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Author:Ehresmann, Paige 

Discussion Paper
Modeling Bank Stock Returns: A Factor-Based Approach

In this note, we introduce a factor asset pricing model to analyze risk-adjusted returns on bank stocks. Given their high-frequency availability, bank stock returns offer a valuable lens into the risk exposures and dynamics of the banking sector.
FEDS Notes , Paper 2025-06-06-3

Discussion Paper
What Do Bank Stock Returns Say About Monetary Policy Transmission?

In this note, we build on the factor-based asset pricing framework introduced in our companion piece, "Modeling Bank Stock Returns: A Factor-Based Approach" (Ehresmann, Morelli, and Wang, 2025), to examine the transmission of monetary policy (MP) shocks through bank stock returns. Specifically, we explore two core questions.
FEDS Notes , Paper 2025-08-04

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