Search Results
Documents are displayed in order of relevance.
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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 - Itô Conditional Moment Generator and the Estimation of Short Rate Processes
Rate Processes Hao Zhou Abstract: This paper exploits the Itô's formula...rate models that allow for nonlinear volatility and flexible jump specifications
URL: https://www.federalreserve.gov/econres/feds/ito-conditional-moment-generator-and-the-estimation-of-short-rate-processes.htm
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The Fed - Publications: Annual Report of the Board of Governors of the Federal Reserve System
funds and securities, and providing a multilateral settlement service.1...Funds, National Settlement Service, and Fedwire Securities Service through
URL: https://www.federalreserve.gov/publications/2017-ar-federal-reserve-banks.htm
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Speech by Vice Chairman Fischer on international effects of recent policy tightening - Federal Reserve Board
rates.1 Spillovers from the Fed's Unconventional Policies Extensive empirical...funds rate following its December 2016 and March 2017 meetings--by a cumulative
URL: https://www.federalreserve.gov/newsevents/speech/fischer20170419a.htm
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FRB: FOMC Minutes--July 5-6, 1994
rate of nonfarm inventory investment evidently had picked up in the second...rates were at relatively high levels, and the slack in labor markets had
URL: https://www.federalreserve.gov/fomc/MINUTES/1994/19940706min.htm
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FRB: Speech, Ferguson -- Credit risk management: Models and judgment -- October 16, 2001
funds rate down 100 basis points since September 11, in two steps of 50
URL: https://www.federalreserve.gov/boarddocs/speeches/2001/20011016/default.htm
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The economic outlook - Federal Reserve Board
rates on conforming mortgages. More recently, agency MBS spreads and conforming...rates have retraced part of this increase, and conforming mortgages continue
URL: https://www.federalreserve.gov/newsevents/testimony/bernanke20080402a.htm
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The Fed - The Effects of Interest Rates and Taxes on New Car Prices
Rates and Taxes on New Car Prices Maura P. Doyle Abstract: Utilizing the...rate have offsetting effects on new car prices; a one percentage point
URL: https://www.federalreserve.gov/econres/feds/the-effects-of-interest-rates-and-taxes-on-new-car-prices.htm
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The Fed - The Risky Steady State and the Interest Rate Lower Bound
Rate Lower Bound Timothy S. Hills, Taisuke Nakata, and Sebastian Schmidt...rate is currently not constrained by its effective lower bound (ELB),
URL: https://www.federalreserve.gov/econres/feds/the-risky-steady-state-and-the-interest-rate-lower-bound.htm
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The Fed - Publications: Annual Report of the Board of Governors of the Federal Reserve System
funds and securities, and providing a multilateral settlement service.1...Funds, National Settlement Service, and Fedwire Securities Service through
URL: https://www.federalreserve.gov/publications/2018-ar-federal-reserve-banks.htm
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