Board of Governors of the Federal Reserve System

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• The Fed - Options, Equity Risks, and the Value of Capital Structure Adjustments

  changes in excess of accounting data. They matter most during contractionary

  URL: https://www.federalreserve.gov/econres/feds/options-equity-risks-and-the-value-of-capital-structure-adjustments.htm
  



• The Fed - Declining Dynamism, Allocative Efficiency, and the Productivity Slowdown

  changes in productivity growth from the late 1990s to the mid 2000s using

  URL: https://www.federalreserve.gov/econres/feds/declining-dynamism-allocative-efficiency-and-the-productivity-slowdown.htm
  



• The Fed - Inflation Expectations and Recovery from the Depression in 1933: Evidence from the Narrative Record

  change DOI: http://dx.doi.org/10.17016/FEDS.2015.029 PDF: Full Paper

  URL: https://www.federalreserve.gov/econres/feds/inflation-expectations-and-recovery-from-the-depression-in-1933-evidence-from-the-narrative-record.htm
  



• The Fed - Information in Financial Markets: Who Gets It First?

  change reports while other investors' trades do not. In addition, hedge

  URL: https://www.federalreserve.gov/econres/feds/information-in-financial-markets-who-gets-it-first.htm
  



• The Fed - The Effects of Asymmetric Volatility and Jumps on the Pricing of VIX Derivatives

  changes in the VIX and in its stochastic volatility to accommodate asymmetric

  URL: https://www.federalreserve.gov/econres/feds/the-effects-of-asymmetric-volatility-and-jumps-on-the-pricing-of-vix-derivatives.htm
  



• The Fed - Identifying Foreign Suppliers in U.S. Import Data

  changes substantially by tracing trade back to the supplier's location

  URL: https://www.federalreserve.gov/econres/ifdp/identifying-foreign-suppliers-in-us-import-data.htm
  



• The Fed - Sovereign Credit Risk, Banks' Government Support, and Bank Stock Returns Around the World

  changes in sovereign credit ratings on bank stock returns using data for

  URL: https://www.federalreserve.gov/econres/ifdp/sovereign-credit-risk-banks39-government-support-and-bank-stock-returns-around-the-world.htm
  



• The Fed - The Effects of Liquidity Regulation on Bank Demand in Monetary Policy Operations

  change over time that allowed term deposits to count toward the LCR. Banks

  URL: https://www.federalreserve.gov/econres/feds/the-effects-of-liquidity-regulation-on-bank-demand-in-monetary-policy-operations.htm
  



• The Fed - Going Public Abroad

  changed over time and the factors that impact the choice of listing market

  URL: https://www.federalreserve.gov/econres/feds/going-public-abroad.htm
  



• The Fed - Quantitative easing and bank risk taking: evidence from lending

  change that strongly influenced the distribution of reserves in the banking

  URL: https://www.federalreserve.gov/econres/feds/quantitative-easing-and-bank-risk-taking-evidence-from-lending.htm
  

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