550 17th Street NW
Washington, DC 20006
http://https://www.fdic.gov/analysis/cfr/
Federal Deposit Insurance Corporation
upstream versus downstream, input-output linkages, firm networks, shock propagation, aggregate shocks
Stochastic discount factor; risk mispricing; term premium; bank lending
Interest rate increases, Discount rates, Risk premium, Financial markets, Financial instruments, Interest rate risk, non-linear stochastic discount factor, investment portfolio, termstructure model, risk aversion distribution, low interest rate environment, WP, yield curve, interest-rate, risk aversion, conditional mean, treasury security
stochastic discount factor, DSGE, long-term interest rate, risk mispricing, macro-financial linkages, bank lending
large FAVAR; upstream versus downstream; shock propagation; common factors; Bayesian estimation.
