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Documents are displayed in order of relevance.
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FRB: Charge-Off and Delinquency Rates on Loans and Leases at Commercial Banks
Rates on Loans and Leases at Commercial Banks Release About Announcements...Rates All Banks, SA Real estate loans Consumer loans Leases C&I loans
URL: https://www.federalreserve.gov/releases/chargeoff/delallsa.htm
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The Fed - How Can Asset Prices Value Exchange Rate Wedges?
Rate Wedges? Karen K. Lewis and Edith X. Liu Abstract: When available ...rates should reflect this behavior. However, exchange rates observed in
URL: https://www.federalreserve.gov/econres/feds/how-can-asset-prices-value-exchange-rate-wedges.htm
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The Fed - GSEs, Mortgage Rates, and the Long-Run Effects of Mortgage Securitization
Rates, and the Long-Run Effects of Mortgage Securitization Wayne Passmore...rates. We find that GSEs generally--but not always--lower mortgage rates
URL: https://www.federalreserve.gov/econres/feds/gses-mortgage-rates-and-the-long-run-effects-of-mortgage-securitization.htm
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The Fed - Nonparametric Estimation of Multifactor Continuous-Time Interest Rate Models
Rate Models Chris Downing Abstract: This paper studies the finite sample...rate, multifactor, nonparametric PDF: Full Paper Disclaimer: The economic
URL: https://www.federalreserve.gov/econres/feds/nonparametric-estimation-of-multifactor-continuous-time-interest-rate-models.htm
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The Fed - High-Frequency Estimates of the Natural Real Rate and Inflation Expectations
Rate and Inflation Expectations Alex Aronovich and Andrew Meldrum Abstract...rate and long-horizon inflation expectations, using nonlinear regressions
URL: https://www.federalreserve.gov/econres/feds/high-frequency-estimates-of-the-natural-real-rate-and-inflation-expectations.htm
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The Fed - Do Nonfinancial Firms Use Interest Rate Derivatives to Hedge?
Rate Derivatives to Hedge? Daniel Covitz and Steven A. Sharpe Abstract...rate derivative positions of nonfinancial firms in 2000 and 2002. We find
URL: https://www.federalreserve.gov/econres/feds/do-nonfinancial-firms-use-interest-rate-derivatives-to-hedge.htm
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The Fed - Term Structure Estimation with Survey Data on Interest Rate Forecasts
Rate Forecasts Don H. Kim and Athanasios Orphanides Abstract: The estimation...rates. We propose using survey forecasts of a short-term interest rate
URL: https://www.federalreserve.gov/econres/feds/term-structure-estimation-with-survey-data-on-interest-rate-forecasts.htm
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The Fed - Government Debt, Limited Foresight, and Longer-term Interest Rates
Rates Christopher Gust and Arsenios Skaperdas Abstract: We study the relationship...rates in an environment where financial market participants have limited
URL: https://www.federalreserve.gov/econres/feds/government-debt-limited-foresight-and-longer-term-interest-rates.htm
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The Fed - Price Pressure and Price Discovery in the Term Structure of Interest Rates
Rates Scott Mixon and Tugkan Tuzun Abstract: We study the price pressure...rates is most strongly linked to non-dealer order flow in the 10-year
URL: https://www.federalreserve.gov/econres/feds/price-pressure-and-price-discovery-in-the-term-structure-of-interest-rates.htm
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The Fed - Are Shadow Rate Models of the Treasury Yield Curve Structurally Stable?
Rate Models of the Treasury Yield Curve Structurally Stable? Don H. Kim...rate term structure models of Treasury yields over a sample that includes
URL: https://www.federalreserve.gov/econres/feds/are-shadow-rate-models-of-the-treasury-yield-curve-structurally-stable.htm
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