Search Results
Documents are displayed in order of relevance.
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The Fed - Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence
market returns, with the predictability especially strong at the 2-4 month...market returns, global variance risk PDF: Full Paper
URL: https://www.federalreserve.gov/econres/feds/stock-return-predictability-and-variance-risk-premia-statistical-inference-and-international-evidence.htm
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The Fed - Who is Minding the Store? Order Routing and Competition in Retail Trade Execution
market, focusing on brokers’ order routing and competition among wholesalers...market. DOI: https://doi.org/10.17016/FEDS.2024.080 PDF: Full Paper Disclaimer
URL: https://www.federalreserve.gov/econres/feds/who-is-minding-the-store-order-routing-and-competition-in-retail-trade-execution.htm
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FRB: FEDS Notes: Credit Availability and the Decline in Mortgage Lending to Minorities after the Housing Boom, Accessible Data
Market shares of owner-occupied home purchase loans Year Black Hispanic...market shares for other minority groups such as Asians and Native Americans
URL: https://www.federalreserve.gov/econresdata/notes/feds-notes/2016/credit-availability-and-the-decline-in-mortgage-lending-to-minorities-after-the-housing-boom-accessible-20160929.html
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The Fed - A Non-Random Walk Revisited: Short- and Long-Term Memory in Asset Prices
markets with a poor Sharpe ratio are more likely to reject the random ...markets. We also make a methodological contribution. Contrary to the Baillie
URL: https://www.federalreserve.gov/econres/ifdp/a-non-random-walk-revisited-short-and-long-term-memory-in-asset-prices.htm
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The Fed - International Economic Implications of the End of the Soviet Union
market reforms, regardless of what happens on the world oil market. However
URL: https://www.federalreserve.gov/econres/ifdp/international-economic-implications-of-the-end-of-the-soviet-union.htm
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The Fed - Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel During the European Sovereign Crisis
market funds. (2) The branches with curtailed access to large time deposits...market funds, liquidity management PDF: Full Paper
URL: https://www.federalreserve.gov/econres/ifdp/liquidity-shocks-dollar-funding-costs-and-the-bank-lending-channel-during-the-european-sovereign-crisis.htm
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The Fed - Monetary Policy Expectations, Fund Managers, and Fund Returns: Evidence from China
market participants to make decisions that depend on the future path of...market-based and model-based alternative projections. We find that expectations
URL: https://www.federalreserve.gov/econres/ifdp/monetary-policy-expectations-fund-managers-and-fund-returns-evidence-from-china.htm
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The Fed - On the Fragility of Gains from Trade under Continuously Differentiated Bertrand Competition
markets. Despite this development, most still agree there are good reasons...markets, international price Nash duopoly, spatial price competition PDF
URL: https://www.federalreserve.gov/econres/ifdp/on-the-fragility-of-gains-from-trade-under-continuously-differentiated-bertrand-competition.htm
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The Fed - Sovereign Debt Crises and Credit to the Private Sector
markets. Using fixed effect analysis, we estimate that sovereign debt ...market private firms, both during debt renegotiations and for over two
URL: https://www.federalreserve.gov/econres/ifdp/sovereign-debt-crises-and-credit-to-the-private-sector.htm
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The Fed - Taxonomy of Global Risk, Uncertainty, and Volatility Measures
market participants, policy makers, and researchers in their analyses....asset-market-based measures of risk uncertainty for equity prices, interest
URL: https://www.federalreserve.gov/econres/ifdp/taxonomy-of-global-risk-uncertainty-and-volatility-measures.htm
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