Board of Governors of the Federal Reserve System

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• The Fed - Extracting Information from Trading Volume

  and then normally) distributed around zero. The volume-based conditional...price and trading volume. Full paper (367 KB Postscript) Keywords: Information

  URL: https://www.federalreserve.gov/econres/feds/extracting-information-from-trading-volume.htm
  



• The Fed - Modeling Money Market Spreads: What Do We Learn about Refinancing Risk?

  price EURIBOR-based money market spreads vis-à-vis the overnight index

  URL: https://www.federalreserve.gov/econres/feds/modeling-money-market-spreads-what-do-we-learn-about-refinancing-risk.htm
  



• The Fed - Analyzing Alternative Intraday Credit Policies in Real-Time Gross Settlement Systems

  prices, collateral, and quantity limits have been chosen to manage the

  URL: https://www.federalreserve.gov/econres/feds/analyzing-alternative-intraday-credit-policies-in-real-time-gross-settlement-systems.htm
  



• The Fed - Interpreting Long-Horizon Estimates in Predictive Regressions

  dividend-price ratio, tend to deviate much less than exogenous regressors

  URL: https://www.federalreserve.gov/econres/ifdp/interpreting-long-horizon-estimates-in-predictive-regressions.htm
  



• The Fed - Detecting Lack of Identification in GMM

  pricing, instrumental variables PDF: Full Paper Disclaimer: The economic

  URL: https://www.federalreserve.gov/econres/ifdp/detecting-lack-of-identification-in-gmm.htm
  



• The Fed - Inflation Dynamics

  price model fits the U.S. data well. I examine the robustness of their

  URL: https://www.federalreserve.gov/econres/ifdp/inflation-dynamics.htm
  



• The Fed - Asset Returns with Earnings Management

  asset-pricing model with periodic revelations of the firm's underlying

  URL: https://www.federalreserve.gov/econres/ifdp/asset-returns-with-earnings-management.htm
  



• The Fed - Monetary Policy: Monetary Policy Report (Branch)

  price index CRE commercial real estate DI depository institution ECI employment

  URL: https://www.federalreserve.gov/monetarypolicy/2025-02-mpr-abbreviations.htm
  



• The Fed - What's Wrong with Annuity Markets?

  prices offered by U.S. life insurers from 1989 to 2019 and exogenous variations

  URL: https://www.federalreserve.gov/econres/feds/whats-wrong-with-annuity-markets.htm
  



• The Fed - Term Structure Estimation with Survey Data on Interest Rate Forecasts

  price of risk is beset by a severe small-sample problem arising from the

  URL: https://www.federalreserve.gov/econres/feds/term-structure-estimation-with-survey-data-on-interest-rate-forecasts.htm
  

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