Search Results
Documents are displayed in order of relevance.
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The Fed - Realized Jumps on Financial Markets and Predicting Credit Spreads
Markets and Predicting Credit Spreads George Tauchen and Hao Zhou Abstract...markets and to estimate parametrically the jump intensity, mean, and variance
URL: https://www.federalreserve.gov/econres/feds/realized-jumps-on-financial-markets-and-predicting-credit-spreads.htm
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The Fed - Trading Volume and Information Distribution in a Market-Clearing Framework
Market-Clearing Framework Dominique Y. Dupont Abstract: This paper investigates...markets from a theoretical standpoint. Through numerical examples, it
URL: https://www.federalreserve.gov/econres/feds/trading-volume-and-information-distribution-in-a-market-clearing-framework.htm
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The Fed - Operational Problems and Aggregate Uncertainty in the Federal Funds Market
Market Elizabeth Klee Abstract: This paper uses operational problems at...market behavior on those days. The results suggest that increased uncertainty
URL: https://www.federalreserve.gov/econres/feds/operational-problems-and-aggregate-uncertainty-in-the-federal-funds-market.htm
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The Fed - Rounding and the Impact of News: A Simple Test of Market Rationality
Market Rationality Meredith Beechey and Jonathan H. Wright Abstract: Certain...markets are paying attention to the rounded or unrounded numbers by studying
URL: https://www.federalreserve.gov/econres/feds/rounding-and-the-impact-of-news-a-simple-test-of-market-rationality.htm
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The Fed - The Effects of War Risk on U.S. Financial Markets
Markets Roberto Rigobon and Brian Sack Abstract: This paper measures the
URL: https://www.federalreserve.gov/econres/feds/the-effects-of-war-risk-on-us-financial-markets.htm
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The Fed - Volatility, Money Market Rates, and the Transmission of Monetary Policy
market on the expectations hypothesis in money markets. We present two...markets market, all else equal, leads to a lower term premium and thus
URL: https://www.federalreserve.gov/econres/feds/volatility-money-market-rates-and-the-transmission-of-monetary-policy.htm
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The Fed - Un-Networking: The Evolution of Networks in the Federal Funds Market
Market Daniel O. Beltran, Valentin Bolotnyy, and Elizabeth C. Klee Abstract...market during the Great Recession and financial crisis of 2007-2008, we
URL: https://www.federalreserve.gov/econres/feds/un-networking-the-evolution-of-networks-in-the-federal-funds-market.htm
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The Fed - Dealers' Treasury Market Intermediation and the Supplementary Leverage Ratio
market intermediation by dealers, including Treasury securities market...market intermediation activities—including market making and secured financing—and
URL: https://www.federalreserve.gov/econres/notes/feds-notes/dealers-treasury-market-intermediation-and-the-supplementary-leverage-ratio-20230803.html
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The Fed - Gender Gaps in the Labor Market Widen Every Summer
Market Widen Every Summer Brendan M. Price and Melanie Wasserman1 Introduction...market activity are pervasive, longstanding, and a regular subject of
URL: https://www.federalreserve.gov/econres/notes/feds-notes/gender-gaps-in-the-labor-market-widen-every-summer-20230324.html
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The Fed - Sizing hedge funds' Treasury market activities and holdings
market activities and holdings Ayelen Banegas, Phillip J. Monin, and Lubomir...market activities in normal times and in times of financial market stress
URL: https://www.federalreserve.gov/econres/notes/feds-notes/sizing-hedge-funds-treasury-market-activities-and-holdings-20211006.html
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