Thiago R.T. Ferreira

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

3

DOWNLOADS

191

CITATIONS

2

Scholarly Papers (3)

1.

Taxonomy of Global Risk, Uncertainty, and Volatility Measures

FRB International Finance Discussion Paper No. 1216
Number of pages: 49 Posted: 26 Nov 2017
Board of Governors of the Federal Reserve System, Federal Reserve Board of Governors, Board of Governors of the Federal Reserve System - Division of International Finance, Federal Reserve Board, Board of Governors of the Federal Reserve System, Federal Reserve Board - Trade and Financial Studies, 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 - Trade and Financial Studies Section
Downloads 134 (213,019)

Abstract:

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Risk, Uncertainty, Volatility, Monetary policy, Geopolitical risk, Equities, Interest rates, Exchange rates, Commodities, Inflation, Variance risk premium

2.

Stock Market Cross-Sectional Skewness and Business Cycle Fluctuations

FRB International Finance Discussion Paper No. 1223
Number of pages: 48 Posted: 08 Mar 2018
Thiago R.T. Ferreira
Board of Governors of the Federal Reserve System
Downloads 32 (455,538)

Abstract:

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Cross-Sectional Skewness, Business Cycle Fluctuations, Financial Channel

3.

Financial Volatility and its Economic Effects

Number of pages: 62 Posted: 09 Mar 2018
Thiago R.T. Ferreira
Board of Governors of the Federal Reserve System
Downloads 25 (490,705)

Abstract:

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Financial Volatility, Great Recession, Uncertainty, Financial Frictions