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Documents are displayed in order of relevance.
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The Fed - Expectations of Risk and Return Among Household Investors: Are Their Sharpe Ratios Countercyclical?
Risk and Return Among Household Investors: Are Their Sharpe Ratios Countercyclical...risk and return are strongly influenced by economic prospects. When investors
URL: https://www.federalreserve.gov/econres/feds/expectations-of-risk-and-return-among-household-investors-are-their-sharpe-ratios-countercyclical.htm
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The Fed - A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules Michael...value-at-risk, the marginal capital requirement for an instrument depends
URL: https://www.federalreserve.gov/econres/feds/a-risk-factor-model-foundation-for-ratings-based-bank-capital-rules.htm
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The Fed - The Impact of Capital-Based Regulation on Bank Risk-Taking: A Dynamic Model
Risk-Taking: A Dynamic Model Paul S. Calem and Rafael Rob Abstract: In...risk, and capital-based premia do not deter risk-taking by well-capitalized
URL: https://www.federalreserve.gov/econres/feds/the-impact-of-capital-based-regulation-on-bank-risk-taking-a-dynamic-model.htm
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The Fed - Sharing Asymmetric Tail Risk: Smoothing, Asset Prices and Terms of Trade
Risk: Smoothing, Asset Prices and Terms of Trade Giancarlo Corsetti, Anna...risk. Using a two-country DSGE model, we provide an analytical and quantitative
URL: https://www.federalreserve.gov/econres/ifdp/sharing-asymmetric-tail-risk-smoothing-asset-prices-and-terms-of-trade.htm
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The Fed - The Information Content of Forward and Futures Prices: Market Expectations and the Price of Risk
Risk Sergey V. Chernenko, Krista B. Schwarz, and Jonathan H. Wright Abstract...risk. Full paper (screen reader version) Keywords: Forward contracts,
URL: https://www.federalreserve.gov/econres/ifdp/the-information-content-of-forward-and-futures-prices-market-expectations-and-the-price-of-risk.htm
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The Fed - Are Banks' Internal Risk Parameters Consistent? Evidence from Syndicated Loans
Risk Parameters Consistent? Evidence from Syndicated Loans Simon Firestone...risk parameters across banks can be at least partially explained by bank
URL: https://www.federalreserve.gov/econres/feds/are-banks39-internal-risk-parameters-consistent-evidence-from-syndicated-loans.htm
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The Fed - Default Risk and Private Student Loans: Implications for Higher Education Policies
Risk and Private Student Loans: Implications for Higher Education Policies...risk of default. College investment will therefore differ from a world
URL: https://www.federalreserve.gov/econres/feds/default-risk-and-private-student-loans-implications-for-higher-education-policies.htm
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The Fed - Fertility Choice in a Life Cycle Model with Idiosyncratic Uninsurable Earnings Risk
Risk Kamila Sommer Abstract: This paper studies the link between rising...risk. Building on Becker and Tomes (1976), I model fertility decisions
URL: https://www.federalreserve.gov/econres/feds/fertility-choice-in-a-life-cycle-model-with-idiosyncratic-uninsurable-earnings-risk.htm
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The Fed - Differential Treatment in the Bond Market: Sovereign Risk and Mutual Fund Portfolios
Risk and Mutual Fund Portfolios Nathan Converse and Enrico Mallucci Abstract...risk affect investors' behavior? We answer this question using a novel
URL: https://www.federalreserve.gov/econres/ifdp/differential-treatment-in-the-bond-market-sovereign-risk-and-mutual-fund-portfolios.htm
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The Fed - U.S. Real Interest Rates and Default Risk in Emerging Economies
Risk in Emerging Economies Nathan Foley-Fisher and Bernardo Guimaraes ...risk in emerging economies using the method of identification through
URL: https://www.federalreserve.gov/econres/ifdp/us-real-interest-rates-and-default-risk-in-emerging-economies.htm
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