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Board of Governors: International Finance Discussion Papers (Topic)

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Viewing: 1 - 50 of 2,178 papers

1.

Strategic Liquidity Mismatch and Financial Sector Stability

FEDS Working Paper No. 2019-082
Number of pages: 64 Posted: 02 Dec 2019
Working Paper Series
Federal Reserve Board

Multiple version iconThere are 2 versions of this paper

Downloads 12
2.

Collateralized Debt Networks with Lender Default

FEDS Working Paper No. 2019-083
Number of pages: 74 Posted: 02 Dec 2019
Working Paper Series
Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 11
3.

Household Debt and the Heterogeneous Effects of Forward Guidance

FRB International Finance Discussion Paper No. 1267
Number of pages: 38 Posted: 02 Dec 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 8
4.

Oil Prices and Consumption Across Countries and U.S. States

FRB International Finance Discussion Paper No. 1263
Number of pages: 36 Posted: 27 Nov 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 12
5.

The Global Equilibrium Real Interest Rate: Concepts, Estimates, and Challenges

FEDS Working Paper No. 2019-076
Number of pages: 53 Posted: 27 Nov 2019
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads 32
6.

Dealer Leverage and Exchange Rates: Heterogeneity Across Intermediaries

FRB International Finance Discussion Paper No. 1262
Number of pages: 50 Posted: 27 Nov 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 13
7.

Effective Lower Bound Risk

FEDS Working Paper No. 2019-077
Number of pages: 63 Posted: 27 Nov 2019
Working Paper Series
New York University (NYU), Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 10
8.

Learning and Misperception: Implications for Price-Level Targeting

FEDS Working Paper No. 2019-078
Number of pages: 41 Posted: 27 Nov 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 9
9.

In Search of Lost Time Aggregation

FEDS Working Paper No. 2019-075
Number of pages: 26 Posted: 27 Nov 2019
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads 8
10.

Value Added and Productivity Linkages Across Countries

FRB International Finance Discussion Paper No. 1266
Number of pages: 42 Posted: 27 Nov 2019
Working Paper Series
Board of Governors of the Federal Reserve System and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 11
11.

The Self-Employment Option in Rigid Labor Markets: An Empirical Investigation

FRB International Finance Discussion Paper No. 1264
Number of pages: 52 Posted: 27 Nov 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Southern Methodist University (SMU) - Economics Department
Downloads 4
12.

Does Intergenerational Mobility Increase Corporate Profits?

FEDS Working Paper No. 2019-081
Number of pages: 38 Posted: 27 Nov 2019
Working Paper Series
Carnegie Mellon University - David A. Tepper School of Business and Board of Governors of the Federal Reserve System
Downloads 16
13.

Local Ties in Spatial Equilibrium

FEDS Working Paper No. 2019-080
Number of pages: 71 Posted: 27 Nov 2019
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads 9
14.

The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets

FRB International Finance Discussion Paper No. 1265
Number of pages: 42 Posted: 27 Nov 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Multiple version iconThere are 3 versions of this paper

Downloads 8
15.

Intermediary Segmentation in the Commercial Real Estate Market

FEDS Working Paper No. 2019-079
Number of pages: 54 Posted: 27 Nov 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 7
16.

A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression

FEDS Working Paper No. 2019-074
Number of pages: 30 Posted: 23 Oct 2019 Last Revised: 24 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Keele University - Keele Management School
Downloads 25
17.

Global Spillovers of a China Hard Landing

FRB International Finance Discussion Paper No. 1260
Number of pages: 42 Posted: 22 Oct 2019 Last Revised: 31 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 23
18.

The Economic Effects of Trade Policy Uncertainty

FRB International Finance Discussion Paper No. 1256
Number of pages: 56 Posted: 22 Oct 2019
Working Paper Series
Federal Reserve Board - Trade and Financial Studies Section, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 44
19.

Credit Migration and Covered Interest Rate Parity

FRB International Finance Discussion Paper No. 1255
Number of pages: 56 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads 14
20.

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

FRB International Finance Discussion Paper No. 1258
Number of pages: 34 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads 14
21.

Scarred Consumption

FRB International Finance Discussion Paper No. 1259
Number of pages: 96 Posted: 22 Oct 2019
Working Paper Series
University of California, Berkeley - Department of Economics and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 13
22.

Differential Treatment in the Bond Market: Sovereign Risk and Mutual Fund Portfolios

FRB International Finance Discussion Paper No. 1261
Number of pages: 47 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 12
23.

Fiscal Stimulus Under Sovereign Risk

FRB International Finance Discussion Paper No. 1257
Number of pages: 63 Posted: 22 Oct 2019
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Minneapolis, University of Michigan at Ann Arbor - Department of Economics and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 8
24.

Variance Risk Premium Components and International Stock Return Predictability

FRB International Finance Discussion Paper No. 1247
Number of pages: 75 Posted: 22 Oct 2019
Working Paper Series
Government of the United States of America - Division of International Finance (IFDP) and Boston College, Carroll School of Management
Downloads 34
25.

Tractable Rare Disaster Probability and Options-Pricing

FEDS Working Paper No. 2019-073
Number of pages: 56 Posted: 22 Oct 2019
Working Paper Series
Harvard University and Board of Governors of the Federal Reserve System
Downloads 31
26.

Bottom-Up Leading Macroeconomic Indicators: An Application to Non-Financial Corporate Defaults Using Machine Learning

FEDS Working Paper No. 2019-070
Number of pages: 40 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and University of Cologne
Downloads 30
27.

