Board of Governors of the Federal Reserve System

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• The Fed - The Pricing Kernel in Options

  volatility-dependence. Because of low statistical power, kernels with

  URL: https://www.federalreserve.gov/econres/feds/the-pricing-kernel-in-options.htm
  



• The Fed - Tokenization: Overview and Financial Stability Implications

  volatility from crypto asset markets to the markets for the crypto token

  URL: https://www.federalreserve.gov/econres/feds/tokenization-overview-and-financial-stability-implications.htm
  



• FRB: FOMC conference call -- April 8, 2003 presentation materials

  Volatility (VIX) A line graph displays S&P 100 implied volatility from...Volatility* A line graph displays short-term Eurodollar implied volatility

  URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20030408material.htm
  



• The Fed - From the Horse's Mouth: Gauging Conditional Expected Stock Returns from Investor Surveys

  volatility, implying strongly procyclical Sharpe ratios. These results

  URL: https://www.federalreserve.gov/econres/feds/from-the-horse39s-mouth-gauging-conditional-expected-stock-returns-from-investor-surveys.htm
  



• The Fed - Simple Monetary Rules Under Fiscal Dominance

  volatile inflation. This leads to very frequent violations of the zero

  URL: https://www.federalreserve.gov/econres/ifdp/simple-monetary-rules-under-fiscal-dominance.htm
  



• The Fed - Deviations from Purchasing Power Parity: Causes and Welfare Costs

  volatile exchange-rate effect. Both are shown to be important empirically

  URL: https://www.federalreserve.gov/econres/ifdp/deviations-from-purchasing-power-parity-causes-and-welfare-costs.htm
  



• The Fed - Technology Shocks: Novel Implications for International Business Cycles

  volatility. This paper incorporates Hicks-neutral and investment-specific

  URL: https://www.federalreserve.gov/econres/ifdp/technology-shocks-novel-implications-for-international-business-cycles.htm
  



• The Fed - The Use of the Parallel Market Rate as a Guide to Setting the Official Exchange Rate

  volatility and/or structural change. In this context, where parallel markets

  URL: https://www.federalreserve.gov/econres/ifdp/the-use-of-the-parallel-market-rate-as-a-guide-to-setting-the-official-exchange-rate.htm
  



• The Fed - The Impact of Macroeconomic Announcements on Real Time Foreign Exchange Rates in Emerging Markets

  volatilities of emerging market exchange rates, but many domestic news

  URL: https://www.federalreserve.gov/econres/ifdp/the-impact-of-macroeconomic-announcements-on-real-time-foreign-exchange-rates-in-emerging-markets.htm
  



• The Fed - Monetary Policy: Monetary Policy Report (Branch)

  volatility for the S&P 500 index

  URL: https://www.federalreserve.gov/monetarypolicy/2024-07-mpr-abbreviations.htm
  

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