Board of Governors of the Federal Reserve System

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• The Fed - The Effect of Monetary Policy on Monthly and Quarterly Stock Market Returns

  rate as the main policy indicator, seem robust to alternative specifications

  URL: https://www.federalreserve.gov/econres/feds/the-effect-of-monetary-policy-on-monthly-and-quarterly-stock-market-returns.htm
  



• The Fed - A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules

  rates of convergence to asymptotic VaR leads to a simple and accurate

  URL: https://www.federalreserve.gov/econres/feds/a-risk-factor-model-foundation-for-ratings-based-bank-capital-rules.htm
  



• The Fed - Financial Conditions and Economic Activity: Insights from Machine Learning

  rate one‐year ahead. Three lessons for macroeconomics and variable selection

  URL: https://www.federalreserve.gov/econres/feds/financial-conditions-and-economic-activity-insights-from-machine-learning.htm
  



• The Fed - Intangible Capital and Economic Growth

  rate of change of output per worker increases more rapidly when intangibles

  URL: https://www.federalreserve.gov/econres/feds/intangible-capital-and-economic-growth.htm
  



• The Fed - Why Does the Yield Curve Predict GDP Growth? The Role of Banks

  rates) boosts bank profits and the supply of bank loans. Intuitively,

  URL: https://www.federalreserve.gov/econres/feds/why-does-the-yield-curve-predict-gdp-growth-the-role-of-banks.htm
  



• The Fed - An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?

  rate uncertainty if default occurs, are particularly suitable for developing

  URL: https://www.federalreserve.gov/econres/feds/an-empirical-test-of-a-two-factor-mortgage-valuation-model-how-much-do-house-prices-matter.htm
  



• The Fed - Derivatives Pricing under Bilateral Counterparty Risk

  rate and the stochastic intensities of the counterparties' default times

  URL: https://www.federalreserve.gov/econres/feds/derivatives-pricing-under-bilateral-counterparty-risk.htm
  



• The Fed - Jump-Diffusion Processes and Affine Term Structure Models: Additional Closed-Form Approximate Solutions, Distributional Assumptions for Jumps, and Parameter Estimates

  rate follows a jump-diffusion process are difficult to solve, and the

  URL: https://www.federalreserve.gov/econres/feds/jump-diffusion-processes-and-affine-term-structure-models-additional-closed-form-approximate-solutions-distributional-assum.htm
  



• The Fed - Dollarization and Financial Integration

  rate regime impact its ability to borrow from abroad? We build a small

  URL: https://www.federalreserve.gov/econres/ifdp/dollarization-and-financial-integration.htm
  



• The Fed - The Monetary Transmission Mechanism in Mexico

  rate shocks is very significant. PDF: Full Paper Disclaimer: The economic

  URL: https://www.federalreserve.gov/econres/ifdp/the-monetary-transmission-mechanism-in-mexico.htm
  

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