Search Results
Documents are displayed in order of relevance.
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The Fed - Realized Jumps on Financial Markets and Predicting Credit Spreads
Credit Spreads George Tauchen and Hao Zhou Abstract: This paper extends...credit spreads. Full Paper (Screen Reader Version) Keywords: Jump-Diffusion
URL: https://www.federalreserve.gov/econres/feds/realized-jumps-on-financial-markets-and-predicting-credit-spreads.htm
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The Fed - Credit Derivatives in Banking: Useful Tools for Managing Risk?
Credit Derivatives in Banking: Useful Tools for Managing Risk? Gregory...credit derivatives--in particular, credit default swaps. A bank can use
URL: https://www.federalreserve.gov/econres/feds/credit-derivatives-in-banking-useful-tools-for-managing-risk.htm
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The Fed - Credit Default Swap Spreads and Variance Risk Premia
Credit Default Swap Spreads and Variance Risk Premia Hao Wang, Hao Zhou...credit rating, longer credit contract maturity, and model-free implied
URL: https://www.federalreserve.gov/econres/feds/credit-default-swap-spreads-and-variance-risk-premia.htm
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The Fed - Examining the Impact of Credit Access on Small Firm Survivability
credit constraints. We find that credit constrained firms were significantly...credit constraint and credit access variables appear to be among the most
URL: https://www.federalreserve.gov/econres/feds/examining-the-impact-of-credit-access-on-small-firm-survivability-201135.htm
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The Fed - Expansionary Austerity: Reallocating Credit Amid Fiscal Consolidation
Credit Amid Fiscal Consolidation Bernardo Morais, Javier Perez-Estrada...Credit registry data suggests that the mechanism behind this result is
URL: https://www.federalreserve.gov/econres/ifdp/expansionary-austerity-reallocating-credit-amid-fiscal-consolidation.htm
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The Fed - The Determination of Front-End Fees on Syndicated Eurocurrency Credit
Credit Rodney H. Mills and Henry S. Terrell PDF: Full Paper Disclaimer
URL: https://www.federalreserve.gov/econres/ifdp/the-determination-of-front-end-fees-on-syndicated-eurocurrency-credit.htm
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The Fed - International Reserves, Credit Constraints, and Systemic Sudden Stops
Credit Constraints, and Systemic Sudden Stops Samer F. Shousha Abstract
URL: https://www.federalreserve.gov/econres/ifdp/international-reserves-credit-constraints-and-systemic-sudden-stops.htm
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The Fed - Examining the Impact of Credit Access on Small Firm Survivability
credit constraints. We find that credit constrained firms were significantly...credit constraint and credit access variables appear to be among the most
URL: https://www.federalreserve.gov/econres/feds/examining-the-impact-of-credit-access-on-small-firm-survivability.htm
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The Fed - Student Loans, Access to Credit and Consumer Financial Behavior
Credit and Consumer Financial Behavior Alvaro Mezza, Daniel Ringo, and...credit markets, increased student loan debt causes borrowing to increase
URL: https://www.federalreserve.gov/econres/feds/student-loans-access-to-credit-and-consumer-financial-behavior.htm
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The Fed - Measuring Mortgage Credit Availability: A Frontier Estimation Approach
Credit Availability: A Frontier Estimation Approach Elliot Anenberg, Aurel...credit availability that describes the maximum amount obtainable by a
URL: https://www.federalreserve.gov/econres/feds/measuring-mortgage-credit-availability-a-frontier-estimation-approach.htm
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