Search Results
Documents are displayed in order of relevance.
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The Fed - Jump-Diffusion Processes and Affine Term Structure Models: Additional Closed-Form Approximate Solutions, Distributional Assumptions for Jumps, and Parameter Estimates
bond prices implied by jump-diffusion processes, one must find a numerical
URL: https://www.federalreserve.gov/econres/feds/jump-diffusion-processes-and-affine-term-structure-models-additional-closed-form-approximate-solutions-distributional-assum.htm
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The Fed - Monetary Policy: Federal Reserve Balance Sheet Developments (Branch)
bond maturities. Holdings of agency MBS increased because of the reinvestment...buys a security under an agreement to resell that security in the future
URL: https://www.federalreserve.gov/monetarypolicy/bsd-monetary-policy-tools-201703.htm
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The Fed - Monetary Policy Tools
bond maturities. Holdings of agency MBS decreased because of the timing...buys a security under an agreement to resell that security in the future
URL: https://www.federalreserve.gov/monetarypolicy/bsd-monetary-policy-tools-201705.htm
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The Fed - Monetary Policy Tools
bond maturities, while holdings of agency MBS were unchanged on net. Background...buys a security under an agreement to resell that security in the future
URL: https://www.federalreserve.gov/monetarypolicy/bsd-monetary-policy-tools-201708.htm
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The Fed - Monetary Policy Tools
bond maturities and the FOMC's balance sheet normalization program initiated...buys a security under an agreement to resell that security in the future
URL: https://www.federalreserve.gov/monetarypolicy/bsd-monetary-policy-tools-201808.htm
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The Fed - Financial Accounts of the United States - Z.1 - Current Release
bond fund transactions. Previously, transactions were residually calculated
URL: https://www.federalreserve.gov/Releases/Z1/preview/preliminary_release_highlights.htm
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The Fed - Financial Accounts of the United States - Z.1 - Current Release
bond fund transactions. Previously, transactions were residually calculated
URL: https://www.federalreserve.gov/releases/Z1/preview/preliminary_release_highlights.htm
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The Fed - Financial Accounts of the United States - Z.1 - Current Release
bond fund transactions. Previously, transactions were residually calculated
URL: https://www.federalreserve.gov/releases/z1/preview/preliminary_release_highlights.htm
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FRB: September 2004 Statistical Supplement--Foreign Exchange Rates and Indexes of the Foreign Exchange Value of the U.S. Dollar
buying rates in New York for cable transfers. Data in this table also
URL: https://www.federalreserve.gov/pubs/supplement/2004/09/table3_28.htm
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The Fed - Inflation Targeting under Imperfect Knowledge
bond prices PDF: Full Paper Disclaimer: The economic research that is
URL: https://www.federalreserve.gov/econres/feds/inflation-targeting-under-imperfect-knowledge.htm
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