreserve.gov/econres/ifdp/the-fragility-of-sensitivity-analysis-an-encompassing-perspective.htm
  



• The Fed - The Effect of TARP on Bank Risk-Taking

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  URL: https://www.federalreserve.gov/econres/ifdp/the-effect-of-tarp-on-bank-risk-taking.htm
  



• The Fed - The Timing of Sovereign Defaults Over Electoral Terms

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  URL: https://www.federalreserve.gov/econres/ifdp/the-timing-of-sovereign-defaults-over-electoral-terms.htm
  



• The Fed - Was There Front Running During the LTCM Crisis?

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  URL: https://www.federalreserve.gov/econres/ifdp/was-there-front-running-during-the-ltcm-crisis.htm
  



• The Fed - Spread Too Thin: The Impact of Lean Inventories

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  URL: https://www.federalreserve.gov/econres/ifdp/spread-too-thin-the-impact-of-lean-inventories.htm
  



• The Fed - The Global Determinants of International Equity Risk Premiums

  pricing framework, which takes the perspective of a US/global investor

  URL: https://www.federalreserve.gov/econres/ifdp/the-global-determinants-of-international-equity-risk-premiums.htm
  



• The Fed - Improving Real-Time Estimates of the Output Gap

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  URL: https://www.federalreserve.gov/econres/feds/improving-real-time-estimates-of-the-output-gap.htm
  



• The Fed - Revisiting the Supply-Side Effects of Government Spending

  and, under certain conditions, also to a lower capital-labor ratio, and

  URL: https://www.federalreserve.gov/econres/feds/revisiting-the-supply-side-effects-of-government-spending.htm
  



• The Fed - How Large is the Output Cost of Disinflation?

  for, the sacrifice ratio, defined as the cumulative sum of foregone annualized

  URL: https://www.federalreserve.gov/econres/feds/how-large-is-the-output-cost-of-disinflation.htm
  

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