Search Results
Documents are displayed in order of relevance.
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The Fed - Exchange Rates, Optimal Debt Composition, and Hedging in Small Open Economies
Rates, Optimal Debt Composition, and Hedging in Small Open Economies Jose...rate risk and the probability of financial default, interest rates, the
URL: https://www.federalreserve.gov/econres/feds/exchange-rates-optimal-debt-composition-and-hedging-in-small-open-economies.htm
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The Fed - How Would US Banks Fare in a Negative Interest Rate Environment?
Rate Environment? David M. Arseneau Abstract: The effectiveness of negative...rate to interest rates on short-term liquid assets held on the balance
URL: https://www.federalreserve.gov/econres/feds/how-would-us-banks-fare-in-a-negative-interest-rate-environment.htm
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The Fed - The Continuing Validity of Monetary Policy Autonomy Under Floating Exchange Rates
Rates Edward Nelson Abstract: Economic research in recent years has given...rate provides autonomy with regard to monetary policy to a central bank
URL: https://www.federalreserve.gov/econres/feds/the-continuing-validity-of-monetary-policy-autonomy-under-floating-exchange-rates.htm
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The Fed - The Transmission of Monetary Policy through Bank Lending: The Floating Rate Channel
Rate Channel Filippo Ippolito, Ali K. Ozdagliy, and Ander Perez-Orive ...rates mechanically tied to monetary policy rates. Hence, monetary policy-induced
URL: https://www.federalreserve.gov/econres/feds/the-transmission-of-monetary-policy-through-bank-lending-the-floating-rate-channel.htm
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The Fed - An Empirical Analysis of Bond Recovery Rates: Exploring a Structural View of Default
Rates: Exploring a Structural View of Default Daniel Covitz and Song Han...rates on bonds, measured at default, should be close to 100 percent. This
URL: https://www.federalreserve.gov/econres/feds/an-empirical-analysis-of-bond-recovery-rates-exploring-a-structural-view-of-default.htm
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The Fed - Nonparametric Density Estimation and Tests of Continuous Time Interest Rate Models
Rate Models Matt Pritsker Abstract: A number of recent papers have used...rate, and to test term structure models. However, little is known about
URL: https://www.federalreserve.gov/econres/feds/nonparametric-density-estimation-and-tests-of-continuous-time-interest-rate-models.htm
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The Fed - Uncovered interest rate, overshooting, and predictability reversal puzzles in an emerging economy
rate, overshooting, and predictability reversal puzzles in an emerging...rates or realized exchange rates are used. Second, caution is necessary
URL: https://www.federalreserve.gov/econres/feds/uncovered-interest-rate-overshooting-and-predictability-reversal-puzzles-in-an-emerging-economy.htm
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The Fed - Does Mortgage Hedging Amplify Movements in Long-term Interest Rates?
Rates? Roberto Perli and Brian Sack Abstract: The growth of the mortgage...rates. This paper finds that the volatility of the ten-year swap rate
URL: https://www.federalreserve.gov/econres/feds/does-mortgage-hedging-amplify-movements-in-long-term-interest-rates.htm
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The Fed - Do Negative Interest Rates Explain Low Profitability of European Banks?
Rates Explain Low Profitability of European Banks?1 Nicholas Coleman* ...rate environment. Specifically, $$$\text{Negative Rates Dummy}_{jt}$$$
URL: https://www.federalreserve.gov/econres/notes/feds-notes/do-negative-interest-rates-explain-low-profitability-of-european-banks-20191129.html
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The Fed - Estimating the Value and Interest Rate Risk of Interest-Bearing Transactions Deposits
Rate Risk of Interest-Bearing Transactions Deposits James M. O'Brien Abstract...rate specifications studied include asymmetric adjustment to market rate
URL: https://www.federalreserve.gov/econres/feds/estimating-the-value-and-interest-rate-risk-of-interest-bearing-transactions-deposits.htm
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