Search Results
Documents are displayed in order of relevance.
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The Fed - Expectations of functions of stochastic time with application to credit risk modeling
time-changed stochastic process. We discard the standard assumption that...time-changed process. In fact, our methods apply not only to Laplace transforms
URL: https://www.federalreserve.gov/econres/feds/expectations-of-functions-of-stochastic-time-with-application-to-credit-risk-modeling.htm
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New Evidence on the US Excess Return on Foreign Portfolios
changes, dividends, exchange rates). Over the sample period, dollar appreciation
URL: https://www.federalreserve.gov/econres/ifdp/files/ifdp1398.pdf
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The Fed - Dealer Inventory Constraints during the COVID-19 Pandemic: Evidence from the Treasury Market and Broader Implications
changes in aggregate liquidity across asset classes and changes in corporate...changes in market liquidity and little if any change in corporate financing
URL: https://www.federalreserve.gov/econres/notes/feds-notes/dealer-inventory-constraints-during-covid-19-pandemic-evidence-from-treasury-market-broader-implications-20200717.html
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FRB: Drivers of Inflation Compensation: Evidence from Inflation Swaps in Advanced Economies
changes in oil prices. Nonetheless, our rolling-sample estimates suggest...change hands at maturity—that is, the difference between the pre-specified
URL: https://www.federalreserve.gov/econresdata/notes/ifdp-notes/2016/drivers-of-inflation-compensation-evidence-from-inflation-swaps-in-advanced-economies-20161230.html
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FRB: Speech, Ferguson -- Transparency and Responsibility in Monetary Policy -- September 9, 1999
change in the targeted federal funds rate and a brief rationale for the...changes were "signaled" through open market operations. It sometimes took
URL: https://www.federalreserve.gov/boarddocs/speeches/1999/19990909.htm
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FRB: Requirements for Mid-Cycle Stress Tests, Dodd-Frank Act Mid-Cycle Stress Tests 2013: Summary Instructions May-2013
Changes in Regulatory Capital Ratios Similar to its annual company-run...changes in capital positions over the planning horizon; and an explanation
URL: https://www.federalreserve.gov/bankinforeg/stress-tests/dfa-mid-cycle-2013/May-2013-Requirements-for-Mid-Cycle-Stress-Tests.htm
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FRB: Senior Loan Officer Opinion Survey--Table 1--April 2012
changes in your bank's lending policies over the past three months. Questions...changes in enforcement of existing policies as changes in policies. 1.
URL: https://www.federalreserve.gov/boarddocs/snloansurvey/201205/table1.htm
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FRB: Senior Loan Officer Opinion Survey--Table 2--July 2012
changes in your bank's lending policies over the past three months. Questions...changes in enforcement of existing policies as changes in policies. 1.
URL: https://www.federalreserve.gov/boarddocs/SnLoanSurvey/201208/table2.htm
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FRB: Senior Loan Officer Opinion Survey--Table 2--April 2015
changes in your bank's lending policies over the past three months. Questions...changes in enforcement of existing policies as changes in policies. 1.
URL: https://www.federalreserve.gov/boarddocs/snloansurvey/201505/table2.htm
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The Fed - Increasing Business Cycles Synchronization: The Role of Global Value Chains, Market Power and Extensive Margin Adjustments
changes in real GDP can be decomposed into two parts: (i) changes in the...change in domestic aggregate technology, or a change in the supply of
URL: https://www.federalreserve.gov/econres/notes/feds-notes/increasing-business-cycles-synchronization-20191213.html
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