Board of Governors of the Federal Reserve System

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• The Fed - Variance Risk Premium Components and International Stock Return Predictability

  market turmoil. We then provide robust evidence that decomposing VP into...markets mostly through financial integration (real economic integration

  URL: https://www.federalreserve.gov/econres/ifdp/variance-risk-premium-components-and-international-stock-return-predictability.htm
  



• The Fed - A Model of Arbitrage and Short-Term Capital Flows

  policy community, and the broader public are important to sharpening our

  URL: https://www.federalreserve.gov/econres/ifdp/a-model-of-arbitrage-and-short-term-capital-flows.htm
  



• The Fed - Anticipations of Foreign Exchange Volatility and Bid-Ask Spreads

  market's perceived exchange rate volatility on bid-ask spreads. The anticipated...policy community, and the broader public are important to sharpening our

  URL: https://www.federalreserve.gov/econres/ifdp/anticipations-of-foreign-exchange-volatility-and-bid-ask-spreads.htm
  



• The Fed - Central Bank Independence, Inflation and Growth in Transition Economies

  market-based systems. First, increased central bank independence has tended...policy community, and the broader public are important to sharpening our

  URL: https://www.federalreserve.gov/econres/ifdp/central-bank-independence-inflation-and-growth-in-transition-economies.htm
  



• The Fed - Changes in Job Quality and Trends in Labor Hours

  policy community, and the broader public are important to sharpening our

  URL: https://www.federalreserve.gov/econres/ifdp/changes-in-job-quality-and-trends-in-labor-hours.htm
  



• The Fed - Currency Hedging and Corporate Governance: A Cross-country Analysis

  policies, corporate governance, and other financial policies. Overall,...policy community, and the broader public are important to sharpening our

  URL: https://www.federalreserve.gov/econres/ifdp/currency-hedging-and-corporate-governance-a-cross-country-analysis.htm
  



• The Fed - Fighting Against Currency Depreciation, Macroeconomic Instability and Sudden Stops

  policy that responds to depreciation may have contributed to generating...Policies, Currency Depreciation, Self-fulfilling Cycles, Sudden Stops,

  URL: https://www.federalreserve.gov/econres/ifdp/fighting-against-currency-depreciation-macroeconomic-instability-and-sudden-stops.htm
  



• The Fed - General-to-specific Modeling: An Overview and Selected Bibliography

  policy community, and the broader public are important to sharpening our

  URL: https://www.federalreserve.gov/econres/ifdp/general-to-specific-modeling-an-overview-and-selected-bibliography.htm
  



• The Fed - High Frequency Data, Frequency Domain Inference and Volatility Forecasting

  market volatility using high frequency data. The method avoids using a...policy community, and the broader public are important to sharpening our

  URL: https://www.federalreserve.gov/econres/ifdp/high-frequency-data-frequency-domain-inference-and-volatility-forecasting.htm
  



• The Fed - Human Capital Accumulation, Fertility and Growth: A Re-Analysis

  policy community, and the broader public are important to sharpening our

  URL: https://www.federalreserve.gov/econres/ifdp/human-capital-accumulation-fertility-and-growth-a-re-analysis.htm
  

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