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The Fed - Computing Arbitrage-Free Yields in Multi-Factor Gaussian Shadow-Rate Term Structure Models
A. Priebsch Abstract: This paper develops a method to approximate arbitrage-free...a "shadow-rate model" as proposed by Black, 1995). The censoring ensures
URL: https://www.federalreserve.gov/econres/feds/computing-arbitrage-free-yields-in-multi-factor-gaussian-shadow-rate-term-structure-models.htm
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Federal Reserve Board - Federal Reserve announces new director of Management Division
A. Anderson as director of the Management Division and as the Board's ...M.B.A., both from Murray State University in Murray, Kentucky.
URL: https://www.federalreserve.gov/newsevents/pressreleases/other20110407a.htm
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Federal Reserve Board - Federal Reserve announces results of auction of $25 billion in 84-day credit held on August 11, 2008
a.m. EDT Share On August 11, 2008, the Federal Reserve conducted an auction...a.m. EDT on August 12, 2008. Participants have until noon EDT on August
URL: https://www.federalreserve.gov/newsevents/pressreleases/monetary20080812a.htm
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Federal Reserve Board - Federal Reserve announces results of auction of $50 billion in 28-day credit held on August 12, 2008
a.m. EDT Share On August 12, 2008, the Federal Reserve conducted an auction...a.m. EDT on August 13, 2008. Participants have until noon EDT on August
URL: https://www.federalreserve.gov/newsevents/pressreleases/monetary20080813a.htm
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Federal Reserve Board - Federal Reserve announces results of auction of $75 billion in 28-day credit held on August 25, 2008
a.m. EDT Share On August 25, 2008, the Federal Reserve conducted an auction...a.m. EDT on August 26, 2008. Participants have until 12:30 p.m. EDT on
URL: https://www.federalreserve.gov/newsevents/pressreleases/monetary20080826a.htm
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Federal Reserve Board - Federal Reserve announces results of auction of $25 billion in 84-day credit held on September 8, 2008
a.m. EDT Share On September 8, 2008, the Federal Reserve conducted an ...a.m. EDT on September 9, 2008. Participants have until noon EDT on September
URL: https://www.federalreserve.gov/newsevents/pressreleases/monetary20080909a.htm
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Federal Reserve Board - Federal Reserve announces results of auction of $25 billion in 28-day credit held on September 9, 2008
a.m. EDT Share On September 9, 2008, the Federal Reserve conducted an ...a.m. EDT on September 10, 2008. Participants have until noon EDT on September
URL: https://www.federalreserve.gov/newsevents/pressreleases/monetary20080910a.htm
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Federal Reserve Board - Federal Reserve announces results of auction of $75 billion in 28-day credit held on September 22, 2008
a.m. EDT Share On September 22, 2008, the Federal Reserve conducted an...a.m. EDT on September 23, 2008. Participants have until 12:30 p.m. EDT
URL: https://www.federalreserve.gov/newsevents/pressreleases/monetary20080923a.htm
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Federal Reserve Board - Federal Reserve announces results of auction of $150 billion in 17-day credit held on November 10, 2008
a.m. EST Share On November 10, 2008, the Federal Reserve conducted an ...a.m. EST on November 12, 2008. Participants have until 12:30 p.m. EST
URL: https://www.federalreserve.gov/newsevents/pressreleases/monetary20081112a.htm
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Federal Reserve Board - Federal Reserve announces results of auction of $150 billion in 13-day credit held on November 24, 2008
a.m. EST Share On November 24, 2008, the Federal Reserve conducted an ...a.m. EST on November 25, 2008. Participants have until 12:30 p.m. EST
URL: https://www.federalreserve.gov/newsevents/pressreleases/monetary20081125c.htm
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