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Found 811 resources         Showing items 1 to 25 :   Page [1] 2 3 4 .... 33 -

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   FEDS 2019-054: Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
Federal Reserve - Working Paper
16-Jul-2019
https://www.federalreserve.gov/econres/feds/2019.htm#2019054

Mathias S. Kruttli, Brigitte Roth Tran, and Sumudu W. Watugala | We investigate the uncertainty dynamics surrounding extreme weather events through the lens of option and stock markets by identifying market re....
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   FEDS 2019-055: Measuring the Liquidity Profile of Mutual Funds
Federal Reserve - Working Paper
18-Jul-2019
https://www.federalreserve.gov/econres/feds/2019.htm#2019055

Sirio Aramonte, Chiara Scotti, and Ilknur Zer | We measure the liquidity profile of open-end mutual funds using the sensitivity of their daily returns to aggregate liquidity. We study how this sensitivity changes aro....
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   FEDS 2019-010: Lifecycle Patterns of Saving and Wealth Accumulation(Revised)
Federal Reserve - Working Paper
2-Aug-2019
https://www.federalreserve.gov/econres/feds/2019.htm#2019010

Laura J. Feiveson and John Sabelhaus | Empirical analysis of U.S. income, saving and wealth dynamics is constrained by a lack of high-quality and comprehensive household-level panel data. This paper uses a pseudo-p....
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   FEDS 2018-042: The Money View Versus the Credit View(Revised)
Federal Reserve - Working Paper
2-Aug-2019
https://www.federalreserve.gov/econres/feds/2018.htm#2018042

Sarah S. Baker, David López-Salido, and Edward Nelson | We evaluate the relative merits of the "money view" and "credit view" as accounts of macroeconomic outcomes. We first lay out core elements of the m....
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   FEDS 2019-056: Regulating Financial Networks Under Uncertainty
Federal Reserve - Working Paper
2-Aug-2019
https://www.federalreserve.gov/econres/feds/2019.htm#2019056

Carlos Ramírez | I study the problem of regulating a network of interdependent financial institutions that is prone to contagion when there is uncertainty regarding its precise structure. I show that such uncertainty reduces the scope for welfare-impr....
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   FEDS 2019-057: From Transactions Data to Economic Statistics: Constructing Real-time, High-frequency, Geographic Measures of Consumer Spending
Federal Reserve - Working Paper
2-Aug-2019
https://www.federalreserve.gov/econres/feds/2019.htm#2019057

Aditya Aladangady, Shifrah Aron-Dine, Wendy Dunn, Laura Feiveson, Paul Lengermann, and Cla....
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   FEDS 2019-058: Transparency and collateral: the design of CCPs' loss allocation rules
Federal Reserve - Working Paper
2-Aug-2019
https://www.federalreserve.gov/econres/feds/2019.htm#2019058

Gaetano Antinolfi, Francesca Carapella, and Francesco Carli | This paper adopts a mechanism design approach to study optimal clearing arrangements for bilateral financial contracts in which an assessment of counterparty risk is crucial for efficiency. T....
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   FEDS 2019-059: Variance Disparity and Market Frictions
Federal Reserve - Working Paper
2-Aug-2019
https://www.federalreserve.gov/econres/feds/2019.htm#2019059

Yang-Ho Park | This paper introduces a new model-free approach to measuring the expectation of market variance using VIX derivatives. This approach shows that VIX derivatives carry different information about future variance than S&P 500 (SPX) options, esp....
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   FEDS 2019-060: A Simple Model of Voluntary Reserve Targets with Tolerance Bands
Federal Reserve - Working Paper
2-Aug-2019
https://www.federalreserve.gov/econres/feds/2019.htm#2019060

Garth Baughman and Francesca Carapella | This note presents a simplifed version of the model of voluntary reserve targets (VRT) developed in Baughman and Carapella (forthcoming), with a Walrasian interbank marke....
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   FEDS 2018-064: Measuring Aggregate Housing Wealth: New Insights from Machine Learning(Revised)
Federal Reserve - Working Paper
2-Aug-2019
https://www.federalreserve.gov/econres/feds/2018.htm#2018064

Joshua H. Gallin, Raven Molloy, Eric Nielsen, Paul Smith, and Kamila Sommer | We construct a new....
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   IFDP 2019-1254: Exchange Rate Dynamics and Monetary Spillovers with Imperfect Financial Markets
Federal Reserve - Working Paper
6-Aug-2019
https://www.federalreserve.gov/econres/ifdp/2019.htm#20191254

Ozge Akinci and Albert Queralto | We use a two-country New Keynesian model with financial frictions and dollar debt in balance sheets to investigate the foreign effects of U.S. monetary policy. Financial amplification works through an endogenous deviation f....
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   FEDS 2019-061: CECL and the Credit Cycle
Federal Reserve - Working Paper
8-Aug-2019
https://www.federalreserve.gov/econres/feds/2019.htm#2019061

Bert Loudis and Ben Ranish | We find that that the Current Expected Credit Loss (CECL) standard would slightly dampen fluctuations in bank lending over the economic cycle. In particular, if the CECL standard had always been in place, we estimate that lending wou....
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   FEDS 2019-062: Parental Proximity and Earnings After Job Displacements
Federal Reserve - Working Paper
9-Aug-2019
https://www.federalreserve.gov/econres/feds/2019.htm#2019062

