Board of Governors of the Federal Reserve System

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• The Fed - Bond Risk Premia and Realized Jump Volatility

  yields and forward rates. Full Paper (Screen Reader Version) Keywords:

  URL: https://www.federalreserve.gov/econres/feds/bond-risk-premia-and-realized-jump-volatility.htm
  



• The Fed - Implied Interest Rate Skew, Term Premiums, and the "Conundrum"

  yields over expected short rates. Indeed, evidence suggests that the near-term

  URL: https://www.federalreserve.gov/econres/feds/implied-interest-rate-skew-term-premiums-and-the-quotconundrumquot.htm
  



• The Fed - Slow capital, fast prices: Shocks to funding liquidity and stock price reversals

  yielded substantial gains. These findings can be rationalized by a model

  URL: https://www.federalreserve.gov/econres/feds/slow-capital-fast-prices-shocks-to-funding-liquidity-and-stock-price-reversals.htm
  



• The Fed - Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms

  high-yield entities. The estimated nonlinear effects of volatility and

  URL: https://www.federalreserve.gov/econres/feds/explaining-credit-default-swap-spreads-with-the-equity-volatility-and-jump-risks-of-individual-firms.htm
  



• The Fed - Lurking in the Shadows: The informal sector and government policy

  yield movements in informal employment and output consistent with empirical

  URL: https://www.federalreserve.gov/econres/ifdp/lurking-in-the-shadows-the-informal-sector-and-government-policy.htm
  



• The Fed - Using External Sustainability to Forecast the Dollar

  yields a particular path for the dollar. In this paper, we develop a way

  URL: https://www.federalreserve.gov/econres/ifdp/using-external-sustainability-to-forecast-the-dollar.htm
  



• The Fed - The Long-Run Relationship between House Prices and Rents

  yield biased estimates of the degree of error correction if prices have

  URL: https://www.federalreserve.gov/econres/feds/the-long-run-relationship-between-house-prices-and-rents.htm
  



• The Fed - Early Joiners and Startup Performance

  yields only a small and temporary decline in firm performance. We provide

  URL: https://www.federalreserve.gov/econres/feds/early-joiners-and-startup-performance.htm
  



• The Fed - Optimal Credit Market Policy

  yield a competitive equilibrium that is Pareto inefficient. Taxing housing

  URL: https://www.federalreserve.gov/econres/ifdp/optimal-credit-market-policy.htm
  



• Internal Migration in the US: Updated Facts and Recent Trends

  stable during this period. The widespread decline in migration rates across...moving costs, and the costs of buying and selling a home. However, the

  URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20101201memo01.pdf
  

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