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Federal Reserve Board - Indicative Forward-Looking SOFR Term Rates Accessible Data
Rate and Effective Federal Funds Rate over time This figure is a line ...rate, a federal funds OIS rate, and a LIBOR rate of a given tenor from
URL: https://www.federalreserve.gov/econres/notes/feds-notes/indicative-forward-looking-sofr-term-rates-accessible-20190419.htm
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The Fed - The Impact of Macroeconomic Announcements on Real Time Foreign Exchange Rates in Emerging Markets
Rates in Emerging Markets Fang Cai, Hyunsoo Joo, and Zhiwei Zhang Abstract...rates in nine emerging markets react to macroeconomic news in the U.S.
URL: https://www.federalreserve.gov/econres/ifdp/the-impact-of-macroeconomic-announcements-on-real-time-foreign-exchange-rates-in-emerging-markets.htm
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The Fed - Evidence Uncovered: Long-Term Interest Rates, Monetary Policy, and the Expectations Theory
Rates, Monetary Policy, and the Expectations Theory Jennifer E. Roush ...rates. Using methods that directly account for this interaction, we find
URL: https://www.federalreserve.gov/econres/ifdp/evidence-uncovered-long-term-interest-rates-monetary-policy-and-the-expectations-theory.htm
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The Fed - Interest-Rate Smoothing and Optimal Monetary Policy: A Review of Recent Empirical Evidence
Interest-Rate Smoothing and Optimal Monetary Policy: A Review of Recent...rates in sequences of small steps in the same direction and reverse the
URL: https://www.federalreserve.gov/econres/feds/interest-rate-smoothing-and-optimal-monetary-policy-a-review-of-recent-empirical-evidence.htm
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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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The Fed - Counterparty Credit Risk in Interest Rate Swaps during Times of Market Stress
Rate Swaps during Times of Market Stress Antulio N. Bomfim Abstract: This...rate swap rates hold during periods of stress in the financial markets
URL: https://www.federalreserve.gov/econres/feds/counterparty-credit-risk-in-interest-rate-swaps-during-times-of-market-stress.htm
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The Fed - The Excess Sensitivity of Long-Term Interest Rates: Evidence and Implications for Macroeconomic Models
Rates: Evidence and Implications for Macroeconomic Models Roberto Perli...rates, and hence would not generate large responses in forward rates.
URL: https://www.federalreserve.gov/econres/feds/the-excess-sensitivity-of-long-term-interest-rates-evidence-and-implications-for-macroeconomic-models.htm
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The Fed - The Impact of Credit Unions on the Rates Offered for Retail Deposits by Banks and Thrift Institutions
Rates Offered for Retail Deposits by Banks and Thrift Institutions Timothy...rates for three different types of consumer deposits offered by banks
URL: https://www.federalreserve.gov/econres/feds/the-impact-of-credit-unions-on-the-rates-offered-for-retail-deposits-by-banks-and-thrift-institutions.htm
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Federal Reserve Board - Drivers of Option-Implied Interest Rate Volatility, Accessible Data
Rate Volatility, Accessible Data Figure 1. Interest Rate Volatility and...rate at a horizon of one year (dashed black lines in the right and left
URL: https://www.federalreserve.gov/econres/notes/feds-notes/drivers-of-option-implied-interest-rate-volatility-accessible-20241024.htm
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