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Documents are displayed in order of relevance.
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The Fed - Bond Risk Premia and Realized Jump Volatility
Bond Risk Premia and Realized Jump Volatility Jonathan Wright and Hao ...bond returns on the term structure of forward rates nearly doubles the
URL: https://www.federalreserve.gov/econres/feds/bond-risk-premia-and-realized-jump-volatility.htm
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Non-monetary news in Fed announcements: Evidence from the corporate bond market
bond market Michael Smolyansky and Gustavo Suarez 2021-010 Please cite...bond market,” Finance and Economics Discussion Series 2021-010r1. Washington
URL: https://www.federalreserve.gov/econres/feds/files/2021010r1pap.pdf
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Interconnectedness in the Corporate Bond Market
Bond Market Celso Brunetti, Matthew Carl, Jacob Gerszten, Chiara Scotti...bond holdings at the institutional investor-bond-year-quarter level. We
URL: https://www.federalreserve.gov/econres/feds/files/2024066pap.pdf
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The Fed - Updating the Recession Risk and the Excess Bond Premium
Bond Premium (April 8, 2016), we used the excess bond premium (EBP), a...bond market. (See the section titled The Excess Bond Premium in the April
URL: https://www.federalreserve.gov/econres/notes/feds-notes/updating-the-recession-risk-and-the-excess-bond-premium-20161006.html
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Second Thomas Laubach Conference Session 4 Presentation
bond purchase announcements in 2020 lowered spreads, reflecting reduced
URL: https://www.federalreserve.gov/conferences/files/session-4-presentation-laubach-20250515.pdf
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The Fed - The Liquidity Effects of Official Bond Market Intervention
Bond Market Intervention Michiel De Pooter, Robert F. Martin, and Seth...bond, liquidity risk, search and matching DOI: http://dx.doi.org/10.17016
URL: https://www.federalreserve.gov/econres/ifdp/the-liquidity-effects-of-official-bond-market-intervention.htm
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The Fed - Bond Market Intermediation and the Role of Repo
Bond Market Intermediation and the Role of Repo Yesol Huh and Sebastian...bond market intermediation. Not only do repos allow dealers to finance
URL: https://www.federalreserve.gov/econres/feds/bond-market-intermediation-and-the-role-of-repo.htm
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The case for supporting liquidity supply in (some corners of) non-bank intermediation
Board of Governors of the Federal Reserve System International Finance Discussion Papers ISSN 1073-2500 (Print) ISSN 2767-4509 (Online) Number
URL: https://www.federalreserve.gov/econres/ifdp/files/ifdp1425.pdf
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Federal Reserve Board - Dealer Inventory Constraints in the Corporate Bond Market during the COVID Crisis, Accessible Data
Bond Market during the COVID Crisis, Accessible Data Figure 1: Noise in...bond market Historical price of liquidity Basis Points Date Pt 1/2/1997
URL: https://www.federalreserve.gov/econres/notes/feds-notes/dealer-inventory-constraints-in-the-corporate-bond-market-during-the-covid-crisis-accessible-20210715.htm
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The Fed - Informed and Strategic Order Flow in the Bond Markets
Bond Markets Paolo Pasquariello and Clara Vega Abstract: We study the ...bond market. To guide our analysis, we develop a parsimonious model of
URL: https://www.federalreserve.gov/econres/ifdp/informed-and-strategic-order-flow-in-the-bond-markets.htm
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