Search Results
Documents are displayed in order of relevance.
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The Fed - Price Discovery in the U.S. Treasury Cash Market: On Principal Trading Firms and Dealers
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URL: https://www.federalreserve.gov/econres/feds/price-discovery-in-the-us-treasury-cash-market-on-principal-trading-firms-and-dealers.htm
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The Fed - The Correlation between Money and Output in the United Kingdom: Resolution of a Puzzle
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URL: https://www.federalreserve.gov/econres/feds/the-correlation-between-money-and-output-in-the-united-kingdom-resolution-of-a-puzzle.htm
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The Fed - The Effects of Megamergers on Efficiency and Prices: Evidence from a Bank Profit Function
including a shift in outputs from securities to loans, a higher-valued
URL: https://www.federalreserve.gov/econres/feds/the-effects-of-megamergers-on-efficiency-and-prices-evidence-from-a-bank-profit-function.htm
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The Fed - A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System
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/a-model-of-endogenous-loan-quality-and-the-collapse-of-the-shadow-banking-system.htm
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The Fed - Cointegration Test with Stationary Covariates and the CDS-Bond Basis during the Financial Crisis
Local-to-unity asymptotics and Monte Carlo simulations are used to evaluate
URL: https://www.federalreserve.gov/econres/feds/cointegration-test-with-stationary-covariates-and-the-cds-bond-basis-during-the-financial-crisis.htm
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The Fed - How House Price Dynamics and Credit Constraints affect the Equity Extraction of Senior Homeowners
including home equity lines of credit (HELOCs), second liens, cash-out...and--for senior homeowners--reverse mortgages. We use data from the New
URL: https://www.federalreserve.gov/econres/feds/how-house-price-dynamics-and-credit-constraints-affect-the-equity-extraction-of-senior-homeowners.htm
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The Fed - Monetary Policy Tightening and Debt Servicing Costs of Nonfinancial Companies
to, and even somewhat faster than, that over historical experience since
URL: https://www.federalreserve.gov/econres/notes/feds-notes/monetary-policy-tightening-and-debt-servicing-costs-of-nonfinancial-companies-20231201.html
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The Fed - Recent Developments in Hedge Funds’ Treasury Futures and Repo Positions: is the Basis Trade “Back"?
and whose value has likely increased as measures of Treasury market uncertainty
URL: https://www.federalreserve.gov/econres/notes/feds-notes/recent-developments-in-hedge-funds-treasury-futures-and-repo-positions-20230830.html
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The Fed - Can a Bank Run Be Stopped? Government Guarantees and the Run on Continental Illinois
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/can-a-bank-run-be-stopped-government-guarantees-and-the-run-on-continental-illinois.htm
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The Fed - Closed-Form Estimation of Finite-Order ARCH Models: Asymptotic Theory and Finite-Sample Performance
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/closed-form-estimation-of-finite-order-arch-models-asymptotic-theory-and-finite-sample-performance.htm
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