Board of Governors of the Federal Reserve System

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• The Fed - The Revealed Competitiveness of U.S. Exports

  market share is not a sufficient statistic for competitiveness. Full paper

  URL: https://www.federalreserve.gov/econres/ifdp/the-revealed-competitiveness-of-us-exports.htm
  



• The Fed - Housing, Home Production, and the Equity and Value Premium Puzzles

  market consumption and a home consumption good that is produced as an

  URL: https://www.federalreserve.gov/econres/ifdp/housing-home-production-and-the-equity-and-value-premium-puzzles.htm
  



• The Fed - Information Systems for Risk Management

  Market risk, Value at Risk, risk measurement PDF: Full Paper Disclaimer

  URL: https://www.federalreserve.gov/econres/ifdp/information-systems-for-risk-management.htm
  



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

  market events. Next, I compute distributional moments from density functions

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



• The Fed - Putting 'M' Back in Monetary Policy

  market, monetary policy rules, identified VAR PDF: Full Paper Disclaimer

  URL: https://www.federalreserve.gov/econres/ifdp/putting-39m39-back-in-monetary-policy.htm
  



• The Fed - U.S. Banks and Global Liquidity

  markets in the post-Global Financial Crisis regulatory environment and

  URL: https://www.federalreserve.gov/econres/ifdp/u-s-banks-and-global-liquidity.htm
  



• The Fed - Global Spillovers of a China Hard Landing

  market spillovers Accessible materials (.zip) Note: On October 22, 2019

  URL: https://www.federalreserve.gov/econres/ifdp/global-spillovers-of-a-china-hard-landing.htm
  



• The Fed - Anticipations of Foreign Exchange Volatility and Bid-Ask Spreads

  market's perceived exchange rate volatility on bid-ask spreads. The anticipated

  URL: https://www.federalreserve.gov/econres/ifdp/anticipations-of-foreign-exchange-volatility-and-bid-ask-spreads.htm
  



• The Fed - Measuring the Implementation of the FSB Key Attributes of Effective Resolution Regimes for Financial Institutions in the European Union

  market commentary about whether post-crisis regulatory reforms in Europe

  URL: https://www.federalreserve.gov/econres/ifdp/measuring-the-implementation-of-the-fsb-key-attributes-of-effective-resolution-regimes.htm
  



• The Fed - Home Bias and High Turnover Reconsidered

  markets. Original version (PDF) Keywords: Transaction costs, international

  URL: https://www.federalreserve.gov/econres/ifdp/home-bias-and-high-turnover-reconsidered.htm
  

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