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Documents are displayed in order of relevance.
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The Fed - Term Structure Estimation with Survey Data on Interest Rate Forecasts
Rate Forecasts Don H. Kim and Athanasios Orphanides Abstract: The estimation...rates. We propose using survey forecasts of a short-term interest rate
URL: https://www.federalreserve.gov/econres/feds/term-structure-estimation-with-survey-data-on-interest-rate-forecasts.htm
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The Fed - Price Pressure and Price Discovery in the Term Structure of Interest Rates
Rates Scott Mixon and Tugkan Tuzun Abstract: We study the price pressure...rates is most strongly linked to non-dealer order flow in the 10-year
URL: https://www.federalreserve.gov/econres/feds/price-pressure-and-price-discovery-in-the-term-structure-of-interest-rates.htm
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The Fed - Are Shadow Rate Models of the Treasury Yield Curve Structurally Stable?
Rate Models of the Treasury Yield Curve Structurally Stable? Don H. Kim...rate term structure models of Treasury yields over a sample that includes
URL: https://www.federalreserve.gov/econres/feds/are-shadow-rate-models-of-the-treasury-yield-curve-structurally-stable.htm
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The Fed - Itô Conditional Moment Generator and the Estimation of Short Rate Processes
Rate Processes Hao Zhou Abstract: This paper exploits the Itô's formula...rate models that allow for nonlinear volatility and flexible jump specifications
URL: https://www.federalreserve.gov/econres/feds/ito-conditional-moment-generator-and-the-estimation-of-short-rate-processes.htm
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The Fed - The Global Equilibrium Real Interest Rate: Concepts, Estimates, and Challenges
Rate: Concepts, Estimates, and Challenges Michael T. Kiley Abstract: Real...Rate, World Interest Rate DOI: https://doi.org/10.17016/FEDS.2019.076
URL: https://www.federalreserve.gov/econres/feds/the-global-equilibrium-real-interest-rate-concepts-estimates-and-challenges.htm
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The Fed - Uncertainty shocks, monetary policy and long-term interest rates
rates Gianni Amisano and Oreste Tristani Abstract: We study the relationship...rates. Through changes in both risk-premia and expected future real rates
URL: https://www.federalreserve.gov/econres/feds/uncertainty-shocks-monetary-policy-and-long-term-interest-rates.htm
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C-2—Next-Day Availability and Section 229.13 Exceptions
Federal Reserve Act and Related Statutes Federal Reserve Act Official ...Federal Advisory Council SECTION 12A—Federal Open Market Committee SECTION
URL: https://www.federalreserve.gov/frrs/regulations/c-2-next-day-availability-and-section-22913-exceptions.htm
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The Fed - Debt Maturity and the Use of Interest Rate Derivatives by Nonfinancial Firms
Rate Derivatives by Nonfinancial Firms George W. Fenn, Mitch Post, and...rate swaps using 1994 data of over 4000 nonfinancial corporations. As
URL: https://www.federalreserve.gov/econres/feds/debt-maturity-and-the-use-of-interest-rate-derivatives-by-nonfinancial-firms.htm
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The Fed - Credit Scoring and Mortgage Securitization: Do They Lower Mortgage Rates?
Rates? Andrea Heuson, Wayne Passmore, and Roger Sparks Abstract: This ...rates. First, we analyze whether a portion of the liquidity premium gets
URL: https://www.federalreserve.gov/econres/feds/credit-scoring-and-mortgage-securitization-do-they-lower-mortgage-rates.htm
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The Fed - The Impact of Monetary Policy on Exchange Rates During Financial Crises
rates with respect to exchange rates and investor expectations, it is ...rates during financial crises, but interest rates still are not estimated
URL: https://www.federalreserve.gov/econres/ifdp/the-impact-of-monetary-policy-on-exchange-rates-during-financial-crises.htm
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