Board of Governors of the Federal Reserve System

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• The Fed - Excess Returns and Risk at the Long End of the Treasury Market: An Egarch-M Approach

  Market: An Egarch-M Approach Allan D. Brunner and David P. Simon Abstract

  URL: https://www.federalreserve.gov/econres/ifdp/excess-returns-and-risk-at-the-long-end-of-the-treasury-market-an-egarch-m-approach.htm
  



• The Fed - The Dollar and Emerging Market Economies: Financial Vulnerabilities Meet the International Trade System

  Market Economies: Financial Vulnerabilities Meet the International Trade...market economies (EMEs). These results imply that the transmission of

  URL: https://www.federalreserve.gov/econres/ifdp/the-dollar-and-emerging-market-economies-financial-vulnerabilities-meet-the-international-trade-system.htm
  



• The Fed - A Simple Model of the Welfare Effects of Central Bank Intervention in the Foreign Exchange Market

  Market Frank McCormick PDF: Full Paper Disclaimer: The economic research

  URL: https://www.federalreserve.gov/econres/ifdp/a-simple-model-of-the-welfare-effects-of-central-bank-intervention-in-the-foreign-exchange-market.htm
  



• The Fed - Structural Change in the Euro-Dollar Market: Evidence From a Two-Equation Model

  Market: Evidence From a Two-Equation Model Rodney H. Mills, Jr. PDF: Full

  URL: https://www.federalreserve.gov/econres/ifdp/structural-change-in-the-euro-dollar-market-evidence-from-a-two-equation-model.htm
  



• The Fed - The Dynamic Effects of Exchange Market Intervention Policy: Two Extreme Views and a Synthesis

  Market Intervention Policy: Two Extreme Views and a Synthesis Dale W.

  URL: https://www.federalreserve.gov/econres/ifdp/the-dynamic-effects-of-exchange-market-intervention-policy-two-extreme-views-and-a-synthesis.htm
  



• The Fed - The Impact of Macroeconomic Announcements on Real Time Foreign Exchange Rates in Emerging Markets

  Markets Fang Cai, Hyunsoo Joo, and Zhiwei Zhang Abstract: This paper utilizes...market exchange rates, but many domestic news do not. Emerging market

  URL: https://www.federalreserve.gov/econres/ifdp/the-impact-of-macroeconomic-announcements-on-real-time-foreign-exchange-rates-in-emerging-markets.htm
  



• The Fed - A Monetary Model of Exchange Market Pressure Applied to the Post-War Canadian Experience

  Market Pressure Applied to the Post-War Canadian Experience Lance Girton

  URL: https://www.federalreserve.gov/econres/ifdp/a-monetary-model-of-exchange-market-pressure-applied-to-the-post-war-canadian-experience.htm
  



• The Fed - Marketable U.S. Treasury Bonds and Notes, Foreign Transactions, August 2017

  Marketable U.S. Treasury Bonds and Notes, Foreign Transactions (Table ...marketable U.S. Treasury securities having an original maturity of more

  URL: https://www.federalreserve.gov/data/secholdtrans/treasurybondsnotes20170831.htm
  



• The Fed - Marketable U.S. Treasury Bonds and Notes, Foreign Transactions, September 2017

  Marketable U.S. Treasury Bonds and Notes, Foreign Transactions (Table ...marketable U.S. Treasury securities having an original maturity of more

  URL: https://www.federalreserve.gov/data/secholdtrans/treasurybondsnotes20170930.htm
  



• The Fed - Marketable U.S. Treasury Bonds and Notes, Foreign Transactions, October 2017

  Marketable U.S. Treasury Bonds and Notes, Foreign Transactions (Table ...marketable U.S. Treasury securities having an original maturity of more

  URL: https://www.federalreserve.gov/data/secholdtrans/treasurybondsnotes20171031.htm
  

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