Board of Governors of the Federal Reserve System

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• The Fed - On the Inverse of the Covariance Matrix in Portfolio Analysis

  risk-return efficiency locus faced by the individual investor, and (3)

  URL: https://www.federalreserve.gov/econres/ifdp/on-the-inverse-of-the-covariance-matrix-in-portfolio-analysis.htm
  



• The Fed - The Sovereignty Option: The Quebec Referendum and Market Views on the Canadian Dollar

  risk-neutral distribution for the Canadian dollar in the days before and

  URL: https://www.federalreserve.gov/econres/ifdp/the-sovereignty-option-the-quebec-referendum-and-market-views-on-the-canadian-dollar.htm
  



• The Fed - Option-Implied Libor Rate Expectations across Currencies

  risk-neutral probability densities regarding future Libor rates denominated

  URL: https://www.federalreserve.gov/econres/ifdp/option-implied-libor-rate-expectations-across-currencies.htm
  



• The Fed - On the Sequencing of Projects, Reputation Building, and Relationship Finance

  risk of strategic default is low, the benefits from reputation building

  URL: https://www.federalreserve.gov/econres/ifdp/on-the-sequencing-of-projects-reputation-building-and-relationship-finance.htm
  



• The Fed - Dodd-Frank Act Stress Test 2019: Supervisory Stress Test Methodology Accessible Version

  operational-risk events and OREO costs.) PPNR plus other revenue, minus

  URL: https://www.federalreserve.gov/publications/2019-march-dodd-frank-act-supervisory-stress-test-methodology-accessible-version.htm
  



• The Fed - Term Structure of Interest Rates with Regime Shifts

  risks are subject to discrete regime shifts. Empirical evidence from Efficient

  URL: https://www.federalreserve.gov/econres/feds/term-structure-of-interest-rates-with-regime-shifts.htm
  



• The Fed - Interest on Reserves and Arbitrage in Post-Crisis Money Markets

  risk-free trades, banks earn the spread between interest on reserves and

  URL: https://www.federalreserve.gov/econres/feds/interest-on-reserves-and-arbitrage-in-post-crisis-money-markets.htm
  



• The Fed - Going Entrepreneurial? IPOs and New Firm Creation

  risks associated with joining a startup or to obtain funding. Our results

  URL: https://www.federalreserve.gov/econres/feds/going-entrepreneurial-ipos-and-new-firm-creation.htm
  



• The Fed - The Dark Side of Competitive Pressure

  risk neutral, and agency problems are absent. We show that competitive

  URL: https://www.federalreserve.gov/econres/feds/the-dark-side-of-competitive-pressure.htm
  



• The Fed - Credit Supply to Personal Bankruptcy Filers: Evidence from Credit Card Mailings

  risk--those with a bankruptcy history. On average, over one-fifth of personal

  URL: https://www.federalreserve.gov/econres/feds/credit-supply-to-personal-bankruptcy-filers-evidence-from-credit-card-mailings.htm
  

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