Search Results
Documents are displayed in order of relevance.
-
The Fed - Measuring Interest Rate Risk Management by Financial Institutions
Rate Risk Management by Financial Institutions Celso Brunetti, Nathan ...rate risk exposures. We propose a new method to measure financial intermediaries
URL: https://www.federalreserve.gov/econres/feds/measuring-interest-rate-risk-management-by-financial-institutions.htm
-
The Fed - Robust Monetary Policy Rules with Unknown Natural Rates
Rates Athanasios Orphanides and John C. Williams Abstract: We examine ...rate of unemployment, natural rate of interest, misperceptions PDF: Full
URL: https://www.federalreserve.gov/econres/feds/robust-monetary-policy-rules-with-unknown-natural-rates.htm
-
The Fed - Tying loan interest rates to borrowers' CDS spreads
rates to borrowers' CDS spreads Ivan T. Ivanov, Joao A. C. Santos, and...rates to credit default swaps, has affected borrowing costs. We find that
URL: https://www.federalreserve.gov/econres/feds/tying-loan-interest-rates-to-borrowers39-cds-spreads.htm
-
The Fed - Inferring Term Rates from SOFR Futures Prices
rates that are conceptually similar to the term LIBOR rates commonly used...rates have closely tracked federal funds OIS rates over the eight months
URL: https://www.federalreserve.gov/econres/feds/inferring-term-rates-from-sofr-futures-prices.htm
-
The Fed - Longer-Run Neutral Rates in Major Advanced Economies
rate—the policy rate consistent with economic activity at its longer-run...rates. The Bank of Canada (BOC) publishes its estimates for neutral rates
URL: https://www.federalreserve.gov/econres/notes/feds-notes/longer-run-neutral-rates-in-major-advanced-economies-20221201.html
-
The Fed - Seasonal Unemployment Rate Differences by Race, Ethnicity, and Gender
Rate Differences by Race, Ethnicity, and Gender Andrew H. McCallum and...rate for Black workers was 3.2 percent, substantially higher than the
URL: https://www.federalreserve.gov/econres/notes/feds-notes/seasonal-unemployment-rate-differences-by-race-ethnicity-and-gender-20210708.html
-
The Fed - Expectations about the Federal Funds Rate in the Long Run
rate may understate the decline in the average federal funds rate in the...rate to be modestly above the current federal funds rate: the central
URL: https://www.federalreserve.gov/econres/notes/feds-notes/expectations-about-the-federal-funds-rate-in-the-long-run-20191009.html
-
The Fed - The Effect of Deficit-Reduction Laws on Real Interest Rates
Rates Douglas W. Elmendorf Abstract: This paper uses news reports about...rate, the exchange rate, commodity prices, and stock prices. As economic
URL: https://www.federalreserve.gov/econres/feds/the-effect-of-deficit-reduction-laws-on-real-interest-rates.htm
-
The Fed - The Effect of Markups on the Exchange Rate Exposure of Stock Returns
Rate Exposure of Stock Returns George Allayannis and Jane Ihrig Abstract...exchange-rate exposure of stock returns. We develop a theoretical model
URL: https://www.federalreserve.gov/econres/ifdp/the-effect-of-markups-on-the-exchange-rate-exposure-of-stock-returns.htm
-
The Fed - International Capital Flows and U.S. Interest Rates
Rates Francis E. Warnock and Veronica C. Warnock Abstract: Foreign flows...rates. Controlling for various macroeconomic factors we estimate that
URL: https://www.federalreserve.gov/econres/ifdp/international-capital-flows-and-us-interest-rates.htm
Search Tips
- Enter keywords separated by AND, OR, or by putting a minus sign (-) immediately in front of the term you want to exclude from the search results (be sure to include a space before the minus character). A space means AND.
- Search for a phrase by enclosing it in quotation marks.
- For best results, be as precise as possible. For example, a search for "monetary policy report" will be more focused than a search for "reports."
- Spelling counts; if you can't find what you're looking for, check your spelling.
Note
The advanced search on this page does not include applications on federalreserve.gov. Searches for information in those applications must be done through those individual search pages. See our Search Applications page for a complete list.