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The Fed - Finance and Economics Discussion Series (FEDS) - 2017
Skip to main content Finance and Economics Discussion Series (FEDS) Twitter Share RSS View by year 2017 FEDS 2017-125 December 2017 Quantitative
URL: https://www.federalreserve.gov/econres/feds/2017.htm
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The Fed - Treasury Yields and Corporate Bond Yield Spreads: An Empirical Analysis
Bond Yield Spreads: An Empirical Analysis Gregory R. Duffee Abstract: ...bond yields over Treasuries. I find that noncallable bond yield spreads
URL: https://www.federalreserve.gov/econres/feds/treasury-yields-and-corporate-bond-yield-spreads-an-empirical-analysis.htm
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The Fed - Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs
Bond Transaction Costs Jaewon Choi and Yesol Huh Abstract: The convention...bond markets is to assume that dealers provide liquidity to non-dealers
URL: https://www.federalreserve.gov/econres/feds/customer-liquidity-provision-implications-for-corporate-bond-transaction-costs.htm
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The Fed - Low Frequency Effects of Macroeconomic News on Government Bond Yields
Bond Yields Carlo Altavilla, Domenico Giannone, and Michele Modugno Abstract...bond market to innovations in macroeconomic fundamentals. We identify
URL: https://www.federalreserve.gov/econres/feds/low-frequency-effects-of-macroeconomic-news-on-government-bond-yields.htm
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The Fed - Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries
bond issuance by 4.6% and increases the bond spread by 1.3% on average...bond spreads and higher bond issuance probabilities. Moreover, such positive
URL: https://www.federalreserve.gov/econres/ifdp/exchange-rate-policy-and-sovereign-bond-spreads-in-developing-countries.htm
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Market Liquidity in Treasury Futures Market During March 2020
bond experienced significant market turmoil in March 2020. 1 liquidity...buying or selling futures. In contrast, bank and non-bank broker dealers
URL: https://www.federalreserve.gov/econres/feds/files/2025038pap.pdf
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The Fed - Uncovering Country Risk in Emerging Market Bond Prices
Bond Prices Erik Durbin and David Tat-Chee Ng Abstract: We investigate...bond yields) of bonds issued by emerging market firms and bonds issued
URL: https://www.federalreserve.gov/econres/ifdp/uncovering-country-risk-in-emerging-market-bond-prices.htm
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The Fed - Fiscal Positions and Government Bond Yields in OECD Countries
Bond Yields in OECD Countries Joseph W. Gruber and Steven B. Kamin Abstract...bond yields by 2015, with effects on other G7 bond yields generally being
URL: https://www.federalreserve.gov/econres/ifdp/fiscal-positions-and-government-bond-yields-in-oecd-countries.htm
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Bond insurance - Federal Reserve Board
Bond insurance Patrick M. Parkinson, Deputy Director, Division of Research...bond markets, (2) potential losses and liquidity pressures on banks and
URL: https://www.federalreserve.gov/newsevents/testimony/parkinson20080214a.htm
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FRB: Speech, Meyer -- Monetary policy and the bond market -- September 12, 1997
Bond Market Trade Association, Washington, D.C. September 12, 1997 Monetary...Bond Market: Complements or Substitutes? It is a pleasure to speak this
URL: https://www.federalreserve.gov/boarddocs/speeches/1997/199709122.htm
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