Search Results
Documents are displayed in order of relevance.
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The Fed - Exchange Rates, Optimal Debt Composition, and Hedging in Small Open Economies
Rates, Optimal Debt Composition, and Hedging in Small Open Economies Jose...rate risk and the probability of financial default, interest rates, the
URL: https://www.federalreserve.gov/econres/feds/exchange-rates-optimal-debt-composition-and-hedging-in-small-open-economies.htm
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The Fed - Interpreting the Significance of the Lagged Interest Rate in Estimated Monetary Policy Rules
Rate in Estimated Monetary Policy Rules William B. English, William R....federal funds rate. Keywords: Monetary policy rules, interest rate smoothing
URL: https://www.federalreserve.gov/econres/feds/interpreting-the-significance-of-the-lagged-interest-rate-in-estimated-monetary-policy-rules.htm
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The Fed - Does Mortgage Hedging Amplify Movements in Long-term Interest Rates?
Rates? Roberto Perli and Brian Sack Abstract: The growth of the mortgage...rates. This paper finds that the volatility of the ten-year swap rate
URL: https://www.federalreserve.gov/econres/feds/does-mortgage-hedging-amplify-movements-in-long-term-interest-rates.htm
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The Fed - An Empirical Analysis of Bond Recovery Rates: Exploring a Structural View of Default
Rates: Exploring a Structural View of Default Daniel Covitz and Song Han...rates on bonds, measured at default, should be close to 100 percent. This
URL: https://www.federalreserve.gov/econres/feds/an-empirical-analysis-of-bond-recovery-rates-exploring-a-structural-view-of-default.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 - Is the EMS the Perfect Fix? An Empirical Exploration of Exchange Rate Target Zones
Rate Target Zones Robert P. Flood, Andrew K. Rose, and Donald J. Mathieson...rate model and the assumption of uncovered interest parity, we obtain
URL: https://www.federalreserve.gov/econres/ifdp/is-the-ems-the-perfect-fix-an-empirical-exploration-of-exchange-rate-target-zones.htm
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The Fed - Some Multi-Country Evidence on the Effects of Real Exchange Rates on Output
Rates on Output Steven B. Kamin and Marc Klau Abstract: The simultaneous...rate devaluations may be contractionary rather than expansionary. However
URL: https://www.federalreserve.gov/econres/ifdp/some-multi-country-evidence-on-the-effects-of-real-exchange-rates-on-output.htm
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The Fed - Real Shocks and Real Exchange Rates in Really Long-Term Data
Rates in Really Long-Term Data John H. Rogers Abstract: There is little...rates. In this paper I assess the nature of the shocks that drive the
URL: https://www.federalreserve.gov/econres/ifdp/real-shocks-and-real-exchange-rates-in-really-long-term-data.htm
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The Fed - The Effects of Recent Exchange Rate Changes on the U.S. Trade Balance
Rate Changes on the U.S. Trade Balance Peter B. Clark PDF: Full Paper
URL: https://www.federalreserve.gov/econres/ifdp/the-effects-of-recent-exchange-rate-changes-on-the-us-trade-balance.htm
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The Fed - Realignment of the Yen-Dollar Exchange Rate: Aspects of the Adjustment Process in Japan
Rate: Aspects of the Adjustment Process in Japan Bonnie E. Loopesko and...rate that have been proposed in the literature. Most of the more careful
URL: https://www.federalreserve.gov/econres/ifdp/realignment-of-the-yen-dollar-exchange-rate-aspects-of-the-adjustment-process-in-japan.htm
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