Board of Governors of the Federal Reserve System

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• The Fed - Robustness of long-maturity term premium estimates

  bonds for interest rate risk. Unfortunately, this decomposition cannot

  URL: https://www.federalreserve.gov/econres/notes/feds-notes/robustness-of-long-maturity-term-premium-estimates-20170403.html
  



• The Fed - Central bank liquidity facilities around the world

  Skip to main content An official website of the United States Government Here's how you know Official websites use .gov A .gov website belongs

  URL: https://www.federalreserve.gov/econres/notes/feds-notes/central-bank-liquidity-facilities-around-the-world-20250226.html
  



• FRB: March 2008 Statistical Supplement--Foreign Transactions in Securities

  Bonds 27 Foreign purchases 1,572,160 2,050,451 258,288 164,857 166,107...Bonds 3 53 Foreign purchases 1,678,464 1,912,345 127,717 137,269 155,190

  URL: https://www.federalreserve.gov/pubs/supplement/2008/03/table3_24p1.htm
  



• FRB: November 2006 Statistical Supplement--Foreign Transactions in Securities

  Bonds 27 Foreign purchases 1,209,381 1,098,131 1,043,088 106,328 116,264...Bonds 3 53 Foreign purchases 1,171,415 1,277,006 1,085,207 140,421 108,176

  URL: https://www.federalreserve.gov/pubs/supplement/2006/11/table3_24p1.htm
  



• FRB: February 2004 Statistical Supplement--Selected U.S. Liabilities to Foreign Official Institutions

  bonds and notes 4 Marketable 454,306 464,415 471,085r 486,334r 502,831r...bonds. Return to table Source. Based on U.S. Department of the Treasury

  URL: https://www.federalreserve.gov/pubs/supplement/2004/02/table3_15.htm
  



• The Fed - Earnings Forecasts and the Predictability of Stock Returns: Evidence from Trading the S&P

  bonds. The estimation uses I/B/E/S analysts forecasts of S&P earnings.

  URL: https://www.federalreserve.gov/econres/feds/earnings-forecasts-and-the-predictability-of-stock-returns-evidence-from-trading-the-sampampp.htm
  



• The Fed - A margin call gone wrong: Credit, stock prices, and Germany's Black Friday 1927

  bonds, banks, credit unions, and other financial institutions, economic

  URL: https://www.federalreserve.gov/econres/feds/a-margin-call-gone-wrong-credit-stock-prices-and-germany39s-black-friday-1927.htm
  



• The Fed - Regime-Shifts, Risk Premiums in the Term Structure, and the Business Cycle

  bonds; the R2 of this predictability regression can be as high as 30%.

  URL: https://www.federalreserve.gov/econres/feds/regime-shifts-risk-premiums-in-the-term-structure-and-the-business-cycle.htm
  



• The Fed - Slow capital, fast prices: Shocks to funding liquidity and stock price reversals

  bonds, banks, credit unions, other financial institutions, economic history

  URL: https://www.federalreserve.gov/econres/feds/slow-capital-fast-prices-shocks-to-funding-liquidity-and-stock-price-reversals.htm
  



• The Fed - Diversification, Original Sin, and International Bond Portfolios

  bonds are particularly sensitive to past and prospective returns volatility

  URL: https://www.federalreserve.gov/econres/ifdp/diversification-original-sin-and-international-bond-portfolios.htm
  

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