Board of Governors of the Federal Reserve System

« Previous 3861 3862 3863 3864 3865 3866 3867 3868 3869 3870 3871 3872 3873 3874 3875 3876 3877 3878 3879 3880 Next »

• The Fed - An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?

  rate uncertainty if default occurs, are particularly suitable for developing

  URL: https://www.federalreserve.gov/econres/feds/an-empirical-test-of-a-two-factor-mortgage-valuation-model-how-much-do-house-prices-matter.htm
  



• The Fed - Derivatives Pricing under Bilateral Counterparty Risk

  rate and the stochastic intensities of the counterparties' default times

  URL: https://www.federalreserve.gov/econres/feds/derivatives-pricing-under-bilateral-counterparty-risk.htm
  



• The Fed - The Institutional Memory Hypothesis and the Procyclicality of Bank Lending Behavior

  rate premiums on individual loans, and over 2,000 observations on credit

  URL: https://www.federalreserve.gov/econres/feds/the-institutional-memory-hypothesis-and-the-procyclicality-of-bank-lending-behavior.htm
  



• The Fed - Who Pays For Your Rewards? Redistribution in the Credit Card Market

  rates than on comparable cards without rewards. We estimate an aggregate

  URL: https://www.federalreserve.gov/econres/feds/who-pays-for-your-rewards-redistribution-in-the-credit-card-market.htm
  



• The Fed - Why Does the Yield Curve Predict GDP Growth? The Role of Banks

  rates) boosts bank profits and the supply of bank loans. Intuitively,

  URL: https://www.federalreserve.gov/econres/feds/why-does-the-yield-curve-predict-gdp-growth-the-role-of-banks.htm
  



• The Fed - Jump-Diffusion Processes and Affine Term Structure Models: Additional Closed-Form Approximate Solutions, Distributional Assumptions for Jumps, and Parameter Estimates

  rate follows a jump-diffusion process are difficult to solve, and the

  URL: https://www.federalreserve.gov/econres/feds/jump-diffusion-processes-and-affine-term-structure-models-additional-closed-form-approximate-solutions-distributional-assum.htm
  



• The Fed - Why and When do Spot Prices of Crude Oil Revert to Futures Price Levels?

  rates and convenience yield (the adjusted spot-futures spread), confirming

  URL: https://www.federalreserve.gov/econres/feds/why-and-when-do-spot-prices-of-crude-oil-revert-to-futures-price-levels.htm
  



• (Re-)Connecting Inflation and the Labor Market: A Tale of Two Curves

  rate that was accompanied by a drop in labor force participation. While...rate declined gradually and the participation rate remained low in the

  URL: https://www.federalreserve.gov/econres/feds/files/2024050r1pap.pdf
  



• FRB: FEDS Notes: Inflation Expectations in the Recovery from the Great Depression

  rates have hit the zero lower bound (ZLB) is to increase inflation expectations...rates of interest that presumably affect business and household spending

  URL: https://www.federalreserve.gov/econresdata/notes/feds-notes/2016/inflation-expectations-in-the-recovery-from-the-great-depression-20160830.html
  



• The Fed - A Solution to the Default Risk-Business Cycle Disconnect

  rate on working capital. Models of strategic default explain the cyclical

  URL: https://www.federalreserve.gov/econres/ifdp/a-solution-to-the-default-risk-business-cycle-disconnect.htm
  

« Previous 3861 3862 3863 3864 3865 3866 3867 3868 3869 3870 3871 3872 3873 3874 3875 3876 3877 3878 3879 3880 Next »