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Local Estimation for Option Pricing: Improving Forecasts with Market State Information
to, Bakshi, Cao, and Chen (1997), Bates (2000, 2019), Duffie, Pan, and...up-to-date market dynamics without increasing model complexity.4 By focusing
URL: https://www.federalreserve.gov/econres/feds/files/2025076pap.pdf
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FRB: Foreign Transactions in Securities, December 2015
Asia -29,924 -27,401 -7,724 -58 -1,266 -2,298 3 -626 -4,664 -1,217 21 ...99 52 International and regional organzations 2 -928 -1,189 -1,235 -7
URL: https://www.federalreserve.gov/econresdata/releases/secholdtrans/fortranssec20151231.htm
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FRB: Foreign Transactions in Securities, January 2017
4,537 -3,933 -707 -528 -627 -18 41 52 -99 22 Hong Kong -6,591 -16,159 ...4,345 7,367 4,317 7,088 11,945 4,183 93 Asia 27,821 40,466 73,678 13,878
URL: https://www.federalreserve.gov/econresdata/releases/secholdtrans/fortranssec20170131.htm
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FRB: Foreign Transactions in Securities, October 2010, 1
4,041 67 Channel Islands and Isle of Man -12,560 -326 -663 -99 1 -94 -...4,041 -4,683 -473 -522 -169 -199 -2,296 -63 -35 72 Other Asia 60,955 -
URL: https://www.federalreserve.gov/econresdata/releases/secholdtrans/fortranssec20101031.htm
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FRB: Foreign Transactions in Securities, February 2012, 1
99 -83 -49 123 285 52 International and regional organzations 2 -1,623...Asia -2,689 -42,272 11,958 8,257 -4,081 10,293 8,320 -1,076 -231 4,956
URL: https://www.federalreserve.gov/econresdata/releases/secholdtrans/fortranssec20120229.htm
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Nonlinear Effects of Loan-to-Value Constraints
Loan-to-Value Constraints C. Bora Durdu and Sergio Villalvazo 2024-081...Loan-to-Value Con- straints,” Finance and Economics Discussion Series
URL: https://www.federalreserve.gov/econres/feds/files/2024081pap.pdf
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FRB: Foreign Transactions in Securities, September 2011
Asia -3,605 69,564 30,522 12,411 4,523 5,700 7,426 2,742 -5,030 2,750 ...99 -125 -218 72 Other Asia -1,195 15,488 9,805 361 1,194 2,111 5,606 1,828
URL: https://www.federalreserve.gov/econresdata/releases/secholdtrans/fortranssec20110930.htm
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FRB: Foreign Transactions in Securities, June 2013
99 -31 30 -86 -10 U.S. GOVERNMENT AGENCY BONDS 27 Foreign purchases 1,132,565...4,666 -1,927 4,542 1,664 -397 -4,614 2,358 93 Asia 11,852 27,745 -12,925
URL: https://www.federalreserve.gov/econresdata/releases/secholdtrans/fortranssec20130630.htm
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FRB: Foreign Transactions in Securities, April 2013
99 -31 30 U.S. GOVERNMENT AGENCY BONDS 27 Foreign purchases 1,132,565 ...4,932 -2,266 4,528 1,642 -279 93 Asia 11,852 25,208 -6,788 1,710 4,377
URL: https://www.federalreserve.gov/econresdata/releases/secholdtrans/fortranssec20130430.htm
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TALF Loan Level Data Report As Of Date Loan Number Borrower Investment Manager for the Borrower Borrower City Borrower
6,232,815.99 0.00 06/25/2020 06/26/2023 12/14/2020 FIXED 1.3 n/a 7,332,724.70...83162CF99 United States Small Business Administration Small Business SBA
URL: https://www.federalreserve.gov/publications/files/talf-transaction-specific-disclosures-8-11-23.xlsx
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