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Documents are displayed in order of relevance.
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The Fed - Does Mortgage Hedging Amplify Movements in Long-term Interest Rates?
Interest Rates? Roberto Perli and Brian Sack Abstract: The growth of the...interest rates. This paper finds that the volatility of the ten-year swap
URL: https://www.federalreserve.gov/econres/feds/does-mortgage-hedging-amplify-movements-in-long-term-interest-rates.htm
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The Fed - Deficit-Savings Ratios as Indicators of Interest-Rate Pressure: A Collection of Notes
Interest-Rate Pressure: A Collection of Notes Gerard Caprio, Dale W. Henderson
URL: https://www.federalreserve.gov/econres/ifdp/deficit-savings-ratios-as-indicators-of-interest-rate-pressure-a-collection-of-notes.htm
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The Fed - Purchasing Power Parity and Real After Tax Interest Rate Arbitrage
Interest Rate Arbitrage David H. Howard and Karen H. Johnson PDF: Full
URL: https://www.federalreserve.gov/econres/ifdp/purchasing-power-parity-and-real-after-tax-interest-rate-arbitrage.htm
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The Fed - Interest Rate Rules, Endogenous Cycles, and Chaotic Dynamics in Open Economies
Interest Rate Rules, Endogenous Cycles, and Chaotic Dynamics in Open Economies...interest rate rules (i.e. monetary rules where the nominal interest rate
URL: https://www.federalreserve.gov/econres/ifdp/interest-rate-rules-endogenous-cycles-and-chaotic-dynamics-in-open-economies.htm
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The Fed - U.S. Real Interest Rates and Default Risk in Emerging Economies
Interest Rates and Default Risk in Emerging Economies Nathan Foley-Fisher...interest rates on sovereign default risk in emerging economies using the
URL: https://www.federalreserve.gov/econres/ifdp/us-real-interest-rates-and-default-risk-in-emerging-economies.htm
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The Fed - Home Country Interest Rates and International Investment in U.S. Bonds
Interest Rates and International Investment in U.S. Bonds John Ammer, ...interest rates. We find that low(er) interest rates, now prevailing in
URL: https://www.federalreserve.gov/econres/ifdp/home-country-interest-rates-and-international-investment-in-us-bonds.htm
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The Fed - How Would US Banks Fare in a Negative Interest Rate Environment?
Interest Rate Environment? David M. Arseneau Abstract: The effectiveness...rate to interest rates on short-term liquid assets held on the balance
URL: https://www.federalreserve.gov/econres/feds/how-would-us-banks-fare-in-a-negative-interest-rate-environment.htm
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The Fed - Term Structure of Interest Rates with Short-run and Long-run Risks
Interest Rates with Short-run and Long-run Risks Olesya Grishchenko, Zhaogang...interest rate derivatives data emerges as a strong predictor for short-horizon
URL: https://www.federalreserve.gov/econres/feds/term-structure-of-interest-rates-with-short-run-and-long-run-risks.htm
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Federal Reserve Board - An Analysis of the Interest Rate Risk of the Federal Reserve’s Balance Sheet, Part 1: Background and Historical Perspective, Accessible data
Interest Rate Risk of the Federal Reserve’s Balance Sheet, Part 1: Background...Federal Reserve, H.15 Select Interest Rates, https://www.federalreserve.gov
URL: https://www.federalreserve.gov/econres/notes/feds-notes/an-analysis-of-the-interest-rate-risk-of-the-federal-reserves-balance-sheet-part-1-accessible-20220715.htm
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Federal Reserve Board Publication
FEDERAL RESERVE SYSTEM The Federal Reserve System is the central bank ...interest. The Federal Reserve ■ conducts the nation’s monetary policy
URL: https://www.federalreserve.gov/publications/files/2026-final-supervisory-stress-test-scenarios-20260204.pdf
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