Board of Governors of the Federal Reserve System

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• FRB: April 2007 Statistical Supplement--New Security Issues, U.S. Corporations

  Bonds 2 1,923,094 2,323,735 2,590,863 239,524 269,135 125,606 202,072 ...bonds, and private placements listed. Stock data include ownership securities

  URL: https://www.federalreserve.gov/pubs/supplement/2007/04/table1_46.htm
  



• The Fed - Patience, Persistence, and Welfare Costs of Incomplete Markets in Open Economies

  bonds are the only internationally traded asset, and we compare this welfare

  URL: https://www.federalreserve.gov/econres/ifdp/patience-persistence-and-welfare-costs-of-incomplete-markets-in-open-economies.htm
  



• The Fed - The Performance of International Portfolios

  bonds PDF: Full Paper Disclaimer: The economic research that is linked

  URL: https://www.federalreserve.gov/econres/ifdp/the-performance-of-international-portfolios.htm
  



• The Fed - Diversification, Original Sin, and International Bond Portfolios

  bonds are particularly sensitive to past and prospective returns volatility

  URL: https://www.federalreserve.gov/econres/ifdp/diversification-original-sin-and-international-bond-portfolios.htm
  



• The Fed - Decomposing the U.S. External Returns Differential

  bonds and equities within their U.S. portfolios. The poor timing of foreign

  URL: https://www.federalreserve.gov/econres/ifdp/decomposing-the-us-external-returns-differential.htm
  



• The Fed - Earnings Forecasts and the Predictability of Stock Returns: Evidence from Trading the S&P

  bonds. The estimation uses I/B/E/S analysts forecasts of S&P earnings.

  URL: https://www.federalreserve.gov/econres/feds/earnings-forecasts-and-the-predictability-of-stock-returns-evidence-from-trading-the-sampampp.htm
  



• The Fed - Regime-Shifts, Risk Premiums in the Term Structure, and the Business Cycle

  bonds; the R2 of this predictability regression can be as high as 30%.

  URL: https://www.federalreserve.gov/econres/feds/regime-shifts-risk-premiums-in-the-term-structure-and-the-business-cycle.htm
  



• The Fed - A margin call gone wrong: Credit, stock prices, and Germany's Black Friday 1927

  bonds, banks, credit unions, and other financial institutions, economic

  URL: https://www.federalreserve.gov/econres/feds/a-margin-call-gone-wrong-credit-stock-prices-and-germany39s-black-friday-1927.htm
  



• The Fed - Slow capital, fast prices: Shocks to funding liquidity and stock price reversals

  bonds, banks, credit unions, other financial institutions, economic history

  URL: https://www.federalreserve.gov/econres/feds/slow-capital-fast-prices-shocks-to-funding-liquidity-and-stock-price-reversals.htm
  



• The Fed - Statement by Governor Brainard, May 6, 2021

  bonds relative to Treasury yields are among the tightest we have seen

  URL: https://www.federalreserve.gov/publications/brainard-statement-20210506.htm
  

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