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Documents are displayed in order of relevance.
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The Fed - Currency Crashes and Bond Yields in Industrial Countries
Bond Yields in Industrial Countries Joseph E. Gagnon Abstract: This paper...bond yields during and after these crashes. The most important determinant
URL: https://www.federalreserve.gov/econres/ifdp/currency-crashes-and-bond-yields-in-industrial-countries.htm
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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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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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The Fed - How does the Federal Reserve's buying and selling of securities relate to the borrowing decisions of the federal government?
buying and selling of securities relate to the borrowing decisions of ...buying and selling securities—are made independently of the borrowing
URL: https://www.federalreserve.gov/faqs/how-does-the-federal-reserve-buying-and-selling-of-securities-relate-to-the-borrowing-decisions-of-the-federal-government.htm
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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 - Foreign Participation in Local-Currency Bond Markets
Bond Markets John D. Burger and Francis E. Warnock Abstract: We analyze...bond markets. Countries with stable inflation rates and strong creditor
URL: https://www.federalreserve.gov/econres/ifdp/foreign-participation-in-local-currency-bond-markets.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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The Fed - Bond Risk Premiums at the Zero Lower Bound
Bond Risk Premiums at the Zero Lower Bound Martin M. Andreasen, Kasper...bond returns on Treasuries from 2008-2015 than before 2008. This new predictability
URL: https://www.federalreserve.gov/econres/feds/bond-risk-premiums-at-the-zero-lower-bound.htm
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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 - Fiscal Positions and Government Bond Yields in OECD Countries
Bond Yields in OECD Countries Joseph W. Gruber and Steven B. Kamin Abstract...bond yields by 2015, with effects on other G7 bond yields generally being
URL: https://www.federalreserve.gov/econres/ifdp/fiscal-positions-and-government-bond-yields-in-oecd-countries.htm
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