Board of Governors of the Federal Reserve System

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• The Fed - Why Does the Yield Curve Predict GDP Growth? The Role of Banks

  rates) boosts bank profits and the supply of bank loans. Intuitively,

  URL: https://www.federalreserve.gov/econres/feds/why-does-the-yield-curve-predict-gdp-growth-the-role-of-banks.htm
  



• The Fed - Derivatives Pricing under Bilateral Counterparty Risk

  rate and the stochastic intensities of the counterparties' default times

  URL: https://www.federalreserve.gov/econres/feds/derivatives-pricing-under-bilateral-counterparty-risk.htm
  



• The Fed - Jump-Diffusion Processes and Affine Term Structure Models: Additional Closed-Form Approximate Solutions, Distributional Assumptions for Jumps, and Parameter Estimates

  rate follows a jump-diffusion process are difficult to solve, and the

  URL: https://www.federalreserve.gov/econres/feds/jump-diffusion-processes-and-affine-term-structure-models-additional-closed-form-approximate-solutions-distributional-assum.htm
  



• The Fed - Why and When do Spot Prices of Crude Oil Revert to Futures Price Levels?

  rates and convenience yield (the adjusted spot-futures spread), confirming

  URL: https://www.federalreserve.gov/econres/feds/why-and-when-do-spot-prices-of-crude-oil-revert-to-futures-price-levels.htm
  



• FRB: Annual Report 2014 - Federal Reserve System Audits

  skip to content Annual Report 2014 Previous Statistical Tables Contents Federal Reserve System Audits Next Federal Reserve System Budgets Federal

  URL: https://www.federalreserve.gov/publications/annual-report/2014-Federal-Reserve-System-Audits.htm
  



• SECTION 217.34—Derivative Contracts

  Rate of Dividends SECTION 209.5—The Share Register Regulation K: International

  URL: https://www.federalreserve.gov/frrs/regulations/section-21734-derivative-contracts.htm
  



• The Fed - A Solution to the Default Risk-Business Cycle Disconnect

  rate on working capital. Models of strategic default explain the cyclical

  URL: https://www.federalreserve.gov/econres/ifdp/a-solution-to-the-default-risk-business-cycle-disconnect.htm
  



• The Fed - Dollarization and Financial Integration

  rate regime impact its ability to borrow from abroad? We build a small

  URL: https://www.federalreserve.gov/econres/ifdp/dollarization-and-financial-integration.htm
  



• The Fed - Optimal Monetary Policy with Durable and Non-Durable Goods

  rates, the performance of the optimal policy rule can be closely approximated

  URL: https://www.federalreserve.gov/econres/ifdp/optimal-monetary-policy-with-durable-and-non-durable-goods.htm
  



• The Fed - The Monetary Transmission Mechanism in Mexico

  rate shocks is very significant. PDF: Full Paper Disclaimer: The economic

  URL: https://www.federalreserve.gov/econres/ifdp/the-monetary-transmission-mechanism-in-mexico.htm
  

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