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"B50001: Total index" "B50001" 1972 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000
100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000...100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000
URL: https://www.federalreserve.gov/releases/g17/Current/ipdisk/ipweights_sa.txt
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IP_SA Country: United States of America Variable: industrial production, seasonally adjusted Unit: base 2017=100 ISIC
100 ISIC REVISION 4 CODES USED: ISIC 05 Coal Mining U.S. NAICS=2121 ISIC...100.1338 91.1217 96.9201 99.3828 98.7308 101.8119 108.0877 5 1977 95.5827
URL: https://www.federalreserve.gov/Releases/g17/related_data/ip_sa_isic4.xlsx
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IP_SA Country: United States of America Variable: industrial production, seasonally adjusted Unit: base 2017=100 ISIC
100 ISIC REVISION 4 CODES USED: ISIC 05 Coal Mining U.S. NAICS=2121 ISIC...100.1338 91.1217 96.9201 99.3828 98.7308 101.8119 108.0877 5 1977 95.5827
URL: https://www.federalreserve.gov/releases/G17/related_data/ip_sa_isic4.xlsx
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IP_SA Country: United States of America Variable: industrial production, seasonally adjusted Unit: base 2017=100 ISIC
100 ISIC REVISION 4 CODES USED: ISIC 05 Coal Mining U.S. NAICS=2121 ISIC...100.1338 91.1217 96.9201 99.3828 98.7308 101.8119 108.0877 5 1977 95.5827
URL: https://www.federalreserve.gov/releases/g17/related_data/ip_sa_isic4.xlsx
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Cover Sheet Trading and Other Fair Value Assets: Market Shocks Scenario Name: 2026 GMS Component: Severely Adverse (all
Asia Index -15.2% 20.2 14.9 10.7 8.5 7.2 4.7 3.7 3.7 3.7 3.7 3.7 3.7 3.7...Asia Ex-Japan -15.2% 20.2 14.9 10.7 8.5 7.2 4.7 3.7 3.7 3.7 3.7 3.7 3.7
URL: https://www.federalreserve.gov/supervisionreg/files/2026_Final_Severely_Adverse_Market_Shock_all-shocks.xlsx
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The Fed - Impact of Leverage Ratio Relief Announcement and Expiry on Bank Stock Prices
book-to-market portfolios minus the average return on two low book-to-market...jt} = R_{jt} - \hat{R}_{jt} $$$$ For robustness, we estimate abnormal
URL: https://www.federalreserve.gov/econres/notes/feds-notes/impact-of-leverage-ratio-relief-announcement-and-expiry-on-bank-stock-prices-20230629.html
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Local Estimation for Option Pricing: Improving Forecasts with Market State Information
to, Bakshi, Cao, and Chen (1997), Bates (2000, 2019), Duffie, Pan, and...up-to-date market dynamics without increasing model complexity.4 By focusing
URL: https://www.federalreserve.gov/econres/feds/files/2025076pap.pdf
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"B50001: Total index" "B50001" 1972 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000
100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000...100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000
URL: https://www.federalreserve.gov/Releases/g17/20180815/ipdisk/ipweights_sa.txt
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"B50001: Total index" "B50001" 1972 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000
100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000...100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000
URL: https://www.federalreserve.gov/Releases/g17/20170714/ipdisk/ipweights_sa.txt
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"B50001: Total index" "B50001" 1972 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000
100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000...100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000
URL: https://www.federalreserve.gov/Releases/g17/20200214/ipdisk/ipweights_sa.txt
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