Search Results
Documents are displayed in order of relevance.
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The Fed - Endogenous Sources of Volatility in Housing Markets: The Joint Buyer-Seller Problem
Markets: The Joint Buyer-Seller Problem Elliot Anenberg and Patrick Bayer...market is especially volatile and the main driver of fluctuations in transaction
URL: https://www.federalreserve.gov/econres/feds/endogenous-sources-of-volatility-in-housing-markets-the-joint-buyer-seller-problem.htm
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The Fed - The Evolution of a Financial Crisis: Panic in the Asset-Backed Commercial Paper Market
Market Daniel M. Covitz, Nellie Liang, and Gustavo A. Suarez Abstract:...market in the last five months of 2007 played a central role in transforming
URL: https://www.federalreserve.gov/econres/feds/the-evolution-of-a-financial-crisis-panic-in-the-asset-backed-commercial-paper-market.htm
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The Fed - Emerging Markets and the New Geography of Trade: The Effects of Rising Trade Barriers
Markets and the New Geography of Trade: The Effects of Rising Trade Barriers...markets (EMs), which have become increasingly exposed to global trade.
URL: https://www.federalreserve.gov/econres/ifdp/emerging-markets-and-the-new-geography-of-trade-the-effects-of-rising-trade-barriers.htm
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The Fed - Frequency of Observation and the Estimation of Integrated Volatility in Deep and Liquid Financial Markets
Markets Alain P. Chaboud, Benjamin Chiquoine, Erik Hjalmarsson, and Mico...market microstructure noise, government bond markets, foreign exchange
URL: https://www.federalreserve.gov/econres/ifdp/frequency-of-observation-and-the-estimation-of-integrated-volatility-in-deep-and-liquid-financial-markets.htm
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The Fed - Generating Options-Implied Probability Densities to Understand Oil Market Events
Market Events Deepa Dhume Datta, Juan M. Londono, and Landon J. Ross Abstract
URL: https://www.federalreserve.gov/econres/ifdp/generating-options-implied-probability-densities-to-understand-oil-market-events.htm
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The Fed - U.S. Unconventional Monetary Policy and Transmission to Emerging Market Economies
Market Economies David Bowman, Juan M. Londono, and Horacio Sapriza Abstract...market economies (EMEs), and we analyze how these effects depend on country-specifc
URL: https://www.federalreserve.gov/econres/ifdp/us-unconventional-monetary-policy-and-transmission-to-emerging-market-economies.htm
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The Fed - Information Sharing and Stock Market Participation: Evidence from Extended Families
Market Participation: Evidence from Extended Families Geng Li Abstract...market within the next five years is about 30 percent higher if their
URL: https://www.federalreserve.gov/econres/feds/information-sharing-and-stock-market-participation-evidence-from-extended-families.htm
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The Fed - Systemic Credit Risk Premium: Insights from Credit Derivatives Markets
Markets Kiwoong Byun, Baeho Kim, and Dong Hwan Oh Abstract: This study...market-implied premiums for bearing systemic credit risk by analyzing
URL: https://www.federalreserve.gov/econres/feds/default-clustering-risk-premium-and-its-cross-market-asset-pricing-implications.htm
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The Fed - The Effects of Past Entry, Market Consolidation, and Expansion by Incumbents on the Probability of Entry
Market Consolidation, and Expansion by Incumbents on the Probability of...market, variables such as per capita income, population growth and past
URL: https://www.federalreserve.gov/econres/feds/the-effects-of-past-entry-market-consolidation-and-expansion-by-incumbents-on-the-probability-of-entry.htm
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The Fed - Cheapest-to-Deliver Pricing, Optimal MBS Securitization, and Market Quality
market quality when the secondary market structure leads to cheapest-to-deliver...market and high-value MBS outside the TBA market. We then present a model
URL: https://www.federalreserve.gov/econres/feds/cheapest-to-deliver-pricing-optimal-mbs-securitization-and-market-quality.htm
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