Search Results
Documents are displayed in order of relevance.
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The Fed - Limited Market Participation and Asset Prices in the Presence of Earnings Management
volatility, equity premium, limited stock market participation PDF: Full
URL: https://www.federalreserve.gov/econres/ifdp/limited-market-participation-and-asset-prices-in-the-presence-of-earnings-management.htm
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The Fed - SR 19-12: Statement Regarding Insurance Policies for Directors and Officers
contained in these policies that exclude from coverage a wide range of
URL: https://www.federalreserve.gov/supervisionreg/srletters/SR1912.htm
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The Fed -
contained in this letter, may be appropriate for a particular bank holding
URL: https://www.federalreserve.gov/supervisionreg/srletters/SR1401.htm
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The Fed - SR 21-4 / CA 21-2: Inactive or Revised SR Letters Related to the Federal Reserve’s Supervisory Expectations for a Firm’s Boards of Directors
contained in certain existing Supervision and Regulation (SR) and Consumer
URL: https://www.federalreserve.gov/supervisionreg/srletters/SR2104.htm
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The Fed - Options, Equity Risks, and the Value of Capital Structure Adjustments
Volatility, Options DOI: https://doi.org/10.17016/FEDS.2016.097 PDF: Full
URL: https://www.federalreserve.gov/econres/feds/options-equity-risks-and-the-value-of-capital-structure-adjustments.htm
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The Fed - Measuring Inflation Anchoring and Uncertainty: A US and Euro Area Comparison
volatility, surveys of professional forecasters, term structure of inflation
URL: https://www.federalreserve.gov/econres/feds/measuring-inflation-anchoring-and-uncertainty-a-us-and-euro-area-comparison.htm
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The Fed - A State-Dependent Model for Inflation Forecasting
volatility, implies a time-varying vector autoregression model for changes
URL: https://www.federalreserve.gov/econres/ifdp/a-state-dependent-model-for-inflation-forecasting.htm
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The Fed - A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States
volatilities when yields are away from the ZLB. Accessible materials (
URL: https://www.federalreserve.gov/econres/feds/a-shadow-rate-or-a-quadratic-policy-rule-the-best-way-to-enforce-the-zero-lower-bound-in-the-united-states.htm
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The Fed - What is Certain about Uncertainty?
volatility. It summarizes what these measures capture, how they are constructed
URL: https://www.federalreserve.gov/econres/ifdp/what-is-certain-about-uncertainty.htm
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The Fed - Exchange Rate Dynamics and Monetary Spillovers with Imperfect Financial Markets
volatility. We document empirically a link between UIP deviations and
URL: https://www.federalreserve.gov/econres/ifdp/exchange-rate-dynamics-and-monetary-spillovers-with-imperfect-financial-markets.htm
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