Search Results
Documents are displayed in order of relevance.
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The Fed - Risk-based Pricing of Interest Rates in Household Loan Markets
Rates in Household Loan Markets Wendy Edelberg Abstract: Focusing on observable...rates in consumer loan markets during the mid-1990s. It tests three resulting
URL: https://www.federalreserve.gov/econres/feds/risk-based-pricing-of-interest-rates-in-household-loan-markets.htm
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The Fed - The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation
Adjustable-Rate Subprime Mortgage Default: A Structural Estimation Hanming...adjustable-rate mortgage (ARM) borrowers making payment decisions taking
URL: https://www.federalreserve.gov/econres/feds/the-dynamics-of-adjustable-rate-subprime-mortgage-default-a-structural-estimation.htm
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The Fed - Do Nonfinancial Firms Use Interest Rate Derivatives to Hedge?
Rate Derivatives to Hedge? Daniel Covitz and Steven A. Sharpe Abstract...rate derivative positions of nonfinancial firms in 2000 and 2002. We find
URL: https://www.federalreserve.gov/econres/feds/do-nonfinancial-firms-use-interest-rate-derivatives-to-hedge.htm
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The Fed - A Utility Based Comparison of Some Models of Exchange Rate Volatility
Rate Volatility Kenneth D. West, Hali J. Edison, and Dongchul Cho Abstract...rates, 1973-1989, and the corresponding pair of Eurodeposit rates. Of
URL: https://www.federalreserve.gov/econres/ifdp/a-utility-based-comparison-of-some-models-of-exchange-rate-volatility.htm
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The Fed - Exchange Rates, Prices, and External Adjustment in the United States and Japan
Rates, Prices, and External Adjustment in the United States and Japan ...rates. Our objectives are twofold: to provide an analytical review of
URL: https://www.federalreserve.gov/econres/ifdp/exchange-rates-prices-and-external-adjustment-in-the-united-states-and-japan.htm
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The Fed - The Effect of Exchange Rate Changes Upon International Price Discrimination
Rate Changes Upon International Price Discrimination Eliot R.J. Kalter
URL: https://www.federalreserve.gov/econres/ifdp/the-effect-of-exchange-rate-changes-upon-international-price-discrimination.htm
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The Fed - Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984
rate models forecast major dollar exchange rates no better than a naive...rates, and to real exchange rates. Finally, we test to see if real exchange
URL: https://www.federalreserve.gov/econres/ifdp/was-it-real-the-exchange-rate-interest-differential-relation-1973-1984.htm
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The Fed - An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination
Rate Determination Richard A. Meese and Andrew K. Rose Abstract: This ...rates and macroeconomic fundamentals for five major OECD countries. Five
URL: https://www.federalreserve.gov/econres/ifdp/an-empirical-assessment-of-non-linearities-in-models-of-exchange-rate-determination.htm
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The Fed - Exchange Rate Forecasting: The Errors We've Really Made
Rate Forecasting: The Errors We've Really Made Jon Faust, John H. Rogers...rate forecasts are sometimes better when using Federal Reserve Staff forecasts
URL: https://www.federalreserve.gov/econres/ifdp/exchange-rate-forecasting-the-errors-we39ve-really-made.htm
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The Fed - Net Foreign Assets and Equilibrium Exchange Rates: Panel Evidence
Rates: Panel Evidence Joseph E. Gagnon Abstract: By exploiting the information...rate is stronger when the exchange rate is defined in terms of wholesale
URL: https://www.federalreserve.gov/econres/ifdp/net-foreign-assets-and-equilibrium-exchange-rates-panel-evidence.htm
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