Browse by JEL Code
G17: Financial Forecasting and Simulation
- Flighty liquidity
by Nina Boyarchenko & Domenico Giannone & Or Shachar in Staff Reports, Federal Reserve Bank of New York, 2018 - Nothing is Certain Except Death and Taxes : The Lack of Policy Uncertainty from Expiring "Temporary" Taxes
by Andrew C. Chang in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 2018 - Changing risk-return profiles
by Richard K. Crump & Domenico Giannone & Sean Hundtofte in Staff Reports, Federal Reserve Bank of New York, 2018 - Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors
by Mark Fisher & Mark J. Jensen in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, 2018 - Asset Co-movements: Features and Challenges
by Nikolay Gospodinov in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, 2017 - Term Structure Analysis with Big Data
by Martin M. Andreasen & Jens H. E. Christensen & Glenn D. Rudebusch in Working Paper Series, Federal Reserve Bank of San Francisco, 2017 - Clearing the Fog: The Predictive Power of Weather for Employment Reports and their Asset Price Responses
by Daniel J. Wilson in Working Paper Series, Federal Reserve Bank of San Francisco, 2017 - Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting
by Edward S. Knotek & Saeed Zaman in Working Paper, Federal Reserve Bank of Cleveland, 2017 - Intraday market making with overnight inventory costs
by Tobias Adrian & Agostino Capponi & Erik Vogt & Hongzhong Zhang in Staff Reports, Federal Reserve Bank of New York, 2016 - Global price of risk and stabilization policies
by Tobias Adrian & Daniel Stackman & Erik Vogt in Staff Reports, Federal Reserve Bank of New York, 2016 - Are Lemons Sold First? Dynamic Signaling in the Mortgage Market
by Manuel Adelino & Kristopher S. Gerardi & Barney Hartman-Glaser in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, 2016 - Term Premium Variability and Monetary Policy
by Timothy S. Fuerst & Ronald Mau in Working Paper, Federal Reserve Bank of Cleveland, 2016 - From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors
by Mathias S. Kruttli in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 2016 - Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds
by Tobias Adrian & Richard K. Crump & Erik Vogt in Staff Reports, Federal Reserve Bank of New York, 2015 - The equity risk premium: a review of models
by Fernando M. Duarte & Carlo Rosa in Staff Reports, Federal Reserve Bank of New York, 2015 - Bayesian Estimation of Time-Changed Default Intensity Models
by Michael B. Gordy & Pawel J. Szerszen in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 2015 - Financial Engineering Versus Cancer
by Christopher J. Neely in Economic Synopses, Federal Reserve Bank of St. Louis, 2015 - The equity risk premium: a review of models
by Fernando M. Duarte & Carlo Rosa in Economic Policy Review, Federal Reserve Bank of New York, 2015 - Option-implied term structures
by Erik Vogt in Staff Reports, Federal Reserve Bank of New York, 2014 - Explaining Exchange Rate Anomalies in a Model with Taylor-Rule Fundamentals and Consistent Expectations
by Kevin J. Lansing & Jun Ma in Working Paper Series, Federal Reserve Bank of San Francisco, 2014 - Simple and reliable way to compute option-based risk-neutral distributions
by Allan M. Malz in Staff Reports, Federal Reserve Bank of New York, 2014 - Mandatory Disclosure and Financial Contagion
by Fernando Alvarez & Gadi Barlevy in Working Paper Series, Federal Reserve Bank of Chicago, 2014 - The Effect of Large Investors on Asset Quality: Evidence from Subprime Mortgage Securities
by Manuel Adelino & W. Scott Frame & Kristopher S. Gerardi in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, 2014 - Assessing financial stability: the Capital and Loss Assessment under Stress Scenarios (CLASS) model
by Beverly Hirtle & Anna Kovner & James Vickery & Meru Bhanot in Staff Reports, Federal Reserve Bank of New York, 2014 - Monetary policy surprises, positions of traders, and changes in commodity futures prices
by Nikolay Gospodinov & Ibrahim Jamali in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, 2013
