Board of Governors of the Federal Reserve System

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• Frequently Asked Questions for Implementing Interagency Guidance on Leveraged Lending

  markets have all or many characteristics in common with the leveraged ...markets as leveraged for each industry to which the institution lends.

  URL: https://www.federalreserve.gov/frrs/guidance/frequently-asked-questions-for-implementing-interagency-guidance-on-leveraged-lending.htm
  



• The Fed - Relative Liquidity and Future Volatility

  markets, limit order book distribution, volatility predictability, liquidity

  URL: https://www.federalreserve.gov/econres/feds/relative-liquidity-and-future-volatility.htm
  



• The Fed - Zeroing in on the Expected Returns of Anomalies

  market anomalies by accounting for (1) effective bid-ask spreads, (2)

  URL: https://www.federalreserve.gov/econres/feds/zeroing-in-on-the-expected-returns-of-anomalies.htm
  



• The Fed - Employment in the Great Recession: How Important Were Household Credit Supply Shocks?

  market shares) of liquidity-driven lender shocks during the recession.

  URL: https://www.federalreserve.gov/econres/feds/employment-in-the-great-recession-how-important-were-household-credit-supply-shocks.htm
  



• The Fed - Financial Intermediation, Investment Dynamics and Business Cycle Fluctuations

  markets. I then construct a dynamic equilibrium model that matches these

  URL: https://www.federalreserve.gov/econres/feds/financial-intermediation-investment-dynamics-and-business-cycle-fluctuations.htm
  



• The Fed - The Marginal Effect of Government Mortgage Guarantees on Homeownership

  market by reducing the CLLs. Accessible materials (.zip) Keywords: Federal

  URL: https://www.federalreserve.gov/econres/feds/the-marginal-effect-of-government-mortgage-guarantees-on-homeownership.htm
  



• The Fed - A Test for Selection in Matched Administrative Earnings Data

  labor-market behavior: labor-force participation, self-employment, and

  URL: https://www.federalreserve.gov/econres/feds/a-test-for-selection-in-matched-administrative-earnings-data.htm
  



• The Fed - Internal Migration in the United States

  market contraction and the economic recession in reducing migration recently

  URL: https://www.federalreserve.gov/econres/feds/internal-migration-in-the-united-states.htm
  



• The Fed - Biased Shorts: Short sellers' Disposition Effect and Limits to Arbitrage

  market participants. Keywords: Short selling, Disposition effect, Behavioral

  URL: https://www.federalreserve.gov/econres/ifdp/biased-shorts-short-sellers39-disposition-effect-and-limits-to-arbitrage.htm
  



• The Fed - Does Smooth Ambiguity Matter for Asset Pricing?

  market and aggregate consumption data, our estimation provides statistical

  URL: https://www.federalreserve.gov/econres/ifdp/does-smooth-ambiguity-matter-for-asset-pricing.htm
  

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