Search Results
Documents are displayed in order of relevance.
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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 - New Evidence on the Interest Rate Effects of Budget Deficits and Debt
Rate Effects of Budget Deficits and Debt Thomas Laubach Abstract: Estimating...rates, this paper studies the relationship between long-horizon expected
URL: https://www.federalreserve.gov/econres/feds/new-evidence-on-the-interest-rate-effects-of-budget-deficits-and-debt.htm
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The Fed - "Interest Rates as Options": Assessing the Markets' View of the Liquidity Trap
Rates as Options": Assessing the Markets' View of the Liquidity Trap Antulio...rates have been low in the United States, so low that some have wondered
URL: https://www.federalreserve.gov/econres/feds/quotinterest-rates-as-optionsquot-assessing-the-markets39-view-of-the-liquidity-trap.htm
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The Fed - Risk-based Pricing of Interest Rates in Household Loan Markets
Rates in Household Loan Markets Wendy Edelberg Abstract: Focusing on observable...rates in consumer loan markets during the mid-1990s. It tests three resulting
URL: https://www.federalreserve.gov/econres/feds/risk-based-pricing-of-interest-rates-in-household-loan-markets.htm
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The Fed - The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation
Adjustable-Rate Subprime Mortgage Default: A Structural Estimation Hanming...adjustable-rate mortgage (ARM) borrowers making payment decisions taking
URL: https://www.federalreserve.gov/econres/feds/the-dynamics-of-adjustable-rate-subprime-mortgage-default-a-structural-estimation.htm
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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 - Government Debt, Limited Foresight, and Longer-term Interest Rates
Rates Christopher Gust and Arsenios Skaperdas Abstract: We study the relationship...rates in an environment where financial market participants have limited
URL: https://www.federalreserve.gov/econres/feds/government-debt-limited-foresight-and-longer-term-interest-rates.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 - Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries
Rate Policy and Sovereign Bond Spreads in Developing Countries Samir Jahjah...rate policy affects the issuance and pricing of international bonds for
URL: https://www.federalreserve.gov/econres/ifdp/exchange-rate-policy-and-sovereign-bond-spreads-in-developing-countries.htm
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The Fed - Exchange Rates, Prices, and External Adjustment in the United States and Japan
Rates, Prices, and External Adjustment in the United States and Japan ...rates. Our objectives are twofold: to provide an analytical review of
URL: https://www.federalreserve.gov/econres/ifdp/exchange-rates-prices-and-external-adjustment-in-the-united-states-and-japan.htm
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