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Documents are displayed in order of relevance.
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The Fed - Understanding the Role of Recovery in Default Risk Models: Empirical Comarisons and Implied Recovery Rates
Risk Models: Empirical Comarisons and Implied Recovery Rates Gurdip Bakshi...risk, bond valuation, interest rate PDF: Full Paper Disclaimer: The economic
URL: https://www.federalreserve.gov/econres/feds/understanding-the-role-of-recovery-in-default-risk-models-empirical-comarisons-and-implied-recovery-rates.htm
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The Fed - An Estimate of the Inflation Risk Premium Using a Three-Factor Affine Term Structure Model
Risk Premium Using a Three-Factor Affine Term Structure Model J. Benson...risk premiums, and inflation risk premiums by separately calibrating a
URL: https://www.federalreserve.gov/econres/feds/an-estimate-of-the-inflation-risk-premium-using-a-three-factor-affine-term-structure-model.htm
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The Fed - Price Level Risk and Some Long-Run Implications of Alternative Monetary Policy Strategies
Risk and Some Long-Run Implications of Alternative Monetary Policy Strategies...risk. As a result, such households can experience a significant reduction
URL: https://www.federalreserve.gov/econres/feds/price-level-risk-some-long-run-implications-alternative-monetary-policy-strategies.htm
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The Fed - Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
Risks of Individual Firms Benjamin Yibin Zhang, Hao Zhou, and Haibin Zhu...risk alone predicts 50 percent of the variation in CDS spreads, while
URL: https://www.federalreserve.gov/econres/feds/explaining-credit-default-swap-spreads-with-the-equity-volatility-and-jump-risks-of-individual-firms.htm
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The Fed - Terms-of-Trade Uncertainty and Economic Growth: Are Risk Indicators Significant in Growth Regressions?
Risk Indicators Significant in Growth Regressions? Enrique G. Mendoza ...risk, is found to be a key determinant of growth. This implies that welfare
URL: https://www.federalreserve.gov/econres/ifdp/terms-of-trade-uncertainty-and-economic-growth-are-risk-indicators-significant-in-growth-regressions.htm
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The Fed - A Test of the Existence of the Risk Premium in the Foreign Exchange Market vs. The Hypothesis of Perfect Substitulability
Risk Premium in the Foreign Exchange Market vs. The Hypothesis of Perfect
URL: https://www.federalreserve.gov/econres/ifdp/a-test-of-the-existence-of-the-risk-premium-in-the-foreign-exchange-market-vs-the-hypothesis-of-perfect-substitulability.htm
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The Fed - Sovereign Credit Risk, Banks' Government Support, and Bank Stock Returns Around the World
Risk, Banks' Government Support, and Bank Stock Returns Around the World
URL: https://www.federalreserve.gov/econres/ifdp/sovereign-credit-risk-banks39-government-support-and-bank-stock-returns-around-the-world.htm
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The Fed - Searching for Yield Abroad: Risk-Taking Through Foreign Investment in U.S. Bonds
Risk-Taking Through Foreign Investment in U.S. Bonds John Ammer, Stijn...risk-taking effects of low interest rates, now prevailing in many advanced
URL: https://www.federalreserve.gov/econres/ifdp/searching-for-yield-abroad-risk-taking-through-foreign-investment-in-us-bonds.htm
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Federal Reserve Board - Federal Regulators Reopen Comment Period for Correspondent Concentration Risks Guidance
Risks Guidance Board of Governors of the Federal Reserve System Federal...risks, originally published on September 25. The comment period will be
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20091112b.htm
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Federal Reserve Board - Agencies issue joint statement on crypto-asset risks to banking organizations
risks to banking organizations Board of Governors of the Federal Reserve...risks for banking organizations associated with crypto-assets and the
URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20230103a.htm
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