Search Results
Documents are displayed in order of relevance.
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The Fed - The High-Frequency Impact of News on Long-Term Yields and Forward Rates: Is It Real?
Rates: Is It Real? Meredith J. Beechey and Jonathan H. Wright Abstract...rates represents changes in expected future real short-term interest rates
URL: https://www.federalreserve.gov/econres/feds/the-high-frequency-impact-of-news-on-long-term-yields-and-forward-rates-is-it-real.htm
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The Fed - Expectations Formation and the Effectiveness of Strategies for Limiting the Consequences of the Zero Bound on Interest Rates
Rates David L. Reifschneider and John M. Roberts Abstract: We use simulations...rates. Among the proposals are: a more aggressive monetary policy; promises
URL: https://www.federalreserve.gov/econres/feds/expectations-formation-and-the-effectiveness-of-strategies-for-limiting-the-consequences-of-the-zero-bound-on-interest-rate.htm
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FRB: FEDS Notes: Corporate Bond Issuers' Swap Exposure to Rising Interest Rates
interest-rate swaps to convert fixed-rate obligations to floating-rate...rate swap" and "interest-rate swap." 3 We read the 10-Qs of all firms
URL: https://www.federalreserve.gov/econresdata/notes/feds-notes/2016/corporate-bond-issuers-swap-exposure-to-rising-interest-rates-20160526.html
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Federal Reserve Board - Foreign Exchange Rates - H.10 - May 01, 2025
Rates - G.5 Current Release Release Dates Country Data Nominal/Real Indexes
URL: https://www.federalreserve.gov/releases/g5/default.htm
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The Fed - What Can the Data Tell Us About the Equilibrium Real Interest Rate?
Rate? Michael T. Kiley Abstract: The equilibrium real interest rate (r...rate that, in the long run, is consistent with aggregate production at
URL: https://www.federalreserve.gov/econres/feds/what-can-the-data-tell-us-about-the-equilibrium-real-interest-rate.htm
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Federal Reserve Board - Foreign Exchange Rates - G.5 - May 01, 2025
Rates - G.5 Current Release Release Dates Country Data Nominal/Real Indexes...Rates -- G.5 Monthly The table below shows the average rates of exchange
URL: https://www.federalreserve.gov/releases/g5/current/
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Federal Reserve Board - Foreign Exchange Rates - G.5 - May 01, 2025
Rates - G.5 Current Release Release Dates Country Data Nominal/Real Indexes...Rates -- G.5 Monthly The table below shows the average rates of exchange
URL: https://www.federalreserve.gov/releases/g5/current/default.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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FRB: October 2008 Statistical Supplement--Federal Reserve Bank Interest Rates
Rates Percent per year Current and previous levels | Range of rates for...rate On 10/17/08 Effective date Previous rate On 10/17/08 Effective date
URL: https://www.federalreserve.gov/pubs/supplement/2008/10/table1_14.htm
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FRB: September 2006 Statistical Supplement--Federal Reserve Bank Interest Rates
Rates Percent per year Current and previous levels | Range of rates for...rate On 9/22/06 Effective date Previous rate On 9/22/06 Effective date
URL: https://www.federalreserve.gov/pubs/supplement/2006/09/table1_14.htm
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