Search Results
Documents are displayed in order of relevance.
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The Fed - Trading Activity and Price Volatility in the Municipal Bond Market
Bond Market Chris Downing and Frank Zhang Abstract: Utilizing a comprehensive...bond's price volatility. In contrast to previous studies, we find a negative
URL: https://www.federalreserve.gov/econres/feds/trading-activity-and-price-volatility-in-the-municipal-bond-market.htm
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The Fed - Nominal Rigidities and the Term Structures of Equity and Bond Returns
Bond Returns Pier Lopez, David Lopez-Salido, and Francisco Vazquez-Grande...bond yields, habit formation, nominal rigidities, structural term structure
URL: https://www.federalreserve.gov/econres/feds/nominal-rigidities-and-the-term-structures-of-equity-and-bond-returns.htm
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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 - Diversification, Original Sin, and International Bond Portfolios
Bond Portfolios John D. Burger and Francis E. Warnock Abstract: While ...bond portfolios, we find that portfolio weights are greater for countries
URL: https://www.federalreserve.gov/econres/ifdp/diversification-original-sin-and-international-bond-portfolios.htm
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The Fed - Does Realized Volatility Help Bond Yield Density Prediction?
Bond Yield Density Prediction? Minchul Shin and Molin Zhong Abstract: ...bond yield density forecasting. To do so, we develop a general estimation
URL: https://www.federalreserve.gov/econres/feds/does-realized-volatility-help-bond-yield-density-prediction.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 - 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 - US Monetary Policy and International Bond Markets
Bond Markets Simon Gilchrist, Vivian Yue, and Egon Zakrajsek Abstract:...bond yields is, on balance, comparable to that of conventional policy.
URL: https://www.federalreserve.gov/econres/feds/us-monetary-policy-and-international-bond-markets.htm
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Central bank preparedness for market-functioning asset purchases as a consideration for long-run balance sheet composition
Finance and Economics Discussion Series Federal Reserve Board, Washington, D.C. ISSN 1936-2854 (Print) ISSN 2767-3898 (Online) Central bank preparedness
URL: https://www.federalreserve.gov/econres/feds/files/2025077pap.pdf
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The Fed - On the Benefits of Universal Banks: Concurrent Lending and Corporate Bond Underwriting
Bond Underwriting Elliot Anenberg, Maggie Church, Serafin Grundl, and ...bond issuance only, we focus exclusively on underwriting of corporate
URL: https://www.federalreserve.gov/econres/notes/feds-notes/concurrent-lending-and-corporate-bond-underwriting-20180405.html
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