Search Results
Documents are displayed in order of relevance.
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The Fed - Interest Rates and the Volatility and Correlation of Commodity Prices
Rates and the Volatility and Correlation of Commodity Prices Joseph W....rates. More generally, we examine the effect of interest rates on the
URL: https://www.federalreserve.gov/econres/ifdp/interest-rates-and-the-volatility-and-correlation-of-commodity-prices.htm
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The Fed - Credit Migration and Covered Interest Rate Parity
Rate Parity Gordon Y. Liao Abstract: This paper examines the connection...rate parity and differences in the credit spread of bonds of similar risk
URL: https://www.federalreserve.gov/econres/ifdp/credit-migration-and-covered-interest-rate-parity.htm
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The Fed - Bayesian Model Averaging and Exchange Rate Forecasts
Rate Forecasts Jonathan H. Wright Abstract: Exchange rate forecasting ...rate is well approximated by a driftless random walk, at least for prediction
URL: https://www.federalreserve.gov/econres/ifdp/bayesian-model-averaging-and-exchange-rate-forecasts.htm
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The Fed - The Effect of Exchange Rate Fluctuations on Multinationals' Returns
rate used or size of the movement in the exchange rate matters in estimating...rate to a 2-digit SIC industry exchange rate increases the number of significantly
URL: https://www.federalreserve.gov/econres/ifdp/the-effect-of-exchange-rate-fluctuations-on-multinationals39-returns.htm
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The Fed - In Search of Dominant Drivers of the Real Exchange Rate
rate variances. Dominant drivers of the real exchange rate are orthogonal...rate. Keywords: international business cycles, real exchange rate, uncovered
URL: https://www.federalreserve.gov/econres/ifdp/in-search-of-dominant-drivers-of-the-real-exchange-rate.htm
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The Fed - Macroeconomic Effects of Capital Tax Rate Changes
Rate Changes Saroj Bhattarai, Jae Won Lee, Woong Yong Park, and Choongryul...rate in a quantitative model with capital-skill complementarity and household
URL: https://www.federalreserve.gov/econres/feds/macroeconomic-effects-of-capital-tax-rate-changes.htm
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The Fed - The Natural Rate of Interest Through a Hall of Mirrors
rates appeal to a secular decline in the natural interest rate, or r-star...rates, Misperception, Monetary policy shocks, Natural rate of interest
URL: https://www.federalreserve.gov/econres/feds/the-natural-rate-of-interest-through-a-hall-of-mirrors.htm
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The Fed - Term Structure of Interest Rates with Regime Shifts
Rates with Regime Shifts Ravi Bansal and Hao Zhou Abstract: We develop...rate and the market price of risks are subject to discrete regime shifts
URL: https://www.federalreserve.gov/econres/feds/term-structure-of-interest-rates-with-regime-shifts.htm
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The Fed - Macro Risks and the Term Structure of Interest Rates
Rates Geert Bekaert, Eric Engstrom, and Andrey Ermolov Abstract: We use
URL: https://www.federalreserve.gov/econres/feds/macro-risks-and-the-term-structure-of-interest-rates.htm
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The Fed - The Optimal Inflation Rate with Discount Factor Heterogeneity
Rate with Discount Factor Heterogeneity Antoine Lepetit Abstract: This...rate. In that case, a monetary authority acting under commitment will
URL: https://www.federalreserve.gov/econres/feds/the-optimal-inflation-rate-with-discount-factor-heterogeneity.htm
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