Search Results
Documents are displayed in order of relevance.
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The Fed - Derivatives Pricing under Bilateral Counterparty Risk
Risk Peter Carr and Samim Ghamami Abstract: We consider risk-neutral valuation...Risk, Credit Value Adjustment, Reduced-Form Modeling, Wrong Way Risk DOI
URL: https://www.federalreserve.gov/econres/feds/derivatives-pricing-under-bilateral-counterparty-risk.htm
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The Fed - Expected Stock Returns and Variance Risk Premia
risk and risk-aversion both play an important role in determining stock...Risk Premium, Variance Risk Premium, Time-Varying Risk Aversion PDF: Full
URL: https://www.federalreserve.gov/econres/feds/expected-stock-returns-and-variance-risk-premia.htm
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The Fed - How Much Does Risk Tolerance Change?
risk aversion and career selection based on preferences. While risk tolerance...Risk tolerance, risk aversion, correlated random effects, interval regression
URL: https://www.federalreserve.gov/econres/feds/how-much-does-risk-tolerance-change.htm
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The Fed - Information Disclosures, Default Risk, and Bank Value
Risk, and Bank Value Ilknur Zer Abstract: This paper investigates the ...risk, and value. I measure disclosure via a self-constructed index for
URL: https://www.federalreserve.gov/econres/feds/information-disclosures-default-risk-and-bank-value.htm
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The Fed - A Solution to the Default Risk-Business Cycle Disconnect
Risk-Business Cycle Disconnect Enrique G. Mandoza and Vivian Z. Yue Abstract...risk as an exogenous interest rate on working capital. Models of strategic
URL: https://www.federalreserve.gov/econres/ifdp/a-solution-to-the-default-risk-business-cycle-disconnect.htm
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The Fed - The Risk Premium in the Market for Forward Foreign Exchange
Risk Premium in the Market for Forward Foreign Exchange Anne C. Sibert
URL: https://www.federalreserve.gov/econres/ifdp/the-risk-premium-in-the-market-for-forward-foreign-exchange.htm
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The Fed - Unconventional Monetary Policy and International Risk Premia
Risk Premia John H. Rogers, Chiara Scotti, and Jonathan H. Wright Abstract...risk premia, lead to dollar depreciation and lower foreign exchange risk
URL: https://www.federalreserve.gov/econres/ifdp/unconventional-monetary-policy-and-international-risk-premia.htm
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The Fed - Capital Controls, Political Risk, and Interest Disparities
Risk, and Interest Disparities Michael P. Dooley and Peter Isard PDF:
URL: https://www.federalreserve.gov/econres/ifdp/capital-controls-political-risk-and-interest-disparities.htm
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The Fed - Forecasting High-Risk Composite CAMELS Ratings
High-Risk Composite CAMELS Ratings Lewis Gaul, Jonathan Jones, and Pinar...high-risk composite CAMELS ratings over time (1984-2015), where a high-risk
URL: https://www.federalreserve.gov/econres/ifdp/forecasting-high-risk-composite-camels-ratings.htm
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The Fed - On Risk, Rational Expectations, and Efficient Asset Markets
Risk, Rational Expectations, and Efficient Asset Markets Guy V.G. Stevens...risk aversion of potential investors, the ability to borrow, and the hedging
URL: https://www.federalreserve.gov/econres/ifdp/on-risk-rational-expectations-and-efficient-asset-markets.htm
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