Board of Governors of the Federal Reserve System

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• The Fed - Incorporating Event Risk into Value-at-Risk

  4 to 3. In an empirical application, I use the Jump-VaR model to compute

  URL: https://www.federalreserve.gov/econres/feds/incorporating-event-risk-into-value-at-risk.htm
  



• The Fed - Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis

  $2.4 trillion, primarily driven by relative value arbitrage trading and

  URL: https://www.federalreserve.gov/econres/feds/hedge-fund-treasury-trading-and-funding-fragility-evidence-from-the-covid-19-crisis.htm
  



• The Fed - A Financial Stress Index for a Small Open Economy: The Australian Case

  57.4%) of our Australian Financial Stress Index (AFSI). To determine the

  URL: https://www.federalreserve.gov/econres/feds/a-financial-stress-index-for-a-small-open-economy-the-australian-case.htm
  



• The Fed - The Effects of Bank Capital Buffers on Bank Lending and Firm Activity: What Can We Learn from Five Years of Stress-Test Results?

  4 p.p. lower rate of growth in utilized loans and a 3 p.p. lower rate

  URL: https://www.federalreserve.gov/econres/feds/the-effects-of-bank-capital-buffers-on-bank-lending-and-firm-activity.htm
  



• The Fed - Measuring Inclusion: Gender and Coauthorship at the Federal Reserve Board

  4 percentage points below their share of the economist population. We

  URL: https://www.federalreserve.gov/econres/feds/measuring-inclusion-gender-and-coauthorship-at-the-federal-reserve-board.htm
  



• Table 6 Diffusion Indexes of Industrial Production Percent

  49.4 40.7 37.5 40.1 44.2 41.0 43.6 38.1 26.6 30.1 23.1 22.4 2009 16.3 ...30.4 38.8 34.5 37.8 47.1 59.6 64.7 60.6 64.1 57.4 2010 64.1 Six Months

  URL: https://www.federalreserve.gov/Releases/g17/20100315/table6.txt
  



• Table 8 DIFFUSION INDEXES OF INDUSTRIAL PRODUCTION Percent Year Jan. Feb. Mar. Apr. May June July Aug. Sept. Oct. Nov.

  57.4 59.6 61.9 54.0 55.5 54.3 50.6 57.0 56.4 1997 50.2 64.9 54.0 54.2 ...54.4 55.7 62.1 50.0 1998 53.4 Three Months Earlier 1996 43.0 53.6 54.0

  URL: https://www.federalreserve.gov/Releases/g17/19980317/table8.txt
  



• 2013 Annual Report

  100th Annual Report 2013 BOARD OF GOVERNOR S O F THE F EDERAL R E S ERV E SY S T EM 100th Annual Report 2013 BOARD OF GOVERNOR S O F THE F EDERAL

  URL: https://www.federalreserve.gov/publications/annual-report/files/2013-annual-report.pdf
  



• Lining Up: Survey and Administrative Data Estimates of Wealth Concentration

  Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Lining Up

  URL: https://www.federalreserve.gov/econresdata/feds/2017/files/2017017pap.pdf
  



• The Fed - Entry Dynamics and the Decline in Exchange-Rate Pass-Through

  4 of the rise in the U.S. import share since the early 1980s is due to

  URL: https://www.federalreserve.gov/econres/ifdp/entry-dynamics-and-the-decline-in-exchange-rate-pass-through.htm
  

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