Board of Governors of the Federal Reserve System

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• The Fed - Derivatives Pricing under Bilateral Counterparty Risk

  rate and the stochastic intensities of the counterparties' default times

  URL: https://www.federalreserve.gov/econres/feds/derivatives-pricing-under-bilateral-counterparty-risk.htm
  



• The Fed - Jump-Diffusion Processes and Affine Term Structure Models: Additional Closed-Form Approximate Solutions, Distributional Assumptions for Jumps, and Parameter Estimates

  rate follows a jump-diffusion process are difficult to solve, and the

  URL: https://www.federalreserve.gov/econres/feds/jump-diffusion-processes-and-affine-term-structure-models-additional-closed-form-approximate-solutions-distributional-assum.htm
  



• The Fed - Why and When do Spot Prices of Crude Oil Revert to Futures Price Levels?

  rates and convenience yield (the adjusted spot-futures spread), confirming

  URL: https://www.federalreserve.gov/econres/feds/why-and-when-do-spot-prices-of-crude-oil-revert-to-futures-price-levels.htm
  



• The Fed - A Solution to the Default Risk-Business Cycle Disconnect

  rate on working capital. Models of strategic default explain the cyclical

  URL: https://www.federalreserve.gov/econres/ifdp/a-solution-to-the-default-risk-business-cycle-disconnect.htm
  



• The Fed - Cyclically Adjusted Current Account Balances

  rates in recent years have contributed to the reduction. Accessible materials

  URL: https://www.federalreserve.gov/econres/ifdp/cyclically-adjusted-current-account-balances.htm
  



• The Fed - The Monetary Transmission Mechanism in Mexico

  rate shocks is very significant. PDF: Full Paper Disclaimer: The economic

  URL: https://www.federalreserve.gov/econres/ifdp/the-monetary-transmission-mechanism-in-mexico.htm
  



• The Fed - The United States as a Heavily Indebted Country

  rates and demand growth--for the U.S. external accounts are generated

  URL: https://www.federalreserve.gov/econres/ifdp/the-united-states-as-a-heavily-indebted-country.htm
  



• The Fed - Adequacy of International Transactions and Position Data for Policy Coordination

  rate of return on claims. This underlying tendency is likely to counteract

  URL: https://www.federalreserve.gov/econres/ifdp/adequacy-of-international-transactions-and-position-data-for-policy-coordination.htm
  



• Federal Reserve Board - Statement by Vice Chair Janet L. Yellen

  rates have risen. This has precipitated a national and international debate

  URL: https://www.federalreserve.gov/newsevents/pressreleases/yellen20101216a.htm
  



• The Fed - Equilibrium Yield Curves with Imperfect Information

  Rates, Yield Curve, DSGE Model, Imperfect Information, Learning DOI: https

  URL: https://www.federalreserve.gov/econres/feds/equilibrium-yield-curves-with-imperfect-information.htm
  

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