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
There are 2 versions of this paper
Strategic Liquidity Mismatch and Financial Sector Stability
Review of Financial Studies, Forthcoming
Number of pages: 63
Posted: 22 Nov 2015
Last Revised: 24 Nov 2019
Downloads
212
Strategic Liquidity Mismatch and Financial Sector Stability
FEDS Working Paper No. 2019-082
Number of pages: 64
Posted: 02 Dec 2019
Downloads
12
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
There are 2 versions of this paper
Collateralized Debt Networks with Lender Default
Number of pages: 73
Posted: 22 Oct 2019
Last Revised: 18 Nov 2019
Downloads
29
Collateralized Debt Networks with Lender Default
FEDS Working Paper No. 2019-083
Number of pages: 74
Posted: 02 Dec 2019
Downloads
11
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
There are 3 versions of this paper
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
Downloads
8
The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets
CESifo Working Paper No. 7955
Number of pages: 42
Posted: 27 Nov 2019
Downloads
5
The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets
CEPR Discussion Paper No. DP14128
Number of pages: 43
Posted: 04 Dec 2019
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
There are 2 versions of this paper
Intermediary Segmentation in the Commercial Real Estate Market
Number of pages: 53
Posted: 27 Nov 2019
Downloads
9
Intermediary Segmentation in the Commercial Real Estate Market
FEDS Working Paper No. 2019-079
Number of pages: 54
Posted: 27 Nov 2019
Downloads
7
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
There are 2 versions of this paper
Scarred Consumption
FRB International Finance Discussion Paper No. 1259
Number of pages: 96
Posted: 22 Oct 2019
Downloads
13
Downloads
10
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
There are 2 versions of this paper
Fiscal Stimulus Under Sovereign Risk
FRB International Finance Discussion Paper No. 1257
Number of pages: 63
Posted: 22 Oct 2019
Downloads
8
Fiscal Stimulus Under Sovereign Risk
NBER Working Paper No. w26307
Number of pages: 62
Posted: 23 Sep 2019
Downloads
1
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
There are 2 versions of this paper
Exchange Rate Dynamics and Monetary Spillovers with Imperfect Financial Markets
FRB of New York Staff Report No. 849 (2018)
Number of pages: 82
Posted: 30 May 2019
Downloads
20
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
Downloads
7
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
There are 2 versions of this paper
Risk Taking Spillovers of U.S. Monetary Policy in the Global Market for U.S. Dollar Corporate Loans
Number of pages: 34
Posted: 05 Jun 2018
Downloads
22
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
Downloads
5
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
There are 2 versions of this paper
Trends in Household Portfolio Composition
FEDS Working Paper No. 2019-069
Number of pages: 51
Posted: 22 Oct 2019
Downloads
36
Downloads
6
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
There are 2 versions of this paper
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
Downloads
18
What are the Price Effects of Trade? Evidence from the U.S. and Implications for Quantitative Trade Models
CEPR Discussion Paper No. DP13902
Number of pages: 112
Posted: 20 Aug 2019
Downloads
1
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
There are 3 versions of this paper
Policy Uncertainty and Bank Mortgage Credit
Number of pages: 46
Posted: 09 Jan 2019
Last Revised: 18 Jul 2019
Downloads
83
Policy Uncertainty and Bank Mortgage Credit
FEDS Working Paper No. 2019-066
Number of pages: 47
Posted: 22 Oct 2019
Downloads
15
Policy Uncertainty and Bank Mortgage Credit
BIS Working Paper No. 820
Number of pages: 50
Posted: 12 Nov 2019
Downloads
15
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
There are 2 versions of this paper
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
Downloads
8
Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data
NBER Working Paper No. w26033
Number of pages: 34
Posted: 09 Jul 2019
Downloads
4
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
There are 2 versions of this paper
Sellin' in the Rain: Adaptation to Weather and Climate in the Retail Sector
Number of pages: 31
Posted: 08 Mar 2019
Last Revised: 15 Oct 2019
Downloads
24
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
Downloads
5
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
There are 2 versions of this paper
Measuring the Liquidity Profile of Mutual Funds
International Journal of Central Banking, Forthcoming
Number of pages: 41
Posted: 21 Mar 2018
Last Revised: 16 Jul 2019
Downloads
49
Measuring the Liquidity Profile of Mutual Funds
FEDS Working Paper No. 2019-055
Number of pages: 42
Posted: 22 Oct 2019
Downloads
20
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
There are 2 versions of this paper
Variance Disparity and Market Frictions
Journal of Econometrics, Forthcoming
Number of pages: 55
Posted: 30 Sep 2015
Last Revised: 09 Aug 2019
Downloads
101
Variance Disparity and Market Frictions
FEDS Working Paper No. 2019-059
Number of pages: 56
Posted: 22 Oct 2019
Downloads
15
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
There are 2 versions of this paper
Regulating Financial Networks Under Uncertainty
Number of pages: 65
Posted: 09 Aug 2019
Last Revised: 08 Nov 2019
Downloads
43
Regulating Financial Networks Under Uncertainty
FEDS Working Paper No. 2019-056
Number of pages: 67
Posted: 22 Oct 2019
Downloads
13
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
There are 2 versions of this paper
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
Downloads
12
From Transactions Data to Economic Statistics: Constructing Real-Time, High-Frequency, Geographic Measures of Consumer Spending
NBER Working Paper No. w26253
Number of pages: 38
Posted: 18 Sep 2019
Downloads
4
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
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