Board of Governors of the Federal Reserve System

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• The Fed - The Depth of Negative Equity and Mortgage Default Decisions

  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/feds/the-depth-of-negative-equity-and-mortgage-default-decisions.htm
  



• The Fed - The Shimer Puzzle and the Identification of Productivity Shocks

  market variables. Full paper (Screen Reader Version) Keywords: Unemployment

  URL: https://www.federalreserve.gov/econres/feds/the-shimer-puzzle-and-the-identification-of-productivity-shocks.htm
  



• The Fed - Unemployment Risk, Precautionary Saving, and Durable Goods Purchase Decisions

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  URL: https://www.federalreserve.gov/econres/feds/unemployment-risk-precautionary-saving-and-durable-goods-purchase-decisions.htm
  



• The Fed - Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty

  markets; (2) the predictability is short-run, in that it peaks around

  URL: https://www.federalreserve.gov/econres/feds/variance-risk-premia-asset-predictability-puzzles-and-macroeconomic-uncertainty.htm
  



• The Fed - Borrowing From Yourself: 401(k) Loans and Household Balance Sheets

  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/feds/borrowing-from-yourself-401k-loans-and-household-balance-sheets.htm
  



• The Fed - Jump-Diffusion Term Structure and Ito Conditional Moment Generator

  market prices of diffusion and jump risks are calibrated by minimizing...market price of risk PDF: Full Paper Disclaimer: The economic research

  URL: https://www.federalreserve.gov/econres/feds/jump-diffusion-term-structure-and-ito-conditional-moment-generator.htm
  



• The Fed - Zero Bound, Option-Implied PDFs, and Term Structure Models

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  URL: https://www.federalreserve.gov/econres/feds/zero-bound-option-implied-pdfs-and-term-structure-models.htm
  



• The Fed - Are Leveraged and Inverse ETFs the New Portfolio Insurers?

  market crash of October 19, 1987 (Brady Report, 1988). I show that a 1%...stock-market indexes induces LETFs to originate rebalancing flows equivalent

  URL: https://www.federalreserve.gov/econres/feds/are-leveraged-and-inverse-etfs-the-new-portfolio-insurers.htm
  



• The Fed - Cost Shifting and the Freezing of Corporate Pension Plans

  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/feds/cost-shifting-and-the-freezing-of-corporate-pension-plans.htm
  



• The Fed - Credit Constraints, Consumer Leasing and the Automobile Replacement Decision

  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/feds/credit-constraints-consumer-leasing-and-the-automobile-replacement-decision.htm
  

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