Patrick Coate, Pawel Krolikowski, and Mike Zabek | The earnings of young adults who live in the same neighborhoods as their parents completely recover after a job displacement, unlike the earnings of young adults who live farther away, which permanently decline.....
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   FEDS 2019-063: Exporters of Services: A Look at U.S. Exporters outside of the Manufacturing Sector
Federal Reserve - Working Paper
9-Aug-2019
https://www.federalreserve.gov/econres/feds/2019.htm#2019063

Maria D. Tito | Using transaction data for the U.S., this paper presents a series of stylized facts on exporters in services industries. We find that most of the basic facts on manufacturing exporters extend to the services sectors with three important differe....
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   FEDS 2019-064: Monetary Policy and Bank Equity Values in a Time of Low and Negative Interest Rates
Federal Reserve - Working Paper
9-Aug-2019
https://www.federalreserve.gov/econres/feds/2019.htm#2019064

Miguel Ampudia and Skander J. Van den Heuvel | Does banks' exposure to interest rate risk change when interest rates are very low or even negative? Using a high-frequency event study methodology and intraday data, we find that the effect of surprise ....
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   Will future pensioners work for longer and retire on less? (Policy Brief)
OECD - Insurance
2-Jul-2019
http://www.oecd.org/pensions/public-pensions/OECD-Policy-Brief-Future-Pensioners-2019.pdf

This policy brief analyses the impact of reforms in recent decades on pension systems, including comparisons of the pensions people starting work today can expect compared to the pensions of people who retired recently.....
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   Annual Survey of Investment Regulation of Pension Funds
OECD - Insurance
18-Jul-2019
http://www.oecd.org/pensions/annualsurveyofinvestmentregulationofpensionfunds.htm

Each year, the OECD publishes a survey of the investment regulation of pension funds which describes the main quantitative investment regulations applied to pension funds in 77 economies. The survey questionnaire covers all types of pension plans financed via pension funds.....
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   Exchange rates, interest rates and other monthly monetary and financial statistics
OECD - Finance
9-Jul-2019
http://www.oecd.org/finance/exchangeratesinterestratesandothermonthlymonetaryandfinancialstatistics.htm

Monthly monetary and financial statistics contains financial statistics on five separate subjects: monetary aggregates, interest rates, exchange rates, reserve assets, and share prices.....
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   Mr. Angel Gurría, Secretary-General of the OECD, at G7 Finance Ministers and Central Bank Governors’ meeting in Chantilly, 17-18 July 2019
OECD - Finance
16-Jul-2019
http://www.oecd.org/finance/oecd-sg-in-chantilly-july-2019.htm

Mr. Angel Gurría, Secretary-General of the OECD, will participate in the G7 Finance Ministers and Central Bank Governors’ meeting in Chantilly, on 17-18 July 2019.....
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   Annual Survey of Investment Regulation of Pension Funds
OECD - Finance
18-Jul-2019
http://www.oecd.org/finance/private-pensions/annualsurveyofinvestmentregulationofpensionfunds.htm

Each year, the OECD publishes a survey of the investment regulation of pension funds which describes the main quantitative investment regulations applied to pension funds in 77 economies. The survey questionnaire covers all types of pension plans financed via pension funds.....
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   OECD Global Blockchain Policy Forum 2019
OECD - Finance
12-Sep-2019
http://www.oecd.org/finance/oecd-blockchain-policy-forum.htm

12-13 September 2019 - The 2nd OECD Global Blockchain Policy Forum will address the benefits and risks of blockchain for our economies and societies, identify good policy and regulatory approaches, and investigate uses in specific policy areas.....
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   FEDS 2019-044: Mixed Signals: Investment Distortions with Adverse Selection
Federal Reserve - Working Paper
21-Jun-2019
https://www.federalreserve.gov/econres/feds/2019.htm#2019044

R. Matthew Darst and Ehraz Refayet | We study how adverse selection distorts equilibrium investment allocations in a Walrasian credit market with two-sided heterogeneity. Representative investor and partial equilibrium economies are special cases where investmen....
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   FEDS 2019-045: How does the interaction of macroprudential and monetary policies affect cross-border bank lending?
Federal Reserve - Working Paper
21-Jun-2019
https://www.federalreserve.gov/econres/feds/2019.htm#2019045

Előd Takáts and Judit Temesvary | We combine a rarely accessed BIS database on bilateral cross-border lending flows with cross-country data on macroprudential regulations. We study the interaction between the monetary policy of major international c....
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   FEDS 2019-046: The Impact of Credit Risk Mispricing on Mortgage Lending during the Subprime Boom
Federal Reserve - Working Paper
21-Jun-2019
https://www.federalreserve.gov/econres/feds/2019.htm#2019046

James A. Kahn and Benjamin S. Kay | We provide new evidence that credit supply shifts contributed to the U.S. subprime mortgage boom and bust. We collect original data on both government and private mortgage insurance premiums from 1999-2016, and document th....
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   FEDS 2019-047: Leveraged Bank Loan versus High Yield Bond Mutual Funds
Federal Reserve - Working Paper
21-Jun-2019
https://www.federalreserve.gov/econres/feds/2019.htm#2019047

Ayelen Banegas and Jessica Goldenring | Since the financial crisis, the markets for Bank Loan (BL) and High Yield Bond (HYB) mutual funds (MFs) have grown significantly, with assets under management increasing from $19 billion and $75 billion to close to $11....
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Found 811 resources         Showing items 1 to 25 :   Page [1] 2 3 4 .... 33 -
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