Search Results
Documents are displayed in order of relevance.
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Jumps in Bond Yields at Known Times
for. We show that the model implies a closed-form representation of yields...best known examples are Piazzesi (2001, 2005), but these papers’ focus
URL: https://www.federalreserve.gov/econresdata/feds/2014/files/2014100r1pap.pdf
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FRB: Senior Credit Officer Survey on Dealer Financing Terms, March 2013
Over-the-Counter Derivatives Securities Financing Special Questions The...over-the-counter (OTC) derivatives markets. In addition to the core set
URL: https://www.federalreserve.gov/econresdata/releases/SCOOS_201303.htm
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The Fed - Senior Credit Officer Opinion Survey, December 2025 - Accessible Version
price terms to: Hedge funds Panel 3: Respondents tightening price terms...price terms to: Trading REITs+ Panel 4: Respondents tightening price terms
URL: https://www.federalreserve.gov/data/scoos/scoos-202512-accessible.htm
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FRB: Senior Credit Officer Survey on Dealer Financing Terms, December 2014
price terms to: Hedge funds Panel 3: Respondents tightening price terms...price terms to: Mutual funds*+ Panel 4: Respondents tightening price terms
URL: https://www.federalreserve.gov/econresdata/releases/SCOOS_201412_accessible_data.htm
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FRB: Senior Credit Officer Survey on Dealer Financing Terms, June 2015
price terms to: Hedge funds Panel 3: Respondents tightening price terms...price terms to: Mutual funds Panel 4: Respondents tightening price terms
URL: https://www.federalreserve.gov/econresdata/releases/SCOOS_201506_accessible_data.htm
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FRB: Senior Credit Officer Survey on Dealer Financing Terms, March 2015
price terms to: Hedge funds Panel 3: Respondents tightening price terms...price terms to: Mutual funds Panel 4: Respondents tightening price terms
URL: https://www.federalreserve.gov/econresdata/releases/SCOOS_201503_accessible_data.htm
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Heterogeneity and Unemployment Dynamics
and James D. Hamilton‡ May 1, 2014 Revised: January 18, 2016 Abstract ...time—and therefore the exit rates for individuals in that group—depends
URL: https://www.federalreserve.gov/econresdata/feds/2016/files/2016012pap.pdf
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The Fed - Equity Financing Risk
pricing performance of linear factor models, delivering a significant reduction...pricing errors and their associated t-statistics for several anomalies
URL: https://www.federalreserve.gov/econres/feds/equity-financing-risk.htm
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The Fed - What Should Core Inflation Exclude?
price inflation excluding food and energy often performs worse than other...price level, core inflation PDF: Full Paper
URL: https://www.federalreserve.gov/econres/feds/what-should-core-inflation-exclude.htm
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The Fed - International Illiquidity
pricing model in which deviations of government bond yields from a fitted...prices internationally. Global illiquidity lowers the slope and increases
URL: https://www.federalreserve.gov/econres/ifdp/international-illiquidity.htm
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