Search Results
Documents are displayed in order of relevance.
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The Fed - Estimating the Price of Default Risk
Price of Default Risk Gregory R. Duffee Abstract: A firm's instantaneous...key features of actual corporate bond yield spreads. In particular, such
URL: https://www.federalreserve.gov/econres/feds/estimating-the-price-of-default-risk.htm
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The Fed - Collateralized Debt Networks with Lender Default
price channel of contagion through endogenous collateral price. Borrowers...key externalities here, arising from the tradeoff between counterparty
URL: https://www.federalreserve.gov/econres/feds/collateralized-debt-networks-with-lender-default.htm
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The Fed - Local Estimation for Option Pricing: Improving Forecasts with Market State Information
Pricing: Improving Forecasts with Market State Information Hyung Joo Kim...key state variables including VIX, realized volatility, and time. Our
URL: https://www.federalreserve.gov/econres/feds/local-estimation-for-option-pricing-improving-forecasts-with-market-state-information.htm
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The Fed - Non-homothetic Demand Shifts and Inflation Inequality
key facts: (i) during every U.S. recession since 1959, aggregate spending...prices of necessities rise during recessions. These patterns can be explained
URL: https://www.federalreserve.gov/econres/feds/non-homothetic-demand-shifts-and-inflation-inequality.htm
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Semiannual Monetary Policy Report to the Congress - Federal Reserve Board
prices may pass through into the prices of non-energy goods and services...key developments of 2005 and discuss their implications for the outlook
URL: https://www.federalreserve.gov/newsevents/testimony/bernanke20060215a.htm
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Options on Interbank Rates and Implied Disaster Risk
for a comprehensive review, see Tsai and Wachter, 2015). The fundamental...key assumption we make is that macroeconomic disasters are likely to coincide
URL: https://www.federalreserve.gov/econres/feds/files/2023054pap.pdf
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The Fed - Firm Networks and Asset Returns
key features of supplier-customer networks in the United States, an equilibrium...pricing models. Accessible materials (.zip) Original paper: PDF | Accessible
URL: https://www.federalreserve.gov/econres/feds/firm-networks-and-asset-returns.htm
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Lost in Aggregation: Geographic Mismeasurement of Income and Spending
compare our overall measure of monthly average retail spending between...best in academic platforms, mostly due to data availability to assess
URL: https://www.federalreserve.gov/econres/feds/files/2025050pap.pdf
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The Fed - Rational Expectations, Risk Premia, and the Market for Spot and Forward Exchange
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/rational-expectations-risk-premia-and-the-market-for-spot-and-forward-exchange.htm
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FRB: Beige Book--Full report--December 3, 2008
and/or cattle prices. Chicago, Kansas City, Dallas and San Francisco noted...prices and, in some cases, weather disruptions. Meanwhile, mining activity
URL: https://www.federalreserve.gov/fomc/beigebook/2008/20081203/FullReport.htm
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