Search Results
Documents are displayed in order of relevance.
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Federal Reserve Board - Minutes of the Board of Governors discount rate meetings
rate meetings May 19, June 9, and June 18, 2025 (PDF) April 7, April 28
URL: https://www.federalreserve.gov/monetarypolicy/discount-rate-minutes.htm
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The Fed - A Utility Based Comparison of Some Models of Exchange Rate Volatility
Rate Volatility Kenneth D. West, Hali J. Edison, and Dongchul Cho Abstract...rates, 1973-1989, and the corresponding pair of Eurodeposit rates. Of
URL: https://www.federalreserve.gov/econres/ifdp/a-utility-based-comparison-of-some-models-of-exchange-rate-volatility.htm
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The Fed - New Financial Market Measures of the Neutral Real Rate and Inflation Expectations
rates.2 Moreover, in practice, risk premiums in forward rates may be large...rates and inflation rates based on nonlinear regressions of Blue Chip
URL: https://www.federalreserve.gov/econres/notes/feds-notes/new-financial-market-measures-of-the-neutral-real-rate-and-inflation-expectations-20200803.html
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The Fed - Nonparametric Estimation of Multifactor Continuous-Time Interest Rate Models
Rate Models Chris Downing Abstract: This paper studies the finite sample...rate, multifactor, nonparametric PDF: Full Paper Disclaimer: The economic
URL: https://www.federalreserve.gov/econres/feds/nonparametric-estimation-of-multifactor-continuous-time-interest-rate-models.htm
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The Fed - Longer-Run Neutral Rates in Major Advanced Economies
rate—the policy rate consistent with economic activity at its longer-run...rates. The Bank of Canada (BOC) publishes its estimates for neutral rates
URL: https://www.federalreserve.gov/econres/notes/feds-notes/longer-run-neutral-rates-in-major-advanced-economies-20221201.html
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FRB: March 2008 Statistical Supplement--Interest Rates, Money and Capital Markets
Rates, Money and Capital Markets Percent per year; figures are averages...rate is a weighted average of rates on trades through New York brokers
URL: https://www.federalreserve.gov/pubs/supplement/2008/03/table1_35.htm
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The Fed - Does Mortgage Hedging Amplify Movements in Long-term Interest Rates?
Rates? Roberto Perli and Brian Sack Abstract: The growth of the mortgage...rates. This paper finds that the volatility of the ten-year swap rate
URL: https://www.federalreserve.gov/econres/feds/does-mortgage-hedging-amplify-movements-in-long-term-interest-rates.htm
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The Fed - Credit Scoring and Mortgage Securitization: Do They Lower Mortgage Rates?
Rates? Andrea Heuson, Wayne Passmore, and Roger Sparks Abstract: This ...rates. First, we analyze whether a portion of the liquidity premium gets
URL: https://www.federalreserve.gov/econres/feds/credit-scoring-and-mortgage-securitization-do-they-lower-mortgage-rates.htm
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The Fed - Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984
rate models forecast major dollar exchange rates no better than a naive...rates, and to real exchange rates. Finally, we test to see if real exchange
URL: https://www.federalreserve.gov/econres/ifdp/was-it-real-the-exchange-rate-interest-differential-relation-1973-1984.htm
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Federal Reserve Board - Foreign Exchange Rates - H.10 - August 25, 2025
Rates - H.10 Current Release Release Dates Country Data Nominal/Real Indexes...rates and U.S. dollar indexes for the previous business week. If Monday
URL: https://www.federalreserve.gov/releases/h10/
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