Board of Governors of the Federal Reserve System

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• The Fed - Learning, Rare Disasters, and Asset Prices

  1) the lack of historical data results in unknown parameters for the disaster

  URL: https://www.federalreserve.gov/econres/feds/learning-rare-disasters-and-asset-prices.htm
  



• The Fed - The Federal Reserve's Portfolio and its Effects on Mortgage Markets

  QE1, QE2, Federal Reserve, MBS, mortgage, interest rates, mortgage rate

  URL: https://www.federalreserve.gov/econres/feds/the-federal-reserve39s-portfolio-and-its-effects-on-mortgage-markets.htm
  



• The Fed - Predicting Operational Loss Exposure Using Past Losses

  .2016.002r1 PDF: Full Paper

  URL: https://www.federalreserve.gov/econres/feds/predicting-operational-loss-exposure-using-past-losses.htm
  



• Federal Reserve Board - Accessible Version

  1: Assets of Top 3 and Top 10 Global Banks as a Percent of Global GDP

  URL: https://www.federalreserve.gov/newsevents/speech/tarullo20140327b.htm
  



• The Fed - Accessible Version

  1. Average loan rate and term by lender type Lender type Average rate

  URL: https://www.federalreserve.gov/publications/2023-november-consumer-community-context-accessible.htm
  



• The Fed - Firm Networks and Asset Returns

  .2017.014r1 PDF: Full Paper

  URL: https://www.federalreserve.gov/econres/feds/firm-networks-and-asset-returns.htm
  



• The Fed - Zeroing in on the Expected Returns of Anomalies

  1) effective bid-ask spreads, (2) post-publication effects, and (3) the

  URL: https://www.federalreserve.gov/econres/feds/zeroing-in-on-the-expected-returns-of-anomalies.htm
  



• The Fed - News and Uncertainty Shocks

  .2018.1240r1 PDF: Full Paper

  URL: https://www.federalreserve.gov/econres/ifdp/news-and-uncertainty-shocks.htm
  



• The Fed - Cash Windfalls and Acquisitions

  1.2 percentage points in acquisition announcement returns. These effects

  URL: https://www.federalreserve.gov/econres/ifdp/cash-windfalls-and-acquisitions.htm
  



• The Fed - Measuring the Natural Rate of Interest: A Note on Transitory Shocks

  .2017.059r1 PDF: Full Paper

  URL: https://www.federalreserve.gov/econres/feds/measuring-the-natural-rate-of-interest-a-note-on-transitory-shocks.htm
  

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