Search Results
Documents are displayed in order of relevance.
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The Fed - Social Security's Delayed Retirement Credit and the Labor Supply of Older Men
Credit and the Labor Supply of Older Men Jonathan F. Pingle Abstract: ...Credit on the employment rates of older men. The credit raises lifetime
URL: https://www.federalreserve.gov/econres/feds/social-security39s-delayed-retirement-credit-and-the-labor-supply-of-older-men.htm
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The Fed - What Drives the Cross-Section of Credit Spreads?: A Variance Decomposition Approach
Credit Spreads?: A Variance Decomposition Approach Yoshio Nozawa Abstract...Credit risk, fixed income, variance decomposition, credit spread PDF:
URL: https://www.federalreserve.gov/econres/feds/what-drives-the-cross-section-of-credit-spreads-a-variance-decomposition-approach.htm
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The Fed - A Jump-Diffusion Approach to Modeling Credit Risk and Valuing Defaultable Securities
Credit Risk and Valuing Defaultable Securities Chunsheng Zhou Abstract...credit-risk literature. Full paper (397 KB Postscript) Keywords: Credit
URL: https://www.federalreserve.gov/econres/feds/a-jump-diffusion-approach-to-modeling-credit-risk-and-valuing-defaultable-securities.htm
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The Fed - Racial Differences in Short-Run Earnings Stability and Implications for Credit Markets
Credit Markets Raphael W. Bostic Abstract: This paper examines the claim...Credit risk, race, earnings variance, mortgages PDF: Full Paper Disclaimer
URL: https://www.federalreserve.gov/econres/feds/racial-differences-in-short-run-earnings-stability-and-implications-for-credit-markets.htm
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The Fed - The Impact of Credit Risk Mispricing on Mortgage Lending during the Subprime Boom
Credit Risk Mispricing on Mortgage Lending during the Subprime Boom James...credit supply shifts contributed to the U.S. subprime mortgage boom and
URL: https://www.federalreserve.gov/econres/feds/the-impact-of-credit-risk-mispricing-on-mortgage-lending-during-the-subprime-boom.htm
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The Fed - Current Expected Credit Losses (CECL) Standard and Banks' Information Production
Credit Losses (CECL) Standard and Banks' Information Production Sehwa ...credit losses (CECL) model, which reflects forward-looking information
URL: https://www.federalreserve.gov/econres/feds/current-expected-credit-losses-cecl-standard-and-banks-information-production.htm
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The Fed - Pre-LBO Credit Market Conditions and Post-LBO Target Behavior
Credit Market Conditions and Post-LBO Target Behavior Seung Kwak and Charles...credit market conditions--the short-term (6-month) change of credit spreads
URL: https://www.federalreserve.gov/econres/feds/pre-LBO-credit-market-conditions-and-post-LBO-target-behavior.htm
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The Fed - A No-Arbitrage Analysis of Economic Determinants of the Credit Spread Term Structure
credit spreads across different credit rating classes and industry sectors...credit spreads across all maturities and credit rating classes. Positive
URL: https://www.federalreserve.gov/econres/feds/a-no-arbitrage-analysis-of-economic-determinants-of-the-credit-spread-term-structure.htm
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The Fed - Financial Frictions, Trade Credit, and the 2008-09 Global Financial Crisis
Credit, and the 2008-09 Global Financial Crisis Brahima Coulibaly, Horacio...credit crunch in the severe contraction of economic activity during the
URL: https://www.federalreserve.gov/econres/ifdp/financial-frictions-trade-credit-and-the-2008-09-global-financial-crisis.htm
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The Fed - Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs
Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs...Credit, Credit Gap, Optimization, Predictive Power, Robustness, Trend-cycle
URL: https://www.federalreserve.gov/econres/ifdp/optimizing-credit-gaps-for-predicting-financial-crises-modelling-choices-tradeoffs.htm
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