Search Results
Documents are displayed in order of relevance.
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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 - 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 - 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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The Fed - Monetary Policy When the Nominal Short-Term Interest Rate is Zero
Rate is Zero James Clouse, Dale Henderson, Athanasios Orphanides, David...rate to its lower bound of zero. Assuming the nominal Treasury-bill rate
URL: https://www.federalreserve.gov/econres/feds/monetary-policy-when-the-nominal-short-term-interest-rate-is-zero.htm
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The Fed - DSGE Models of High Exchange-Rate Volatility and Low Pass-Through
Exchange-Rate Volatility and Low Pass-Through Giancarlo Corsetti, Luca...rate volatility, whereas a low degree of pass-through stems from both
URL: https://www.federalreserve.gov/econres/ifdp/dsge-models-of-high-exchange-rate-volatility-and-low-pass-through.htm
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The Fed - Interest Rate Rules, Endogenous Cycles, and Chaotic Dynamics in Open Economies
Rate Rules, Endogenous Cycles, and Chaotic Dynamics in Open Economies ...rate rules (i.e. monetary rules where the nominal interest rate responds
URL: https://www.federalreserve.gov/econres/ifdp/interest-rate-rules-endogenous-cycles-and-chaotic-dynamics-in-open-economies.htm
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