Board of Governors of the Federal Reserve System

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• The Fed - The Contribution of Domestic and External Factors to Emerging Market Devaluation Crises: An Early Warning Systems Approach

  currency boards or dollarization--may be quite high for some countries...Currency crises, financial crises, devaluations, probit models PDF: Full

  URL: https://www.federalreserve.gov/econres/ifdp/the-contribution-of-domestic-and-external-factors-to-emerging-market-devaluation-crises-an-early-warning-systems-approach.htm
  



• The Fed - Transmission of Volatility and Trading Activity in the Global Interdealer Foreign Exchange Market: Evidence from Electronic Broking Services (EBS) Data

  currency pairs, using high-frequency intraday data from Electronic Broking

  URL: https://www.federalreserve.gov/econres/ifdp/transmission-of-volatility-and-trading-activity-in-the-global-interdealer-foreign-exchange-market-evidence-from-electronic-.htm
  



• The Fed - Firm Size and the Impact of Profit-Margin Uncertainty on Investment: Do Financing Constraints Play a Role?

  has virtually no effect (or has a positive effect) on investment. The

  URL: https://www.federalreserve.gov/econres/ifdp/firm-size-and-the-impact-of-profit-margin-uncertainty-on-investment-do-financing-constraints-play-a-role.htm
  



• The Fed - The Contributions of Domestic and External Factors to Latin American Devaluation Crises: An Early Warning Systems Approach

  balance-of-payments crises, based on different identified sets of crisis

  URL: https://www.federalreserve.gov/econres/ifdp/the-contributions-of-domestic-and-external-factors-to-latin-american-devaluation-crises-an-early-warning-systems-approach.htm
  



• The Fed - Monte Carlo Methodology and the Finite Sample Properties of Statistics for Testing Nested and Non-Nested Hypothesis

  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/monte-carlo-methodology-and-the-finite-sample-properties-of-statistics-for-testing-nested-and-non-nested-hypothesis.htm
  



• The Fed - Strategic Returns to International Diversification: An Application to the Equity Markets of Europe, Japan, and North America

  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/strategic-returns-to-international-diversification-an-application-to-the-equity-markets-of-europe-japan-and-north-america.htm
  



• The Fed - From Micro to Macro: A Note on the Analysis of Aggregate Productivity Dynamics Using Firm-Level Data

  has mostly been based on changes in the mean of log-productivity. This

  URL: https://www.federalreserve.gov/econres/ifdp/from-micro-to-macro-a-note-on-the-analysis-of-aggregate-productivity-dynamics-using-firm-level-data.htm
  



• The Fed - The Response of Equity Prices to Movements in Long-term Interest Rates Associated With Monetary Policy Statements: Before and After the Zero Lower Bound

  available. A decline in long-term interest rates induced by monetary policy...has been binding - with a policy-induced 100 basis-point decline in 10

  URL: https://www.federalreserve.gov/econres/feds/the-response-of-equity-prices-to-movements-in-long-term-interest-rates-associated-with-monetary-policy-statements.htm
  



• FRB: July 2008 Statistical Supplement--Gross Public Debt of U.S. Treasury, Types and Ownership

  Federal Reserve Bulletin, July 2008 1.41 Gross Public Debt of U.S. Treasury...Federal Reserve Bank of New York. Return to table 9. Includes individuals

  URL: https://www.federalreserve.gov/pubs/supplement/2008/07/table1_41.htm
  



• FRB: January 2008 Statistical Supplement--Gross Public Debt of U.S. Treasury, Types and Ownership

  Federal Reserve Bulletin, January 2008 1.41 Gross Public Debt of U.S. ...Federal Reserve Bank of New York. Return to table 9. Includes individuals

  URL: https://www.federalreserve.gov/pubs/supplement/2008/01/table1_41.htm
  

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