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Documents are displayed in order of relevance.
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The Fed - Bond Risk Premia and Realized Jump Volatility
rates nearly doubles the R2 of the regression. Our market jump volatility...rates. Full Paper (Screen Reader Version) Keywords: Unspanned Stochastic
URL: https://www.federalreserve.gov/econres/feds/bond-risk-premia-and-realized-jump-volatility.htm
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FRB: Beige Book - Atlanta
rates continued to be a catalyst to District housing markets. Contacts...rates remained at high levels, but some improvement in office and industrial
URL: https://www.federalreserve.gov/fomc/beigebook/2002/20020731/6.htm
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FRB: Beige Book - Minneapolis
rate. Building contracts awarded in the Dakotas and Minnesota increased...rates during the first quarter of 2001, and some rental rates have dropped
URL: https://www.federalreserve.gov/fomc/beigebook/2000/20000920/9.htm
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The Fed - Gianni G. Amisano
rates Gianni Amisano and Oreste Tristani Quantitative Economics (2023)...Rates Gianni Amisano and Oreste Tristani Finance and Economics Discussion
URL: https://www.federalreserve.gov/econres/gianni-g-amisano.htm
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The Fed - The Information Content of the Embedded Deflation Option in TIPS
rate. In most of our regressions, our embedded option return index is ...rate. We conduct several robustness tests, including alternative weighting
URL: https://www.federalreserve.gov/econres/feds/the-information-content-of-the-embedded-deflation-option-in-tips.htm
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FRB: Beige Book--Philadelphia--April 26, 2006
rate. Manufacturers expect business to continue moving up at its current...rates on adjustable-rate mortgages might lead to an increase in delinquencies
URL: https://www.federalreserve.gov/fomc/beigebook/2006/20060426/3.htm
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FRB: Speech, Phillips -- Risk management -- November 4, 1997
rate risk of certain mortgage securities. It effectively constrained many...rate risk. Early on in that rulemaking process, supervisors recognized
URL: https://www.federalreserve.gov/boarddocs/speeches/1997/19971104.htm
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Federal Reserve Board - Racing Against Tariffs: Global Impacts of Frontloading, Accessible Data
rates and contributions to growth rates are in Q/Q at an annual rate. ...rates and contributions to growth rates are in Q/Q at an annual rate.
URL: https://www.federalreserve.gov/econres/notes/feds-notes/racing-against-tariffs-global-impacts-of-frontloading-accessible-20250801.htm
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FRB: International Research Forum on Monetary Policy: Screen Reader Version - The Role of Diverse Beliefs in Asset Pricing and Equity Premia
Skip to: [Printable Version (PDF)] [Bibliography] [Footnotes] International Research Forum on Monetary Policy: Screen Reader version ��� The Role
URL: https://www.federalreserve.gov/events/conferences/irfmp2010/HTML/paper7/index.html
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FRB: Beige Book - Summary
rates. In the agricultural economy, growing and planting conditions have...rates appear to have slowed refinancing activity across the country, but
URL: https://www.federalreserve.gov/fomc/beigebook/1999/19990616/default.htm
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