Board of Governors of the Federal Reserve System

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• The Fed - Firm Characteristics and Empirical Factor Models: A Data-Mining Experiment

  cashflow-to-price factors explains 15 well-known asset pricing anomalies

  URL: https://www.federalreserve.gov/econres/ifdp/firm-characteristics-and-empirical-factor-models-a-data-mining-experiment.htm
  



• The Fed - Mapping Heat in the U.S. Financial System

  credit-to-GDP gap (a key gauge in Basel III and related research) by a

  URL: https://www.federalreserve.gov/econres/feds/mapping-heat-in-the-us-financial-system.htm
  



• The Fed - The Rise in Mortgage Defaults

  loan-to-value ratios and in the share of mortgages with little or no documentation

  URL: https://www.federalreserve.gov/econres/feds/the-rise-in-mortgage-defaults.htm
  



• Federal Reserve Board - Federal Reserve Board welcomes release of global strategy for reducing wholesale payments fraud

  to, and communicating about, payments fraud. The high-level nature of

  URL: https://www.federalreserve.gov/newsevents/pressreleases/other20180508a.htm
  



• Federal Reserve Board - Yield Curve Models and Data

  time-to-maturity of debt securities and the yield on those securities.

  URL: https://www.federalreserve.gov/data/yield-curve-models.htm
  



• FRB: Beige Book - Cleveland

  moderate-to-strong sales increases overall. Internet sales by regular ...loan-to-deposit ratio both because of strong credit demand and because

  URL: https://www.federalreserve.gov/fomc/beigebook/2000/20000308/4.htm
  



• FRB: Press Release -- Interim Guidance on the Regulatory Reporting and Capital Treatment for Derivatives -- December, 1998

  year-to-date changes in the accumulated net gains (losses) on cash flow...quarter-to-date changes in the accumulated gains (losses) on cash flow

  URL: https://www.federalreserve.gov/boarddocs/press/general/1998/19981229/summary.htm
  



• Federal Register notice: Community Reinvestment Act; Supplemental Rule

  to: OCC: Commenters are encouraged to submit comments through the Federal...4 assistance with the Regulations.gov site, please call (866) 498-2945

  URL: https://www.federalreserve.gov/newsevents/pressreleases/files/bcreg20240321a1.pdf
  



• Basel II Capital Accord - Notice of Proposed Rulemaking (NPR) and Supporting Board Documents - Cover Memorandum from Governor Olson -- March 22, 2006

  To: Board of Governors From: Governor Olson Subject: Notice of Proposed

  URL: https://www.federalreserve.gov/GeneralInfo/Basel2/DraftNPR/NPR_Cover/
  



• Modern Pandemics: Recession and Recovery

  .4 3Results from estimating an AR(4) as in Cerra and Saxena (2008) are...4One potential reason is that HIC rely more on services and (or) industry

  URL: https://www.federalreserve.gov/econres/ifdp/files/ifdp1295.pdf
  

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