Board of Governors of the Federal Reserve System

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• The Fed - When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance

  risk-free rate in equilibrium. Our empirical analysis shows that the equity

  URL: https://www.federalreserve.gov/econres/feds/when-uncertainty-and-volatility-are-disconnected.htm
  



• The Fed - Housing, House Prices, and the Equity Premium Puzzle

  risk-free rate the model can generate is 11 percent. Keywords: House prices

  URL: https://www.federalreserve.gov/econres/feds/housing-house-prices-and-the-equity-premium-puzzle.htm
  



• The Fed - Information Friction in OTC Interdealer Markets

  risk amongst themselves. Contrary to the popular conception that search

  URL: https://www.federalreserve.gov/econres/feds/information-friction-in-otc-interdealer-markets.htm
  



• The Fed - Insurers' Investments and Insurance Prices

  risk and, therefore, earn higher average investment returns; (2) insurers

  URL: https://www.federalreserve.gov/econres/feds/insurers-investments-and-insurance-prices.htm
  



• The Fed - Spectral backtests unbounded and folded

  Risk management DOI: https://doi.org/10.17016/FEDS.2024.060 PDF: Full

  URL: https://www.federalreserve.gov/econres/feds/spectral-backtests-unbounded-and-folded.htm
  



• The Fed - Acquistion Targets and Motives in the Banking Industry

  competing-risk hazard model that reveals important differences that depend

  URL: https://www.federalreserve.gov/econres/feds/acquistion-targets-and-motives-in-the-banking-industry.htm
  



• The Fed - Racial Differences in Short-Run Earnings Stability and Implications for Credit Markets

  risk, race, earnings variance, mortgages PDF: Full Paper Disclaimer: The

  URL: https://www.federalreserve.gov/econres/feds/racial-differences-in-short-run-earnings-stability-and-implications-for-credit-markets.htm
  



• The Fed - The Recall and New Job Search of Laid-off Workers: A Bivariate Proportional Hazard Model with Unobserved Heterogeneity

  risks model with explicitly related hazards. We find only a small negative

  URL: https://www.federalreserve.gov/econres/feds/the-recall-and-new-job-search-of-laid-off-workers-a-bivariate-proportional-hazard-model-with-unobserved-heterogeneity.htm
  



• The Fed - The Role of Race in Mortgage Lending: Revisiting the Boston Fed Study

  risk PDF: Full Paper Disclaimer: The economic research that is linked

  URL: https://www.federalreserve.gov/econres/feds/the-role-of-race-in-mortgage-lending-revisiting-the-boston-fed-study.htm
  



• The Fed - Cross-Border Diversification in Bank Asset Portfolios

  risk increases the degree of over-investment. Keywords: International

  URL: https://www.federalreserve.gov/econres/feds/cross-border-diversification-in-bank-asset-portfolios.htm
  

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