Search Results
Documents are displayed in order of relevance.
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The Fed - Slow capital, fast prices: Shocks to funding liquidity and stock price reversals
markets - in response to a negative shock, prices fall "too far" before...market-making reduces price volatility (and uninformed traders' reactions
URL: https://www.federalreserve.gov/econres/feds/slow-capital-fast-prices-shocks-to-funding-liquidity-and-stock-price-reversals.htm
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The Fed - Credit Default Swaps in General Equilibrium: Spillovers, Credit Spreads, and Endogenous Default
markets (CDS) in a general equilibrium setting. First, when firms' cash...and investment for all firms, even those that are not CDS reference entities
URL: https://www.federalreserve.gov/econres/feds/credit-default-swaps-in-general-equilibrium-spillovers-credit-spreads-and-endogenous-default.htm
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The Fed - Density Selection and Combination Under Model Ambiguity: An Application to Stock Returns
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URL: https://www.federalreserve.gov/econres/feds/density-selection-and-combination-under-model-ambiguity-an-application-to-stock-returns.htm
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The Fed - Navigating Higher Education Insurance: An Experimental Study on Demand and Adverse Selection
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URL: https://www.federalreserve.gov/econres/feds/navigating-higher-education-insurance-an-experimental-study-on-demand-and-adverse-selection.htm
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The Fed - Cointegration, Seasonality, Encompassing, and the Demand for Money in the United Kingdom
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URL: https://www.federalreserve.gov/econres/ifdp/cointegration-seasonality-encompassing-and-the-demand-for-money-in-the-united-kingdom.htm
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The Fed - Computerizing Households and the Role of Investment-Specific Productivity in Business Cycles
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/ifdp/computerizing-households-and-the-role-of-investment-specific-productivity-in-business-cycles.htm
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The Fed - Economic Forecasting in Theory and Practice: An Interview with David F. Hendry
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URL: https://www.federalreserve.gov/econres/ifdp/economic-forecasting-in-theory-and-practice-an-interview-with-david-f-hendry.htm
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The Fed - Sudden Stops, Financial Crises and Leverage: A Fisherian Deflation of Tobin's Q*
markets' Sudden Stops. Business cycle dynamics produce periods of expansion
URL: https://www.federalreserve.gov/econres/ifdp/sudden-stops-financial-crises-and-leverage-a-fisherian-deflation-of-tobin39s-q.htm
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The Fed - Asset Bubbles, Domino Effects and 'Lifeboats': Elements of the East Asian Crisis
market imperfections have been blamed for the depth and persistence of...market imperfections, asset price bubbles, financial crisis, illiquidity
URL: https://www.federalreserve.gov/econres/ifdp/asset-bubbles-domino-effects-and-39lifeboats39-elements-of-the-east-asian-crisis.htm
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The Fed - European Monetary Arrangements: Implications for the Dollar, Exchange Rate Variability and Credibility
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/ifdp/european-monetary-arrangements-implications-for-the-dollar-exchange-rate-variability-and-credibility.htm
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