US Equity Tail Risk and Currency Risk Premia

FRB International Finance Discussion Paper No. 1253
Number of pages: 51 Posted: 22 Oct 2019
Working Paper Series
Nankai University - School of Finance, Government of the United States of America - Division of International Finance (IFDP) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 26
28.

Okun Revisited: Who Benefits Most from a Strong Economy

FEDS Working Paper No. 2019-072
Number of pages: 80 Posted: 22 Oct 2019
Working Paper Series
Brookings Institution, Federal Reserve Bank of San Francisco, Board of Governors of the Federal Reserve System - Division of Research and Statistics and Board of Governors of the Federal Reserve System (retired)
Downloads 16
29.

Forecasting High-Risk Composite CAMELS Ratings

FRB International Finance Discussion Paper No. 1252
Number of pages: 19 Posted: 22 Oct 2019
Working Paper Series
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Office of the Comptroller of the Currency and Board of Governors of the Federal Reserve System
Downloads 13
30.

Exchange Rate Dynamics and Monetary Spillovers with Imperfect Financial Markets

FRB International Finance Discussion Paper No. 1254
Number of pages: 83 Posted: 22 Oct 2019
Working Paper Series
Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System, Global Modeling Studies

Multiple version iconThere are 2 versions of this paper

Downloads 7
31.

The Welfare Costs of Misaligned Incentives: Energy Inefficiency and the Principal-Agent Problem

FEDS Working Paper No. 2019-071
Number of pages: 41 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads 6
32.

Risk-Taking Spillovers of U.S. Monetary Policy in the Global Market for U.S. Dollar Corporate Loans

FRB International Finance Discussion Paper No. 1251
Number of pages: 41 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System, International Monetary Fund (IMF) and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 5
33.

Trends in Household Portfolio Composition

FEDS Working Paper No. 2019-069
Number of pages: 51 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and New England Public Policy Institute, Federal Reserve Bank of Boston

Multiple version iconThere are 2 versions of this paper

Downloads 36
34.

CECL and the Credit Cycle

FEDS Working Paper No. 2019-061
Number of pages: 37 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 31
35.

Monetary Policy and Bank Equity Values in a Time of Low and Negative Interest Rates

FEDS Working Paper No. 2019-064
Number of pages: 47 Posted: 22 Oct 2019
Working Paper Series
European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 22
36.

What are the Price Effects of Trade? Evidence from the U.S. and Implications for Quantitative Trade Models

FEDS Working Paper No. 2019-068
Number of pages: 110 Posted: 22 Oct 2019
Working Paper Series
London School of Economics & Political Science (LSE) - Department of Economics and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 18
37.

Policy Uncertainty and Bank Mortgage Credit

FEDS Working Paper No. 2019-066
Number of pages: 47 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Multiple version iconThere are 3 versions of this paper

Downloads 15
38.

Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data

FEDS Working Paper No. 2019-065
Number of pages: 29 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 8
39.

Parental Proximity and Earnings after Job Displacements

FEDS Working Paper No. 2019-062
Number of pages: 94 Posted: 22 Oct 2019
Working Paper Series
National Council on Compensation Insurance, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Board of Governors of the Federal Reserve System
Downloads 6
40.

Sellin' in the Rain: Adaptation to Weather and Climate in the Retail Sector

FEDS Working Paper No. 2019-067
Number of pages: 36 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 5
41.

Exporters of Services: A Look at U.S. Exporters Outside of the Manufacturing Sector

FEDS Working Paper No. 2019-063
Number of pages: 32 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads 3
42.

Measuring the Liquidity Profile of Mutual Funds

FEDS Working Paper No. 2019-055
Number of pages: 42 Posted: 22 Oct 2019
Working Paper Series
Bank for International Settlements (BIS), Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 20
43.

Transparency and Collateral: The Design of CCPs' Loss Allocation Rules

FEDS Working Paper No. 2019-058
Number of pages: 102 Posted: 22 Oct 2019
Working Paper Series
Washington University in St. Louis, Board of Governors of the Federal Reserve System and Deakin University
Downloads 16
44.

Variance Disparity and Market Frictions

FEDS Working Paper No. 2019-059
Number of pages: 56 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 15
45.

Regulating Financial Networks Under Uncertainty

FEDS Working Paper No. 2019-056
Number of pages: 67 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 13
46.

From Transactions Data to Economic Statistics: Constructing Real-Time, High-Frequency, Geographic Measures of Consumer Spending

FEDS Working Paper No. 2019-057
Number of pages: 38 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Federal Reserve Board, Board of Governors of the Federal Reserve - Household and Business Spending Section, Board of Governors of the Federal Reserve System, Federal Reserve Board - Division of Research and Statistics and Federal Reserve Board

Multiple version iconThere are 2 versions of this paper

Downloads 12
47.

A Simple Model of Voluntary Reserve Targets with Tolerance Bands

FEDS Working Paper No. 2019-060
Number of pages: 18 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 3
48.

Substitutability of Monetary Policy Instruments

FED Notes No. 2019-07-17
Posted: 13 Aug 2019 Last Revised: 21 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Board of Governors and Board of Governors of the Federal Reserve System
49.

Historical Proxies for the Secured Overnight Financing Rate

FED Notes No. 2019-07-15
Posted: 13 Aug 2019 Last Revised: 21 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve
50.

There is No Single Best Predictor of Recessions

FED Notes No. 2019-05-21
Posted: 13 Aug 2019 Last Revised: 21 Oct 2019
Working Paper Series
Government of the United States of America - Macroeconomic and Quantitative Studies Section