Search Results
Documents are displayed in order of relevance.
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The Fed - Optimal Capital Taxation with Idiosyncratic Investment Risk
Risk Vasia Panousi and Catarina Reis Abstract: We examine the optimal ...risk. Furthermore, when the amount of idiosyncratic risk in the economy
URL: https://www.federalreserve.gov/econres/feds/optimal-capital-taxation-with-idiosyncratic-investment-risk.htm
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The Fed - The Properties of Income Risk in Privately Held Businesses
Risk in Privately Held Businesses Jason DeBacker, Bradley Heim, Vasia ...risk from privately held businesses in the US. Using a new, large, and
URL: https://www.federalreserve.gov/econres/feds/the-properties-of-income-risk-in-privately-held-businesses.htm
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The Fed - Bank Risk Ratings and the Pricing of Agricultural Loans
Risk Ratings and the Pricing of Agricultural Loans Nick Walraven and Peter...risk ratings by commercial banks that participated in the Federal Reserve's
URL: https://www.federalreserve.gov/econres/feds/bank-risk-ratings-and-the-pricing-of-agricultural-loans.htm
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The Fed - Bond Risk Premia and Realized Jump Volatility
Risk Premia and Realized Jump Volatility Jonathan Wright and Hao Zhou ...risk to a regression of excess bond returns on the term structure of forward
URL: https://www.federalreserve.gov/econres/feds/bond-risk-premia-and-realized-jump-volatility.htm
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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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