Search Results
Documents are displayed in order of relevance.
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The Fed - A Likelihood-Based Comparison of Macro Asset Pricing Models
volatility, habit, and a residual. The Bayesian estimation accounts for...Volatility, Habit, Long run risks, Particle Filter, Rare Disasters DOI
URL: https://www.federalreserve.gov/econres/feds/a-likelihood-based-comparison-of-macro-asset-pricing-models.htm
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The Fed - Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
volatility of 5-10 percent, reflecting impact uncertainty. Using hurricane...volatility, stock returns, uncertainty DOI: https://doi.org/10.17016/FEDS
URL: https://www.federalreserve.gov/econres/feds/pricing-poseidon-extreme-weather-uncertainty-and-firm-return-dynamics.htm
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The Fed - Human Capital and Unemployment Dynamics: Why More Educated Workers Enjoy Greater Employment Stability
volatility? A closer look at the data reveals that these workers have ...volatile separation rates than their less educated peers. We argue that
URL: https://www.federalreserve.gov/econres/feds/human-capital-and-unemployment-dynamics-why-more-educated-workers-enjoy-greater-employment-stability.htm
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The Fed - Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals
volatilities of equity returns and a low risk free rate. BEGE dynamics...volatility is high, as measured for instance by the VIX index, the distribution
URL: https://www.federalreserve.gov/econres/feds/asset-return-dynamics-under-habits-and-bad-environment-good-environment-fundamentals.htm
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Federal Reserve Board - Previous Surveys
volatility Report on the Economic Well-Being of U.S. Households in 2014
URL: https://www.federalreserve.gov/consumerscommunities/shed_publications.htm
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The Collateral Channel and Bank Credit
Finance and Economics Discussion Series Federal Reserve Board, Washington, D.C. ISSN 1936-2854 (Print) ISSN 2767-3898 (Online) The Collateral Channel
URL: https://www.federalreserve.gov/econres/feds/files/2022024r1pap.pdf
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FRB Speech, Bies -- Banking supervision and its application in developing countries -- June 20, 2002
contained in stock prices with the probability of default. As a result...remain both flexible in view of the rapid evolution of the banking industry
URL: https://www.federalreserve.gov/boarddocs/speeches/2002/20020620/default.htm
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Speech, Greenspan--International financial risk management--November 19, 2002
Remarks by Chairman Alan Greenspan Before the Council on Foreign Relations, Washington, D.C. November 19, 2002 International Financial Risk Management
URL: https://www.federalreserve.gov/boarddocs/speeches/2002/20021119/default.htm
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FRB: Summary of Economic Projections, January 29-30, 2008
contained cost and price increases. Most participants judged that considerable...remain slightly above its longer-run sustainable level even in 2010, and
URL: https://www.federalreserve.gov/monetarypolicy/fomcminutes20080130ep.htm
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FRB: Press Release -- Approval of notice of Royal Bank of Canada -- August 3, 1998
contained in regulations of the OTS that govern the CRA obligations and...remain speculative at this time.14 Based on all the facts of record, the
URL: https://www.federalreserve.gov/boarddocs/press/bhc/1998/199808034/
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