Board of Governors of the Federal Reserve System

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• The Fed - A Closer Look at the Sensitivity Puzzle: The Sensitivity of Expected Future Short Rates and Term Premia to Macroeconomic News

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

  URL: https://www.federalreserve.gov/econres/feds/a-closer-look-at-the-sensitivity-puzzle-the-sensitivity-of-expected-future-short-rates-and-term-premia-to-macroeconomic-new.htm
  



• The Fed - End of an Era: The Coming Long-Run Slowdown in Corporate Profit Growth and Stock Returns

  risk-free rates alone accounts for all of the expansion in price-to-earnings

  URL: https://www.federalreserve.gov/econres/feds/end-of-an-era-the-coming-long-run-slowdown-in-corporate-profit-growth-and-stock-returns.htm
  



• The Fed - Estimates of the Term Premium on Near-dated Federal Funds Futures Contracts

  risk premium on federal funds futures is either less than or equal to

  URL: https://www.federalreserve.gov/econres/feds/estimates-of-the-term-premium-on-near-dated-federal-funds-futures-contracts.htm
  



• The Fed - An Empirical Analysis of Bond Recovery Rates: Exploring a Structural View of Default

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

  URL: https://www.federalreserve.gov/econres/feds/an-empirical-analysis-of-bond-recovery-rates-exploring-a-structural-view-of-default.htm
  



• The Fed - Do Nonfinancial Firms Use Interest Rate Derivatives to Hedge?

  risk management, debt maturity PDF: Full Paper Disclaimer: The economic

  URL: https://www.federalreserve.gov/econres/feds/do-nonfinancial-firms-use-interest-rate-derivatives-to-hedge.htm
  



• The Fed - From the Horse's Mouth: Gauging Conditional Expected Stock Returns from Investor Surveys

  risk aversion. Keywords: Equity premium, expected returns, behavioral

  URL: https://www.federalreserve.gov/econres/feds/from-the-horse39s-mouth-gauging-conditional-expected-stock-returns-from-investor-surveys.htm
  



• The Fed - Life-Cycle Portfolio Choices and Heterogeneous Stock Market Expectations

  risk aversion than models that have aimed to match age profiles of wealth

  URL: https://www.federalreserve.gov/econres/feds/life-cycle-portfolio-choices-and-heterogeneous-stock-market-expectations.htm
  



• The Fed - Factor Selection and Structural Breaks

  risk factors in an asset pricing model that allows the set to change at

  URL: https://www.federalreserve.gov/econres/feds/factor-selection-and-structural-breaks.htm
  



• The Fed - International Capital Mobility in the 1990s

  risks to their lifetime consumption profiles. Third, new saving, regardless

  URL: https://www.federalreserve.gov/econres/ifdp/international-capital-mobility-in-the-1990s.htm
  



• The Fed - Foreign Participation in Local-Currency Bond Markets

  risk that U.S. investors appear to shun. Taken as a whole our results

  URL: https://www.federalreserve.gov/econres/ifdp/foreign-participation-in-local-currency-bond-markets.htm
  

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