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The Fed - Option-Implied Libor Rate Expectations across Currencies
Expectations across Currencies Nick Gebbia Abstract: In this paper, I ...expectations. Keywords: options, futures, Libor, pdf, distribution, moments
URL: https://www.federalreserve.gov/econres/ifdp/option-implied-libor-rate-expectations-across-currencies.htm
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Transcript of Chair Powell's Press Conference -- March 18, 2026
index and other data indicate that total PCE prices rose 2.8 percent over...expectations have risen in recent weeks, likely reflecting the substantial
URL: https://www.federalreserve.gov/mediacenter/files/FOMCpresconf20260318.pdf
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Asset-Pricing Puzzles, Credit Risk, and Credit Derivatives - Federal Reserve Board
expectations but not always in a transparent way. And, these data take...futures to infer investors’ expected future path of monetary policy and
URL: https://www.federalreserve.gov/newsevents/speech/kohn20070322a.htm
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Meeting Between Staff of the Federal Reserve Board and Representatives of the Futures Industry Association
futures and cleared swaps), UST repo and/or UST cash security positions...and may, in some circumstances, recognize an offsetting debit when client
URL: https://www.federalreserve.gov/regreform/rr-commpublic/fia-meeting-20240717.pdf
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FRB: FOMC meeting -- October 28, 2003 presentation materials
Index Series: VIX Index Horizon: August 1, 2003 - October 24, 2003 Description...expectations, with the staff projection used for 2003:Q4. Bottom-left
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20031028material.htm
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The Fed - A Rational Expectations Model of Financial Contagion
Expectations Model of Financial Contagion Laura E. Kodres and Matthew ...expectations model of securities prices to explain the determinants of
URL: https://www.federalreserve.gov/econres/feds/a-rational-expectations-model-of-financial-contagion.htm
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The Fed - Inflation Expectations and the Transmission of Monetary Policy
Expectations and the Transmission of Monetary Policy John M. Roberts Abstract...expectations have a difficult time explaining why reducing inflation usually
URL: https://www.federalreserve.gov/econres/feds/inflation-expectations-and-the-transmission-of-monetary-policy.htm
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The Fed - The Role of Expectations in Changed Inflation Dynamics
Expectations in Changed Inflation Dynamics Damjan Pfajfar and John M. ...expectations from changes in the sensitivity of expectations themselves
URL: https://www.federalreserve.gov/econres/feds/the-role-of-expectations-in-changed-inflation-dynamics.htm
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The Fed - Inflation and Deflationary Biases in Inflation Expectations
Expectations Michael J. Lamla, Damjan Pfajfar, and Lea Rendell Abstract...and sizable) in inflation expectations of these individuals. Among the
URL: https://www.federalreserve.gov/econres/feds/inflation-and-deflationary-biases-in-inflation-expectations.htm
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The Fed - Inflation Expectations with Finite Horizon Planning
Expectations with Finite Horizon Planning Christopher Gust, Edward Herbst...expectations data. Keywords: Finite horizon planning, inflation expectations
URL: https://www.federalreserve.gov/econres/feds/inflation-expectations-with-finite-horizon-planning.htm
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