Board of Governors of the Federal Reserve System

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• The Fed - Variance Risk Premium Components and International Stock Return Predictability

  market turmoil. We then provide robust evidence that decomposing VP into...markets mostly through financial integration (real economic integration

  URL: https://www.federalreserve.gov/econres/ifdp/variance-risk-premium-components-and-international-stock-return-predictability.htm
  



• The Fed - A Model of Arbitrage and Short-Term Capital Flows

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  URL: https://www.federalreserve.gov/econres/ifdp/a-model-of-arbitrage-and-short-term-capital-flows.htm
  



• The Fed - Anticipations of Foreign Exchange Volatility and Bid-Ask Spreads

  market's perceived exchange rate volatility on bid-ask spreads. The anticipated

  URL: https://www.federalreserve.gov/econres/ifdp/anticipations-of-foreign-exchange-volatility-and-bid-ask-spreads.htm
  



• The Fed - Anticipatory Capital Flows and the Behavior of the Dollar

  market expectations do not appear to embody a return to steady state.

  URL: https://www.federalreserve.gov/econres/ifdp/anticipatory-capital-flows-and-the-behavior-of-the-dollar.htm
  



• The Fed - Central Bank Independence, Inflation and Growth in Transition Economies

  market-based systems. First, increased central bank independence has tended

  URL: https://www.federalreserve.gov/econres/ifdp/central-bank-independence-inflation-and-growth-in-transition-economies.htm
  



• The Fed - Determinants and Repercussions of the Composition of Capital Inflows

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  URL: https://www.federalreserve.gov/econres/ifdp/determinants-and-repercussions-of-the-composition-of-capital-inflows.htm
  



• The Fed - Domestic and Cross-Border Consequences of U.S. Macroeconomic Policies

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  URL: https://www.federalreserve.gov/econres/ifdp/domestic-and-cross-border-consequences-of-us-macroeconomic-policies.htm
  



• The Fed - Exchange Rate Variability and the Level of International Trade

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  URL: https://www.federalreserve.gov/econres/ifdp/exchange-rate-variability-and-the-level-of-international-trade.htm
  



• The Fed - Expected Fiscal Policy and the Recession of 1982

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  URL: https://www.federalreserve.gov/econres/ifdp/expected-fiscal-policy-and-the-recession-of-1982.htm
  



• The Fed - Foreign Assistance Programs and Policies of the United States

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  URL: https://www.federalreserve.gov/econres/ifdp/foreign-assistance-programs-and-policies-of-the-united-states.htm
  

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