Board of Governors of the Federal Reserve System

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• 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 - The Dollar and Corporate Borrowing Costs

  risk taking. DOI: https://doi.org/10.17016/IFDP.2021.1312 PDF: Full Paper

  URL: https://www.federalreserve.gov/econres/ifdp/the-dollar-and-corporate-borrowing-costs.htm
  



• The Fed - Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated

  risk of concluding that completely unrelated series are cointegrated is

  URL: https://www.federalreserve.gov/econres/ifdp/testing-for-cointegration-using-the-johansen-methodology-when-variables-are-near-integrated.htm
  



• The Fed - Geopolitics and the U.S. Dollar's Future as a Reserve Currency

  risk in shaping the U.S. dollar's status as the primary currency used

  URL: https://www.federalreserve.gov/econres/ifdp/geopolitics-and-the-us-dollars-future-as-a-reserve-currency.htm
  



• FRB: H.2--Board Actions--Week ending August 31, 2013

  Risk Report (FR Y-15). -Proposed, August 26, 2013 Regulations and Policies...Risk Retention) -- publication for comment of revised interagency proposed

  URL: https://www.federalreserve.gov/Releases/H2/20130831/default.htm
  



• The Fed - The Collateral Premium and Levered Safe-Asset Production

  risk. Accessible materials (.zip) DOI: https://doi.org/10.17016/FEDS.2022.046

  URL: https://www.federalreserve.gov/econres/feds/the-collateral-premium-and-levered-safe-asset-production.htm
  



• The Fed - Term Structure Estimation with Survey Data on Interest Rate Forecasts

  risk is beset by a severe small-sample problem arising from the highly

  URL: https://www.federalreserve.gov/econres/feds/term-structure-estimation-with-survey-data-on-interest-rate-forecasts.htm
  

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