Board of Governors of the Federal Reserve System

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• The Fed - Firm-specific risk-neutral distributions: The role of CDS spreads

  economic value of combining options and CDS. Keywords: risk neutral distributions

  URL: https://www.federalreserve.gov/econres/ifdp/firm-specific-risk-neutral-distributions-the-role-of-cds-spreads.htm
  



• The Fed - Interest Rates and the Volatility and Correlation of Commodity Prices

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  URL: https://www.federalreserve.gov/econres/ifdp/interest-rates-and-the-volatility-and-correlation-of-commodity-prices.htm
  



• The Fed - Predictability of Growth in Emerging Markets: Information in Financial Aggregates

  economic growth. Our results generalize to emerging markets previous findings

  URL: https://www.federalreserve.gov/econres/ifdp/predictability-of-growth-in-emerging-markets-information-in-financial-aggregates.htm
  



• The Fed - A Bivariate Model of Fed and ECB Main Policy Rates

  economic research that is linked from this page represents the views of...economic research and their conclusions are often preliminary and are

  URL: https://www.federalreserve.gov/econres/ifdp/a-bivariate-model-of-fed-and-ecb-main-policy-rates.htm
  



• The Fed - Estimation of Average Local-to-Unity Roots in Heterogenous Panels

  economic research that is linked from this page represents the views of...economic research and their conclusions are often preliminary and are

  URL: https://www.federalreserve.gov/econres/ifdp/estimation-of-average-local-to-unity-roots-in-heterogenous-panels.htm
  



• The Fed - The Monetary Origins of Asymmetric Information in International Equity Markets

  economic research that is linked from this page represents the views of...economic research and their conclusions are often preliminary and are

  URL: https://www.federalreserve.gov/econres/ifdp/the-monetary-origins-of-asymmetric-information-in-international-equity-markets.htm
  



• The Fed - The Role of China in Asia: Engine, Conduit, or Steamroller?

  economic research that is linked from this page represents the views of...economic research and their conclusions are often preliminary and are

  URL: https://www.federalreserve.gov/econres/ifdp/the-role-of-china-in-asia-engine-conduit-or-steamroller.htm
  



• The Fed - A Robust Neighborhood Truncation Approach to Estimation of Integrated Quarticity

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  URL: https://www.federalreserve.gov/econres/ifdp/a-robust-neighborhood-truncation-approach-to-estimation-of-integrated-quarticity.htm
  



• The Fed - A Theory of Rollover Risk, Sudden Stops, and Foreign Reserves

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  URL: https://www.federalreserve.gov/econres/ifdp/a-theory-of-rollover-risk-sudden-stops-and-foreign-reserves.htm
  



• The Fed - Capital Controls and the International Transmission of U.S. Money Shocks

  economic research that is linked from this page represents the views of...economic research and their conclusions are often preliminary and are

  URL: https://www.federalreserve.gov/econres/ifdp/capital-controls-and-the-international-transmission-of-us-money-shocks.htm
  

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