Search Results
Documents are displayed in order of relevance.
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The Fed - Variance Risk Premiums and the Forward Premium Puzzle
stock variance risk premium at a short 1-month horizon. Although currency...stock variance risk premiums are quite low. Interestingly the currency
URL: https://www.federalreserve.gov/econres/ifdp/variance-risk-premiums-and-the-forward-premium-puzzle.htm
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The Fed - Are Leveraged and Inverse ETFs the New Portfolio Insurers?
stock market crash of October 19, 1987 (Brady Report, 1988). I show that...stock-market indexes induces LETFs to originate rebalancing flows equivalent
URL: https://www.federalreserve.gov/econres/feds/are-leveraged-and-inverse-etfs-the-new-portfolio-insurers.htm
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The Fed - Dodd-Frank Act Stress Test 2018: Supervisory Stress Test Methodology and Results - June 2018
stock repurchases. The Federal Reserve assesses whether firms have sufficient...measures, and determines capital needs for its material risks--and a firm's
URL: https://www.federalreserve.gov/publications/2018-june-dodd-frank-act-stress-test-preface.htm
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The Fed - Monetary Policy: Monetary Policy Report (Branch)
measures, along with the Committee's guidance on interest rates and the...money market funds and bank-loan and bond mutual funds. (See the box "
URL: https://www.federalreserve.gov/monetarypolicy/2021-07-mpr-summary.htm
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The Fed - Financial and Macroeconomic Indicators of Recession Risk
measure of unemployment risk is drawn from the literature on predicting
URL: https://www.federalreserve.gov/econres/notes/feds-notes/financial-and-macroeconomic-indicators-of-recession-risk-20220621.html
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Re-appraisal of non-borrowed reserves on basis of staff experiment
measures, such as total reserves and the monetary base. The Open Market...measures in providing guidance to the Desk. Before presenting our evaluation
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC19761215Memo01.pdf
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The Fed - Dealer Inventory Constraints during the COVID-19 Pandemic: Evidence from the Treasury Market and Broader Implications
measure of such price deviations is Treasury noise—deviations of individual...money-market funds become less willing to provide secured funding to dealers
URL: https://www.federalreserve.gov/econres/notes/feds-notes/dealer-inventory-constraints-during-covid-19-pandemic-evidence-from-treasury-market-broader-implications-20200717.html
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FRB: FEDS Notes: Funding Agreement-Backed Securities in the Enhanced Financial Accounts
money by issuing these contracts and investing the proceeds in relatively...money-market mutual funds: Extendible funding agreement-backed notes (
URL: https://www.federalreserve.gov/econresdata/notes/feds-notes/2016/funding-agreement-backed-securities-in-the-enhanced-financial-accounts-20160805.html
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The Fed - Overview
Measures of equity prices relative to expected earnings were volatile ...money market funds (MMFs), as well as other cash-investment vehicles and
URL: https://www.federalreserve.gov/publications/2023-may-financial-stability-report-overview.htm
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FRB: H.2--Actions under delegated authority--Week ending January 7, 2006
stock savings bank in connection with the conversion of Farmington Savings...Money Bank, Salt Lake City, Utah -- report on competitive factors of the
URL: https://www.federalreserve.gov/Releases/H2/20060107/delactions.htm
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