Board of Governors of the Federal Reserve System

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• The Fed - The Stock Market and Exchange Rate Dynamics

  Rate Dynamics Michael K. Gavin Abstract: This paper articulates a model...rate appreciation, rather than depreciation. Anticipated fiscal expansion

  URL: https://www.federalreserve.gov/econres/ifdp/the-stock-market-and-exchange-rate-dynamics.htm
  



• The Fed - Monetary Shocks and Real Exchange Rates

  Rates John H. Rogers Abstract: Many explanations of the stylized facts...rate movements focus on monetary shocks, but it is often found empirically

  URL: https://www.federalreserve.gov/econres/ifdp/monetary-shocks-and-real-exchange-rates.htm
  



• The Fed - Exchange Rate Disconnect and the Trade Balance

  rate parity—the primary source of exchange rate fluctuations in the literature—account...rate and the macroeconomy embedded in other models of exchange rate determination

  URL: https://www.federalreserve.gov/econres/ifdp/exchange-rate-disconnect-and-the-trade-balance.htm
  



• The Fed - Expected and Unexpected Changes in Exchange Rates

  Rates Peter Isard PDF: Full Paper Disclaimer: The economic research that

  URL: https://www.federalreserve.gov/econres/ifdp/expected-and-unexpected-changes-in-exchange-rates.htm
  



• The Fed - Interest Rate Swaps and Corporate Default

  Rate Swaps and Corporate Default Urban J. Jermann and Vivian Z. Yue Abstract...rate swaps to manage risk in a model economy driven by aggregate productivity

  URL: https://www.federalreserve.gov/econres/ifdp/interest-rate-swaps-and-corporate-default.htm
  



• The Fed - The Portfolio-Balance Model of Exchange Rates

  Rates Michael P. Dooley and Peter Isard PDF: Full Paper Disclaimer: The

  URL: https://www.federalreserve.gov/econres/ifdp/the-portfolio-balance-model-of-exchange-rates.htm
  



• The Fed - The Rate of Monetization in the Less Developed Countries

  Rate of Monetization in the Less Developed Countries Robert F. Emery PDF

  URL: https://www.federalreserve.gov/econres/ifdp/the-rate-of-monetization-in-the-less-developed-countries.htm
  



• The Fed - The Liquidity Premium in Average Interest Rates

  Rates Wilbur John Coleman II, Christian Gilles, and Pamela Labadie Abstract...rates to determine if a systematic relationship between liquidity shocks

  URL: https://www.federalreserve.gov/econres/ifdp/the-liquidity-premium-in-average-interest-rates.htm
  



• 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
  



• The Fed - The Hedging Channel of Exchange Rate Determination

  Rate Determination Gordon Liao and Tony Zhang Abstract: We document the...rate, forward, hedging, covered interest rate parity, currency options

  URL: https://www.federalreserve.gov/econres/ifdp/the-hedging-channel-of-exchange-rate-determination.htm
  

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