Board of Governors of the Federal Reserve System

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• The Fed - When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance

  market return and its volatility are both stochastic and may be potentially

  URL: https://www.federalreserve.gov/econres/feds/when-uncertainty-and-volatility-are-disconnected.htm
  



• The Fed - Input Linkages and the Transmission of Shocks: Firm-Level Evidence from the 2011 Tohoku Earthquake

  market depends on the elasticity of substitution with respect to other

  URL: https://www.federalreserve.gov/econres/feds/input-linkages-and-the-transmission-of-shocks-firm-level-evidence-from-the-2011-tohoku-earthquake.htm
  



• The Fed - Dealer Leverage and Exchange Rates: Heterogeneity Across Intermediaries

  market positions, including derivatives positions, are likely stronger

  URL: https://www.federalreserve.gov/econres/ifdp/dealer-leverage-and-exchange-rates-heterogeneity-across-intermediaries.htm
  



• The Fed - Passive Ownership and Short Selling

  market. We find that passive ownership causes an increase in lendable

  URL: https://www.federalreserve.gov/econres/ifdp/passive-ownership-and-short-selling.htm
  



• The Fed - The Real Effects of Credit Line Drawdowns

  markets began to squeeze aggregate liquidity. Consistent with theory,

  URL: https://www.federalreserve.gov/econres/feds/the-real-effects-of-credit-line-drawdowns.htm
  



• The Fed - Markov Switching GARCH Models of Currency Turmoil in Southeast Asia

  markets, Banking sector, Regime Switching, Volatility PDF: Full Paper

  URL: https://www.federalreserve.gov/econres/ifdp/markov-switching-garch-models-of-currency-turmoil-in-southeast-asia.htm
  



• The Fed - Monetary Policy and the Cyclicality of Risk

  market participation, equity premium, inflation targeting PDF: Full Paper

  URL: https://www.federalreserve.gov/econres/ifdp/monetary-policy-and-the-cyclicality-of-risk.htm
  



• The Fed - CRE Redevelopment Options and the Use of Mortgage Financing

  market, we analyze which types of properties are purchased without a mortgage

  URL: https://www.federalreserve.gov/econres/feds/cre-redevelopment-options-and-the-use-of-mortgage-financing.htm
  



• The Fed - Did the Founding of the Federal Reserve Affect the Vulnerability of the Interbank System to Systemic Risk?

  market and correct other defects that caused banking system instability

  URL: https://www.federalreserve.gov/econres/feds/did-the-founding-of-the-federal-reserve-affect-the-vulnerability-of-the-interbank-system-to-systemic-risk.htm
  



• The Fed - Restoring confidence in troubled financial institutions after a financial crisis

  market discipline, National Banking Era DOI: https://doi.org/10.17016/

  URL: https://www.federalreserve.gov/econres/feds/restoring-confidence-in-troubled-financial-institutions-after-a-financial-crisis.htm
  

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