Board of Governors of the Federal Reserve System

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• 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 - 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 - 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 - 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 - 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 - 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
  



• FRB: March 2008 Statistical Supplement--Foreign Transactions in Securities

  Bonds 27 Foreign purchases 1,572,160 2,050,451 258,288 164,857 166,107...Bonds 3 53 Foreign purchases 1,678,464 1,912,345 127,717 137,269 155,190

  URL: https://www.federalreserve.gov/pubs/supplement/2008/03/table3_24p1.htm
  



• FRB: November 2006 Statistical Supplement--Foreign Transactions in Securities

  Bonds 27 Foreign purchases 1,209,381 1,098,131 1,043,088 106,328 116,264...Bonds 3 53 Foreign purchases 1,171,415 1,277,006 1,085,207 140,421 108,176

  URL: https://www.federalreserve.gov/pubs/supplement/2006/11/table3_24p1.htm
  



• FRB: July 2006 Statistical Supplement--New Security Issues, U.S. Corporations

  Bonds 2 1,692,260 1,923,094 2,323,735 215,978 217,950 176,725 209,117 ...bonds, and private placements listed. Stock data include ownership securities

  URL: https://www.federalreserve.gov/pubs/supplement/2006/07/table1_46.htm
  

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