Search Results
Documents are displayed in order of relevance.
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Speech by Chairman Bernanke on monetary policy and the global economy - Federal Reserve Board
remain, to varying extents, in the grip of slow recoveries from the Great...contained, central banks in these countries are providing accommodative
URL: https://www.federalreserve.gov/newsevents/speech/bernanke20130325a.htm
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The Fed - Trading Activity and Price Volatility in the Municipal Bond Market
Volatility in the Municipal Bond Market Chris Downing and Frank Zhang ...volume-volatility relationship in the muni market. We find a positive
URL: https://www.federalreserve.gov/econres/feds/trading-activity-and-price-volatility-in-the-municipal-bond-market.htm
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The Fed - Declining Required Reserves and the Volatility of the Federal Funds Rate
Volatility of the Federal Funds Rate James A. Clouse and Douglas W. Elmendorf...volatility of the federal funds rate, but similarly low balances in 1996
URL: https://www.federalreserve.gov/econres/feds/declining-required-reserves-and-the-volatility-of-the-federal-funds-rate.htm
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The Fed - Volatility, Money Market Rates, and the Transmission of Monetary Policy
Volatility, Money Market Rates, and the Transmission of Monetary Policy...volatility in the federal funds market on the expectations hypothesis
URL: https://www.federalreserve.gov/econres/feds/volatility-money-market-rates-and-the-transmission-of-monetary-policy.htm
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Federal Reserve Board - Understanding Global Volatility Accessible Data
Volatility Accessible Data Table 1 Table 1 shows the unconditional correlation...volatility and the option-implied volatility of the following countries
URL: https://www.federalreserve.gov/econres/notes/ifdp-notes/understanding-global-volatility-accessible-20180119.htm
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The Fed - Evaluating Correlation Breakdowns during Periods of Market Volatility
Volatility Mico Loretan and William B. English Abstract: Financial market...volatility, correlations between asset prices can differ substantially
URL: https://www.federalreserve.gov/econres/ifdp/evaluating-correlation-breakdowns-during-periods-of-market-volatility.htm
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The Fed - Anticipations of Foreign Exchange Volatility and Bid-Ask Spreads
volatility on bid-ask spreads. The anticipated volatility is extracted...volatility on the spreads. Although the spread-volatility relations implied
URL: https://www.federalreserve.gov/econres/ifdp/anticipations-of-foreign-exchange-volatility-and-bid-ask-spreads.htm
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The Fed - Menu Costs, Trade Flows, and Exchange Rate Volatility
Volatility Logan T. Lewis Abstract: U.S. imports and exports respond little
URL: https://www.federalreserve.gov/econres/ifdp/menu-costs-trade-flows-and-exchange-rate-volatility.htm
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The Fed - Interest Rate Volatility and Sudden Stops: An Empirical Investigation
Volatility and Sudden Stops: An Empirical Investigation Ricardo Reyes-Heroles...volatility of interest rates at which emerging economies borrow from international
URL: https://www.federalreserve.gov/econres/ifdp/interest-rate-volatility-and-sudden-stops-an-empirical-investigation.htm
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The Fed - The Effects of Asymmetric Volatility and Jumps on the Pricing of VIX Derivatives
volatility to accommodate asymmetric volatility. Second, upward and downward...volatility, volatility smile DOI: http://dx.doi.org/10.17016/FEDS.2015.071
URL: https://www.federalreserve.gov/econres/feds/the-effects-of-asymmetric-volatility-and-jumps-on-the-pricing-of-vix-derivatives.htm
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