Search Results
Documents are displayed in order of relevance.
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The Fed - Solving an Empirical Puzzle in the Capital Asset Pricing Model
Pricing Model John Leusner, Jalal D. Akhavein, and P.A.V.B. Swamy Abstract...Pricing Model (CAPM) has been the inability of empirical work to validate
URL: https://www.federalreserve.gov/econres/feds/solving-an-empirical-puzzle-in-the-capital-asset-pricing-model.htm
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The Fed - Identifying Price Discrimination when Product Menus are Endogenous
prices. When product menus are endogenous, however, tests for price discrimination...prices. Keywords: Price discrimination, non-linear pricing, package size
URL: https://www.federalreserve.gov/econres/feds/identifying-price-discrimination-when-product-menus-are-endogenous.htm
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Senior Loan Officer Opinion Survey: October 2001
for, bank loans to businesses and households over the past three months...non-price-related loan terms for small firms rose considerably when compared
URL: https://www.federalreserve.gov/boarddocs/SnLoanSurvey/200111/default.htm
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FRB: Beige Book--Boston--June 10, 2009
compared to first-quarter levels. Another sees opportunities in the fiscal...and/or hours this year. Many expect to implement further layoffs, temporary
URL: https://www.federalreserve.gov/fomc/beigebook/2009/20090610/1.htm
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The Fed - Use of the Federal Reserve's repo operations and changes in dealer balance sheets
key for understanding how the Fed's repo operations related to dealer
URL: https://www.federalreserve.gov/econres/notes/feds-notes/use-of-the-federal-reserves-repo-operations-and-changes-in-dealer-balance-sheets-20210806.html
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Meeting Between Staff of the Federal Reserve Board and Representatives of the International Swaps and Derivatives Association (ISDA) and the Securities Industry and Financial Markets Association (SIFMA)
The fallback capital requirement would apply in cases where a banking ...for example, cancellable swaps) or that have an undefined maturity to
URL: https://www.federalreserve.gov/regreform/rr-commpublic/isda-sifma-meeting-20240307.pdf
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Supporting Documents for DSGE Models Update
and, as discussed above, such shocks to trend levels have only modest ...key properties of the model. In particular, the model has five key features
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20150904memo02.pdf
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The Fed - Prudential policies and their impact on credit in the United States
Skip to main content An official website of the United States Government Here's how you know Official websites use .gov A .gov website belongs
URL: https://www.federalreserve.gov/econres/ifdp/prudential-policies-and-their-impact-on-credit-in-the-united-states.htm
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The Fed - Bank Failures, Capital Buffers, and Exposure to the Housing Market Bubble
price-to-income ratio regions in 2005 and 2006 have higher mortgage delinquency...price-to-income ratios present a greater likelihood of house price correction
URL: https://www.federalreserve.gov/econres/feds/bank-failures-capital-buffers-and-exposure-to-the-housing-market-bubble.htm
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The Fed - Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement
Skip to main content An official website of the United States Government Here's how you know Official websites use .gov A .gov website belongs
URL: https://www.federalreserve.gov/econres/feds/level-shifts-in-beta-spurious-abnormal-returns-and-the-tarp-announcement.htm
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