Search Results
Documents are displayed in order of relevance.
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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 - 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 - Disaster Risk and Asset Returns: An International Perspective
Risk and Asset Returns: An International Perspective Karen K. Lewis and...risk model. This paper shows that standard U.S.-based disaster risk model
URL: https://www.federalreserve.gov/econres/ifdp/disaster-risk-and-asset-returns-an-international-perspective.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 - 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 - Variance Risk Premiums and the Forward Premium Puzzle
risk premium at a medium 6-month horizon and by the stock variance risk...risk premiums are quite low. Interestingly the currency variance risk
URL: https://www.federalreserve.gov/econres/ifdp/variance-risk-premiums-and-the-forward-premium-puzzle.htm
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The Fed - Specification Analysis of Structural Credit Risk Models
Risk Models Jing-zhi Huang and Hao Zhou Abstract: In this paper we conduct...risk models, using term structure of credit default swap (CDS) spreads
URL: https://www.federalreserve.gov/econres/feds/specification-analysis-of-structural-credit-risk-models.htm
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The Fed - Macro Risks and the Term Structure of Interest Rates
Risks and the Term Structure of Interest Rates Geert Bekaert, Eric Engstrom...risks significantly contribute to the variation yields, risk premiums
URL: https://www.federalreserve.gov/econres/feds/macro-risks-and-the-term-structure-of-interest-rates.htm
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The Fed - Options on Interbank Rates and Implied Disaster Risk
Risk Hitesh Doshi, Hyung Joo Kim, and Sang Byung Seo Abstract: The identification...risk. We propose a risk-based model in which macroeconomic disasters are
URL: https://www.federalreserve.gov/econres/feds/options-on-interbank-rates-and-implied-disaster-risk.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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