Search Results
Documents are displayed in order of relevance.
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The Fed - Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
economic uncertainty. Calibration evidence suggests that such a framework...economic research that is linked from this page represents the views of
URL: https://www.federalreserve.gov/econres/feds/variance-risk-premia-asset-predictability-puzzles-and-macroeconomic-uncertainty.htm
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The Fed - A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
economic capital is calculated using a portfolio model of credit value-at-risk...economic research that is linked from this page represents the views of
URL: https://www.federalreserve.gov/econres/feds/a-risk-factor-model-foundation-for-ratings-based-bank-capital-rules.htm
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The Fed - Stock Market Fluctuations and the Term Structure
economic explanation for the predictability of long-horizon stock returns...economic research that is linked from this page represents the views of
URL: https://www.federalreserve.gov/econres/feds/stock-market-fluctuations-and-the-term-structure.htm
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The Fed - Trade Policy is Real News: Theory and Evidence
economic activity, expectations of lower future trade barriers temporarily...economic research that is linked from this page represents the views of
URL: https://www.federalreserve.gov/econres/ifdp/trade-policy-is-real-news-theory-and-evidence.htm
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The Fed - An International Arbitrage Pricing Model with PPP Deviations
economic determinants. PDF: Full Paper Disclaimer: The economic research...economic research and their conclusions are often preliminary and are
URL: https://www.federalreserve.gov/econres/ifdp/an-international-arbitrage-pricing-model-with-ppp-deviations.htm
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The Fed - Cross-Border Listings, Capital Controls, and Equity Flows to Emerging Markets
economic activity is associated with increased flows to emerging markets...economic research that is linked from this page represents the views of
URL: https://www.federalreserve.gov/econres/ifdp/cross-border-listings-capital-controls-and-equity-flows-to-emerging-markets.htm
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The Fed - Dollarization and Financial Integration
Economic and Monetary Union. In each case, spreads on foreign currency...economic research that is linked from this page represents the views of
URL: https://www.federalreserve.gov/econres/ifdp/dollarization-and-financial-integration.htm
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The Fed - Lurking in the Shadows: The informal sector and government policy
economic development PDF: Full Paper Disclaimer: The economic research...economic research and their conclusions are often preliminary and are
URL: https://www.federalreserve.gov/econres/ifdp/lurking-in-the-shadows-the-informal-sector-and-government-policy.htm
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The Fed - Three Great American Disinflations
economic structure or model parameters. For a policy regime with relatively...economic research that is linked from this page represents the views of
URL: https://www.federalreserve.gov/econres/ifdp/three-great-american-disinflations.htm
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The Fed - Canadian Financial Markets: The Government's Proposal for Reform
economic conditions and customer-provided incentives have recently created...economic research that is linked from this page represents the views of
URL: https://www.federalreserve.gov/econres/ifdp/canadian-financial-markets-the-government39s-proposal-for-reform.htm
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