Board of Governors of the Federal Reserve System

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• The Fed - Bank Lending in the Knowledge Economy

  from tangible to intangible capital, we show that exposed banks curtail

  URL: https://www.federalreserve.gov/econres/feds/bank-lending-in-the-knowledge-economy.htm
  



• The Fed - Changes in Bank Lending Standards and the Macroeconomy

  from banks, as well as to a widening of credit spreads and an easing of

  URL: https://www.federalreserve.gov/econres/feds/changes-in-bank-lending-standards-and-the-macroeconomy.htm
  



• The Fed - Economic Volatility and Financial Markets: The Case of Mortgage-Backed Securities

  from negative to positive, in the early 2000's. Full paper (Screen Reader

  URL: https://www.federalreserve.gov/econres/feds/economic-volatility-and-financial-markets-the-case-of-mortgage-backed-securities.htm
  



• The Fed - Generating Options-Implied Probability Densities to Understand Oil Market Events

  from alternative PDF estimation methods, and develop a set of robust summary

  URL: https://www.federalreserve.gov/econres/ifdp/generating-options-implied-probability-densities-to-understand-oil-market-events.htm
  



• The Fed - Equity Trading and the Allocation of Market Data Revenue

  from the sales of consolidated data represent a substantial source of

  URL: https://www.federalreserve.gov/econres/feds/equity-trading-and-the-allocation-of-market-data-revenue.htm
  



• The Fed - The Effect of Foreign Lending on Domestic Loans: an Analysis of U.S. Global Banks

  from, domestic commercial lending. Exploiting a confidential data (FFIEC

  URL: https://www.federalreserve.gov/econres/ifdp/the-effect-of-foreign-lending-on-domestic-loans-an-analysis-of-us-global-banks.htm
  



• The Fed - Bond Risk Premiums at the Zero Lower Bound

  from 2008-2015 than before 2008. This new predictability result is not

  URL: https://www.federalreserve.gov/econres/feds/bond-risk-premiums-at-the-zero-lower-bound.htm
  



• The Fed - Assessing Macroeconomic Tail Risk

  from Adrian et al. (2019) by studying (left-tail) percentiles of the forecast

  URL: https://www.federalreserve.gov/econres/feds/assessing-macroeconomic-tail-risk.htm
  



• The Fed - Hedge fund holdings and stock market efficiency

  from transactions data, and find that, on average, increased hedge fund

  URL: https://www.federalreserve.gov/econres/feds/hedge-fund-holdings-and-stock-market-efficiency.htm
  



• The Fed - Understanding Bank and Nonbank Credit Cycles: A Structural Exploration

  from the financial sector are important for the business cycle frequency

  URL: https://www.federalreserve.gov/econres/feds/understanding-bank-and-nonbank-credit-cycles-a-structural-exploration.htm
  

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