Search Results
Documents are displayed in order of relevance.
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FRB: Press Release -- FOMC statement and Board discount rate action -- May 15, 2001
rate by 50 basis points to 4 percent. In a related action, the Board of...rate to 3-1/2 percent. A significant reduction in excess inventories seems
URL: https://www.federalreserve.gov/boarddocs/press/general/2001/20010515/default.htm
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The Fed - A Model of Exchange Rate Pass-Through
Rate Pass-Through Eric O'N. Fisher Abstract: Exchange rate pass-through...rate regime. In general, exchange rate pass-through is higher if the home
URL: https://www.federalreserve.gov/econres/ifdp/a-model-of-exchange-rate-pass-through.htm
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FRB: December 2004 Statistical Supplement--Prime Rate Charged by Banks, Short-Term Business Loans
rate per year Average rate by month, 2001 | 2002 | 2003 | 2004 Date of...rate 2001 6.91 2002 4.67 2003 4.12 Return to top 2001 Average rate January
URL: https://www.federalreserve.gov/pubs/supplement/2004/12/table1_33.htm
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The Fed - A Utility Based Comparison of Some Models of Exchange Rate Volatility
Rate Volatility Kenneth D. West, Hali J. Edison, and Dongchul Cho Abstract...rates, 1973-1989, and the corresponding pair of Eurodeposit rates. Of
URL: https://www.federalreserve.gov/econres/ifdp/a-utility-based-comparison-of-some-models-of-exchange-rate-volatility.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 - New Financial Market Measures of the Neutral Real Rate and Inflation Expectations
rates.2 Moreover, in practice, risk premiums in forward rates may be large...rates and inflation rates based on nonlinear regressions of Blue Chip
URL: https://www.federalreserve.gov/econres/notes/feds-notes/new-financial-market-measures-of-the-neutral-real-rate-and-inflation-expectations-20200803.html
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FRB: December 2005 Statistical Supplement--Prime Rate Charged by Banks, Short-Term Business Loans
rate per year Average rate by month, 2002 | 2003 | 2004 | 2005 Date of...rate is one of several base rates that banks use to price short-term business
URL: https://www.federalreserve.gov/pubs/supplement/2005/12/table1_33.htm
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The Fed - Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984
rate models forecast major dollar exchange rates no better than a naive...rates, and to real exchange rates. Finally, we test to see if real exchange
URL: https://www.federalreserve.gov/econres/ifdp/was-it-real-the-exchange-rate-interest-differential-relation-1973-1984.htm
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FRB: March 2008 Statistical Supplement--Interest Rates, Money and Capital Markets
Rates, Money and Capital Markets Percent per year; figures are averages...rate is a weighted average of rates on trades through New York brokers
URL: https://www.federalreserve.gov/pubs/supplement/2008/03/table1_35.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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