Board of Governors of the Federal Reserve System

« Previous 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 Next »

• Reaching for Duration and Leverage in the Treasury Market

  Market Daniel Barth, R. Jay Kahn, Phillip Monin and Oleg Sokolinskiy 2024...market crisis.2 Historically, levered bets in Treasury markets also contributed

  URL: https://www.federalreserve.gov/econres/feds/files/2024039pap.pdf
  



• The Fed - The Accuracy of Forecasts Prepared for the Federal Open Market Committee

  Market Committee Andrew C. Chang and Tyler J. Hanson Abstract: We analyze...Market Committee from 1997 to 2008, called the Greenbooks. We compare

  URL: https://www.federalreserve.gov/econres/feds/the-accuracy-of-forecasts-prepared-for-the-federal-open-market-committee.htm
  



• Federal Reserve Board - Financial Market Utilities

  Market Utilities Financial market utilities (FMUs) are multilateral systems...market utilities that are designated as systemically important by the

  URL: https://www.federalreserve.gov/supervisionreg/financial-market-utility-supervision.htm
  



• The Fed - Long Memory in Emerging Market Stock Returns

  Market Stock Returns Jonathan H. Wright Abstract: Many authors have investigated...market stock returns and finds some evidence for positive long memory

  URL: https://www.federalreserve.gov/econres/ifdp/long-memory-in-emerging-market-stock-returns.htm
  



• The Fed - Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market

  Market Alain Chaboud, Benjamin Chiquoine, Erik Hjalmarsson, and Clara ...market. Our dataset represents a majority of global interdealer trading

  URL: https://www.federalreserve.gov/econres/ifdp/rise-of-the-machines-algorithmic-trading-in-the-foreign-exchange-market.htm
  



• The Fed - Optimal Taxation with Endogenous Default under Incomplete Markets

  Markets Demian Pouzo and Ignacio Presno Abstract: How are the optimal ...Markets, Default DOI: https://doi.org/10.17016/IFDP.2020.1297 PDF: Full

  URL: https://www.federalreserve.gov/econres/ifdp/optimal-taxation-with-endogenous-default-under-incomplete-markets.htm
  



• The Fed - Lending Standards and Borrowing Premia in Unsecured Credit Markets

  Markets Kyle Dempsey and Felicia Ionescu Abstract: Using administrative...market. These borrowing premia vary widely by borrower risk and imply

  URL: https://www.federalreserve.gov/econres/feds/lending-standards-and-borrowing-premia-in-unsecured-credit-markets.htm
  



• The Fed - Bank Market Power and the Risk Channel of Monetary Policy

  Market Power and the Risk Channel of Monetary Policy Elena Afanasyeva

  URL: https://www.federalreserve.gov/econres/feds/bank-market-power-and-the-risk-channel-of-monetary-policy.htm
  



• The Fed - US Monetary Policy and International Bond Markets

  Markets Simon Gilchrist, Vivian Yue, and Egon Zakrajsek Abstract: This

  URL: https://www.federalreserve.gov/econres/feds/us-monetary-policy-and-international-bond-markets.htm
  



• The Fed - The Risk Premium in the Market for Forward Foreign Exchange

  Market for Forward Foreign Exchange Anne C. Sibert PDF: Full Paper Disclaimer

  URL: https://www.federalreserve.gov/econres/ifdp/the-risk-premium-in-the-market-for-forward-foreign-exchange.htm
  

« Previous 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 Next »