Search Results
Documents are displayed in order of relevance.
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The Fed - A Tale of Two Option Markets: Pricing Kernels and Volatility Risk
Markets: Pricing Kernels and Volatility Risk Zhaogang Song and Dacheng...market return and volatility conditional on the VIX. We find that the
URL: https://www.federalreserve.gov/econres/feds/a-tale-of-two-option-markets-pricing-kernels-and-volatility-risk.htm
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The Fed - Anchoring Bias in Consensus Forecasts and its Effect on Market Prices
Market Prices Sean D. Campbell and Steven A. Sharpe Abstract: Previous...Market Services surveys from 1990-2006 have a tendency to be systematically
URL: https://www.federalreserve.gov/econres/feds/anchoring-bias-in-consensus-forecasts-and-its-effect-on-market-prices.htm
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The Fed - Who Pays For Your Rewards? Redistribution in the Credit Card Market
Market Sumit Agarwal, Andrea Presbitero, André F. Silva, Carlo Wix Abstract...markets. Comparing cards with and without rewards, we find that, regardless
URL: https://www.federalreserve.gov/econres/feds/who-pays-for-your-rewards-redistribution-in-the-credit-card-market.htm
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The Fed - "Interest Rates as Options": Assessing the Markets' View of the Liquidity Trap
Markets' View of the Liquidity Trap Antulio N. Bomfim Abstract: Nominal...market participants, of such an event taking place. I also examine whether
URL: https://www.federalreserve.gov/econres/feds/quotinterest-rates-as-optionsquot-assessing-the-markets39-view-of-the-liquidity-trap.htm
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The Fed - Risk-based Pricing of Interest Rates in Household Loan Markets
Markets Wendy Edelberg Abstract: Focusing on observable default risk's...markets during the mid-1990s. It tests three resulting predictions. First
URL: https://www.federalreserve.gov/econres/feds/risk-based-pricing-of-interest-rates-in-household-loan-markets.htm
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The Fed - Does Hedging with Derivatives Reduce the Market's Perception of Credit Risk?
Market's Perception of Credit Risk? Sriya Anbil, Alessio Saretto, and ...market penalty for high basis risk positions when overall market conditions
URL: https://www.federalreserve.gov/econres/feds/does-hedging-with-derivatives-reduce-the-market39s-perception-of-credit-risk.htm
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The Fed - Emerging Market Business Cycles Revisited: Learning about the Trend
Market Business Cycles Revisited: Learning about the Trend Emine Boz, ...markets do not differ from developed countries with regards to the variance
URL: https://www.federalreserve.gov/econres/ifdp/emerging-market-business-cycles-revisited-learning-about-the-trend.htm
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The Fed - Market Segmentation and 1992: Toward a Theory of Trade in Financial Services
Market Segmentation and 1992: Toward a Theory of Trade in Financial Services...market on the efficiency of the allocation of capital across Europe depends
URL: https://www.federalreserve.gov/econres/ifdp/market-segmentation-and-1992-toward-a-theory-of-trade-in-financial-services.htm
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The Fed - The Self-Employment Option in Rigid Labor Markets: An Empirical Investigation
Markets: An Empirical Investigation Joaquin Garcia-Cabo and Rocio Madera...markets with stringent employment protection. Using Spanish administrative
URL: https://www.federalreserve.gov/econres/ifdp/the-self-employment-option-in-rigid-labor-markets-an-empirical-investigation.htm
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The Fed - Patience, Persistence, and Welfare Costs of Incomplete Markets in Open Economies
Markets in Open Economies Jinill Kim, Sunghyun Henry Kim, and Andrew Levin...markets. The welfare cost of incomplete markets is negligible if agents
URL: https://www.federalreserve.gov/econres/ifdp/patience-persistence-and-welfare-costs-of-incomplete-markets-in-open-economies.htm
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