Search Results
Documents are displayed in order of relevance.
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The Fed - Term Structure of Interest Rates with Regime Shifts
Interest Rates with Regime Shifts Ravi Bansal and Hao Zhou Abstract: We...interest rate and the market price of risks are subject to discrete regime
URL: https://www.federalreserve.gov/econres/feds/term-structure-of-interest-rates-with-regime-shifts.htm
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The Fed - Racial Dispersion in Consumer Credit Interest Rates
Interest Rates Wendy Edelberg Abstract: Most of the literature exploring...interest rates using a reduced-form framework. I find that interest rates
URL: https://www.federalreserve.gov/econres/feds/racial-dispersion-in-consumer-credit-interest-rates.htm
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The Fed - Interest Rates and the Volatility and Correlation of Commodity Prices
Interest Rates and the Volatility and Correlation of Commodity Prices ...interest rates. More generally, we examine the effect of interest rates
URL: https://www.federalreserve.gov/econres/ifdp/interest-rates-and-the-volatility-and-correlation-of-commodity-prices.htm
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The Fed - Credit Migration and Covered Interest Rate Parity
Interest Rate Parity Gordon Y. Liao Abstract: This paper examines the ...interest rate parity and differences in the credit spread of bonds of
URL: https://www.federalreserve.gov/econres/ifdp/credit-migration-and-covered-interest-rate-parity.htm
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The Fed - The Real Rate of Interest on International Financial Markets
Rate of Interest on International Financial Markets David H. Howard PDF
URL: https://www.federalreserve.gov/econres/ifdp/the-real-rate-of-interest-on-international-financial-markets.htm
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The Fed - The Natural Rate of Interest Through a Hall of Mirrors
interest rates appeal to a secular decline in the natural interest rate...rates, Misperception, Monetary policy shocks, Natural rate of interest
URL: https://www.federalreserve.gov/econres/feds/the-natural-rate-of-interest-through-a-hall-of-mirrors.htm
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The Fed - Financial Stability and Optimal Interest-Rate Policy
Interest-Rate Policy Andrea Ajello, Thomas Laubach, David Lopez-Salido...interest-rate policy in a New Keynesian model in which the economy can
URL: https://www.federalreserve.gov/econres/feds/financial-stability-and-optimal-interest-rate-policy.htm
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The Fed - Interest Rate Risks and Bank Equity Valuations
Interest Rate Risks and Bank Equity Valuations William B. English, Skander...interest rates induced by monetary policy announcements. We construct
URL: https://www.federalreserve.gov/econres/feds/interest-rate-risks-and-bank-equity-valuations.htm
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The Fed - The Empirical Implications of the Interest-Rate Lower Bound
Interest-Rate Lower Bound Christopher Gust, Edward Herbst, David Lopez-Salido...interest-rate lower bound is occasionally binding. We quantify the size
URL: https://www.federalreserve.gov/econres/feds/the-empirical-implications-of-the-interest-rate-lower-bound.htm
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The Fed - Monetary Policy in a Low Interest Rate World
Interest Rate World Michael T. Kiley and John M. Roberts Abstract: Nominal...interest rate experienced over this period. Persistently low nominal interest
URL: https://www.federalreserve.gov/econres/feds/monetary-policy-in-a-low-interest-rate-world.htm
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