Board of Governors of the Federal Reserve System

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• The Fed - Country Risk, International Lending, and Exchange Rate Determination

  Rate Determination Michael P. Dooley and Peter Isard PDF: Full Paper Disclaimer

  URL: https://www.federalreserve.gov/econres/ifdp/country-risk-international-lending-and-exchange-rate-determination.htm
  



• The Fed - Option-Implied Libor Rate Expectations across Currencies

  Rate Expectations across Currencies Nick Gebbia Abstract: In this paper...rates denominated in British pounds, euros, and US dollars as implied

  URL: https://www.federalreserve.gov/econres/ifdp/option-implied-libor-rate-expectations-across-currencies.htm
  



• The Fed - Scarcity of Safe Assets and Global Neutral Interest Rates

  Rates Thiago Ferreira and Samer Shousha Abstract: We quantitatively evaluate...rates. Using an empirical cross-country state-space model, we find that

  URL: https://www.federalreserve.gov/econres/ifdp/scarcity-of-safe-assets-and-global-neutral-interest-rates.htm
  



• The Fed - The Dynamics of Interest Rate and Tax Rules in a Stochastic Model

  Rate and Tax Rules in a Stochastic Model Eric M. Leeper Abstract: A simple...rate reverses the usual Granger-causal ordering between deficits and monetization

  URL: https://www.federalreserve.gov/econres/ifdp/the-dynamics-of-interest-rate-and-tax-rules-in-a-stochastic-model.htm
  



• The Fed - The Effect of Markups on the Exchange Rate Exposure of Stock Returns

  Rate Exposure of Stock Returns George Allayannis and Jane Ihrig Abstract...exchange-rate exposure of stock returns. We develop a theoretical model

  URL: https://www.federalreserve.gov/econres/ifdp/the-effect-of-markups-on-the-exchange-rate-exposure-of-stock-returns.htm
  



• The Fed - Exchange-Rate Flexibility and the Efficiency of the Foreign-Exchange Markets

  Exchange-Rate Flexibility and the Efficiency of the Foreign-Exchange Markets

  URL: https://www.federalreserve.gov/econres/ifdp/exchange-rate-flexibility-and-the-efficiency-of-the-foreign-exchange-markets.htm
  



• The Fed - Real Exchange Rate Movements in High Inflation Countries

  Rate Movements in High Inflation Countries John H. Rogers and Ping Wang...rates of four high inflation countries, for which monetary shocks are

  URL: https://www.federalreserve.gov/econres/ifdp/real-exchange-rate-movements-in-high-inflation-countries.htm
  



• The Fed - The Use of Interest Rate Policies as a Stimulus to Economic Growth

  Rate Policies as a Stimulus to Economic Growth Robert F. Emery PDF: Full

  URL: https://www.federalreserve.gov/econres/ifdp/the-use-of-interest-rate-policies-as-a-stimulus-to-economic-growth.htm
  



• The Fed - A Bivariate Model of Fed and ECB Main Policy Rates

  Rates Chiara Scotti Abstract: This paper studies when and by how much ...rates. I develop a new nonlinear bivariate framework, which allows for

  URL: https://www.federalreserve.gov/econres/ifdp/a-bivariate-model-of-fed-and-ecb-main-policy-rates.htm
  



• The Fed - Exchange-Rate Effects on China's Trade: An Interim Report

  Exchange-Rate Effects on China's Trade: An Interim Report Jaime Marquez...rates. The few estimates available suffer from two limitations. First,

  URL: https://www.federalreserve.gov/econres/ifdp/exchange-rate-effects-on-china39s-trade-an-interim-report.htm
  

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