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The Fed - Dividend Taxes and Stock Volatility
Stock Volatility Erin E. Syron Ferris Abstract: How do dividend taxes ...stock volatility? In this paper, I use a decrease in dividend taxes as
URL: https://www.federalreserve.gov/econres/feds/dividend-taxes-and-stock-volatility.htm
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The Fed - Measuring Transaction Costs in the Absence of Timestamps
Measuring Transaction Costs in the Absence of Timestamps Filip Zikes Abstract...measures of transaction costs in the absence of transaction timestamps
URL: https://www.federalreserve.gov/econres/feds/measuring-transaction-costs-in-the-absence-of-timestamps.htm
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Issues in the Use of the Balance Sheet Tool
stock returns, investment-grade corporate yields, real 30-year MBS yields...stock prices, equity implied volatility, and credit spreads to QE announcements
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20191011memo03.pdf
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This file contains a measure of Fed monetary policy shocks, as estimated in "A Unified Measure of Fed Monetary Policy
measure of Fed monetary policy shocks, as estimated in "A Unified Measure
URL: https://www.federalreserve.gov/econres/feds/files/brw-shock-series-dictionary.txt
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The Fed - F.6 Derivation of Measures of Personal Saving
Measures of Personal Saving (1) Billions of dollars; quarterly figures...money market fund shares; asset FA173034005 417.6 346.4 930.5 1114.2 -
URL: https://www.federalreserve.gov/releases/z1/20211209/html/f6.htm
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The Fed - F.6 Derivation of Measures of Personal Saving
Measures of Personal Saving (1) Billions of dollars; quarterly figures...money market mutual fund shares; asset FA173034005 17.4 -15 244.6 71.2
URL: https://www.federalreserve.gov/releases/z1/20171207/html/f6.htm
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The Fed - F.6 Derivation of Measures of Personal Saving
Measures of Personal Saving (1) Billions of dollars; quarterly figures...money market fund shares; asset FA173034005 68.5 185.9 415.0 304.6 408.3
URL: https://www.federalreserve.gov/releases/z1/20200921/html/f6.htm
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The Fed - F.6 Derivation of Measures of Personal Saving
Measures of Personal Saving (1) Billions of dollars; quarterly figures...money market fund shares; asset FA173034005 185.9 415.0 220.2 562.3 384.7
URL: https://www.federalreserve.gov/releases/z1/20210311/html/f6.htm
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The Fed - F.6 Derivation of Measures of Personal Saving
Measures of Personal Saving (1) Billions of dollars; quarterly figures...money market fund shares; asset FA173034005 437.5 105.1 -4.2 -396.5 222.9
URL: https://www.federalreserve.gov/releases/z1/20230309/html/f6.htm
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The Fed - F.6 Derivation of Measures of Personal Saving
Measures of Personal Saving (1) Billions of dollars; quarterly figures...money market fund shares; asset FA173034005 185.9 415.0 304.6 408.3 562.3
URL: https://www.federalreserve.gov/releases/z1/20201210/html/f6.htm
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