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The Fed - A Study of the Finite Sample Properties of EMM, GMM, QMLE, and MLE for a Square-Root Interest Rate Diffusion Model
Rate Diffusion Model Hao Zhou Abstract: This paper performs a Monte Carlo...rate process. MLE turns out to be the most efficient of the four methods
URL: https://www.federalreserve.gov/econres/feds/a-study-of-the-finite-sample-properties-of-emm-gmm-qmle-and-mle-for-a-square-root-interest-rate-diffusion-model.htm
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FRB: Speech, Reinhart--Conducting Monetary Policy at Very Low Short-Term Interest Rates--January 3, 2004
rate is zero or close to zero? The very low levels of interest rates in...rates as well as on the current short-term rate. Prices and yields of
URL: https://www.federalreserve.gov/boarddocs/speeches/2004/200401033/default.htm
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Federal Reserve Board - The Effect of the Federal Reserve’s Securities Holdings on Longer-term Interest Rates, Accessible Data
Rates, Accessible Data Figure 1 10-Year Term Premium Effect Quarterly
URL: https://www.federalreserve.gov/econres/notes/feds-notes/effect-of-the-federal-reserves-securities-holdings-on-longer-term-interest-rates-accessible-20170420.htm
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Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Calculation of Risk-Weighted Assets
Basel II Capital Accord Notice of Proposed Rulemaking (NPR) and Supporting Board Documents Draft Basel II NPR - Preamble - V. Calculation of Risk-Weighted
URL: https://www.federalreserve.gov/generalinfo/basel2/DraftNPR/NPR/section_5.htm
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GSE Portfolios, Systemic Risk, and Affordable Housing - Federal Reserve Board
rate only slightly above that paid by the U.S. Treasury and below that...funding costs of mortgages, over the past decade or so the spread between
URL: https://www.federalreserve.gov/newsevents/speech/bernanke20070306a.htm
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Speech by Vice Chairman for Supervision Quarles on liquidity regulation and the size of the Fed's balance sheet - Federal Reserve Board
funding and overly confident in their ability to replenish their funding...funding profiles by shifting to more stable funding sources. Indeed, taken
URL: https://www.federalreserve.gov/newsevents/speech/quarles20180504a.htm
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Federal Reserve Board - Original remarks as prepared for delivery
funding and overly confident in their ability to replenish their funding...funding profiles by shifting to more stable funding sources. Indeed, taken
URL: https://www.federalreserve.gov/newsevents/speech/quarles20180504b.htm
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FRB: February 2008 Statistical Supplement--Summary of Financial Transactions
rates Transaction category or sector 2001 2002 2003 2004 2005 2006 2007...Funding corporations -130.9 -104.1 86.7 40.0 50.0 193.0 -176.3 135.8 37.5
URL: https://www.federalreserve.gov/pubs/supplement/2008/02/table1_58.htm
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FRB: July 2006 Statistical Supplement--Summary of Financial Transactions
rates Transaction category or sector 2000 2001 2002 2003 2004 2004 2005...Funding corporations 25.3 -37.0 -65.8 98.0 90.3 -4.7 96.2 226.5 121.8
URL: https://www.federalreserve.gov/pubs/supplement/2006/07/table1_58.htm
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FRB: May 2004 Statistical Supplement--Summary of Financial Transactions
rates Transaction category or sector 1998 1999 2000 2001 2002 2002 2003...Funding corporations -15.8 124.0 45.1 -86.1 -43.1 -46.2 129.1 -296.6 259.9
URL: https://www.federalreserve.gov/pubs/supplement/2004/05/table1_58.htm
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