Search Results
Documents are displayed in order of relevance.
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The Fed - Frequency of Observation and the Estimation of Integrated Volatility in Deep and Liquid Financial Markets
Markets Alain P. Chaboud, Benjamin Chiquoine, Erik Hjalmarsson, and Mico...market microstructure noise, government bond markets, foreign exchange
URL: https://www.federalreserve.gov/econres/ifdp/frequency-of-observation-and-the-estimation-of-integrated-volatility-in-deep-and-liquid-financial-markets.htm
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The Fed - Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better?
Markets, or Surveys Forecast Inflation Better? Andrew Ang, Geert Bekaert
URL: https://www.federalreserve.gov/econres/feds/do-macro-variables-asset-markets-or-surveys-forecast-inflation-better.htm
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The Fed - Endogenous Sources of Volatility in Housing Markets: The Joint Buyer-Seller Problem
Markets: The Joint Buyer-Seller Problem Elliot Anenberg and Patrick Bayer...market is especially volatile and the main driver of fluctuations in transaction
URL: https://www.federalreserve.gov/econres/feds/endogenous-sources-of-volatility-in-housing-markets-the-joint-buyer-seller-problem.htm
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The Fed - Generating Options-Implied Probability Densities to Understand Oil Market Events
Market Events Deepa Dhume Datta, Juan M. Londono, and Landon J. Ross Abstract
URL: https://www.federalreserve.gov/econres/ifdp/generating-options-implied-probability-densities-to-understand-oil-market-events.htm
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Federal Reserve programs to strengthen credit markets and the economy - Federal Reserve Board
markets globally. Improvements in global interbank markets, in turn, promote...markets, such as the commercial paper market or the market for asset-backed
URL: https://www.federalreserve.gov/newsevents/testimony/bernanke20090210a.htm
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The Fed - Reserve Balances, the Federal Funds Market and Arbitrage in the New Regulatory Framework
Market and Arbitrage in the New Regulatory Framework Ayelen Banegas and...market in the context of two banking regulatory changes: the widening
URL: https://www.federalreserve.gov/econres/feds/reserve-balances-the-federal-funds-market-and-arbitrage-in-the-new-regulatory-framework.htm
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The Fed - The Effects of Past Entry, Market Consolidation, and Expansion by Incumbents on the Probability of Entry
Market Consolidation, and Expansion by Incumbents on the Probability of...market, variables such as per capita income, population growth and past
URL: https://www.federalreserve.gov/econres/feds/the-effects-of-past-entry-market-consolidation-and-expansion-by-incumbents-on-the-probability-of-entry.htm
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The Fed - Cheapest-to-Deliver Pricing, Optimal MBS Securitization, and Market Quality
market quality when the secondary market structure leads to cheapest-to-deliver...market and high-value MBS outside the TBA market. We then present a model
URL: https://www.federalreserve.gov/econres/feds/cheapest-to-deliver-pricing-optimal-mbs-securitization-and-market-quality.htm
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The Fed - The Mechanics of a Graceful Exit: Interest on Reserves and Segmentation in the Federal Funds Market
Market Morten L. Bech and Elizabeth Klee Abstract: To combat the financial...market, and the effective federal funds rate began to deviate from the
URL: https://www.federalreserve.gov/econres/feds/the-mechanics-of-a-graceful-exit-interest-on-reserves-and-segmentation-in-the-federal-funds-market.htm
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Speech by Governor Duke on the mortgage market and housing conditions - Federal Reserve Board
Market and Housing Conditions Governor Elizabeth A. Duke At the Housing...Market Committee. A sustained recovery in the housing market appears to
URL: https://www.federalreserve.gov/newsevents/speech/duke20130509a.htm
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