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Documents are displayed in order of relevance.
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When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models
Markets and Nonlinear Dynamics for helpful comments and discussions. I...improve upon the efficiency of QMLE, while maintaining robustness. Examples
URL: https://www.federalreserve.gov/econres/feds/files/2025075pap.pdf
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FRB: Press Release -- Approval of application of G.B. Financial Services, Inc. -- April 21, 1997
market ("Roseau banking market").4 Greenbush Bank is the third largest...market ("market deposits").5 Border Bank is the fourth largest bank in
URL: https://www.federalreserve.gov/boarddocs/press/bhc/1997/199704212/
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The Fed - The October 2024 Senior Loan Officer Opinion Survey on Bank Lending Practices
middle-market firms and tighter standards for loans to small firms.2 Meanwhile...middle-market firms were basically unchanged, while moderate net shares
URL: https://www.federalreserve.gov/data/sloos/sloos-202410.htm
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Federal Reserve Board - Global Research Forum on International Macroeconomics and Finance – Call for Papers
markets, including the role of capital flows, the financial sector, market
URL: https://www.federalreserve.gov/conferences/global-research-forum-on-international-macroeconomics-and-finance.htm
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Introduction
markets, or requiring any extraordinary government assistance or taxpayer...improve our resolution readiness, including governance processes to support
URL: https://www.federalreserve.gov/supervisionreg/resolution-plans/jpmorgan-chase-1g-20230701.pdf
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Dollar Depreciation and U.S. Inflation
improves the terms of trade for U.S. trading partners. If the depreciation
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20171023memo01.pdf
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Federal Reserve Board - Industrial Production and Capacity Utilization - G.17
Market and Industry Group Summary Table 2: Industrial Production: Special
URL: https://www.federalreserve.gov/Releases/g17/20260615/ipdisk/alltables.htm
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Federal Reserve Board - Industrial Production and Capacity Utilization - G.17
Market and Industry Group Summary Table 2: Industrial Production: Special
URL: https://www.federalreserve.gov/releases/G17/20260615/ipdisk/alltables.htm
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Federal Reserve Board - Industrial Production and Capacity Utilization - G.17
Market and Industry Group Summary Table 2: Industrial Production: Special
URL: https://www.federalreserve.gov/releases/g17/20260615/ipdisk/alltables.htm
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FRB: Front-End Term Premiums in Federal Funds Futures Rates and Implied Probabilities of Future Rate Hikes
market commentaries have proposed simple rules of thumb that describe ...market futures and forward rates in the current interest rate environment
URL: https://www.federalreserve.gov/econresdata/notes/feds-notes/2016/front-end-term-premiums-in-federal-funds-futures-rates-and-implied-probabilities-of-future-rate-hikes-20161118.html
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