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The Fed - Impact of Leverage Ratio Relief Announcement and Expiry on Bank Stock Prices
4-factor model: $$$$ R_{jt} = \alpha + B_{j}R_{mt} + s_{j}SMB_t + h_{j...book-to-market portfolios minus the average return on two low book-to-market
URL: https://www.federalreserve.gov/econres/notes/feds-notes/impact-of-leverage-ratio-relief-announcement-and-expiry-on-bank-stock-prices-20230629.html
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The Fed - S.8.a State and Local Governments
3.4 -3.4 -3.4 -3.4 -3.4 -3.4 -3.4 -3.4 50 State and local governments;...99.4 40.2 14.8 67 State and local governments; nonfinancial assets (does
URL: https://www.federalreserve.gov/releases/z1/20210923/html/s8a.htm
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FRB: July 2007 Statistical Supplement--Selected U.S. Liabilities to Foreign Official Institutions
4 Marketable 1,102,333 1,271,174 1,112,617 1,211,819 1,271,174 1,268,092...Asia 1,640,968 1,915,307 1,679,350 1,851,747 1,915,307 1,958,809 1,979,785
URL: https://www.federalreserve.gov/pubs/supplement/2007/07/table3_15.htm
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The Fed - S.8.a State and Local Governments
3.4 -3.4 -3.4 -3.4 -3.4 -3.4 -3.4 -3.4 50 State and local governments;...99.3 9.6 -79.2 -168.6 64 State and local governments; nonfinancial assets
URL: https://www.federalreserve.gov/releases/z1/20230608/html/s8a.htm
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The Fed - L.213 Corporate and Foreign Bonds
9.9 11.8 9.8 10.2 9.9 9.8 9.6 10.1 42 Security brokers and dealers; corporate...348.4 348.5 344.8 348.4 353.4 360.4 47 Rest of the world: U.S. corporate
URL: https://www.federalreserve.gov/releases/z1/20231207/html/l213.htm
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The Fed - F.109 Monetary Authority
99.1 -198.0 -270.7 6.3 859.0 4077.9 14 Monetary authority; Treasury bills...99.3 -637.3 23.2 486.4 3701.7 29 Private depository institutions; vault
URL: https://www.federalreserve.gov/releases/z1/20200611/html/f109.htm
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The Fed - L.111 U.S.-Chartered Depository Institutions
9.9 9.5 9 7.9 6.5 5 16 U.S.-chartered depository institutions; private...99.5 83.3 80.9 32 Monetary authority; Federal Reserve float; asset FL713022003
URL: https://www.federalreserve.gov/releases/z1/20180308/html/l111.htm
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FRB: Z.1 Release--L.120--Federal Government Retirement Funds--March 9, 2006
Q4 2005 Q1 2005 Q2 2005 Q3 2005 Q4 Line Federal government retirement ...99.3 99.5 101.8 108.3 115.6 6 Federal government retirement funds miscellaneous
URL: https://www.federalreserve.gov/releases/z1/20060309/accessible/l120.htm
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FRB: Z.1 Release--L.121--Federal Government Retirement Funds--June 9, 2005
1.4 3.1 5.5 6.5 6.3 6.1 6.2 6.1 6.0 4 Federal government retirement funds...99.3 99.5 6 Federal government retirement funds miscellaneous assets (
URL: https://www.federalreserve.gov/releases/z1/20050609/accessible/l121.htm
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The Fed - S.8.a State and Local Governments
3.4 -3.4 -3.4 -3.4 -3.4 -3.4 -3.4 -3.4 50 State and local governments;...65.4 34.9 99.5 6.9 -77.8 ND 64 State and local governments; nonfinancial
URL: https://www.federalreserve.gov/releases/z1/20230309/html/s8a.htm
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