Search Results
Journal Article
Coordinating circuit breakers in stock and futures markets
Morris, Charles S.
(1990-03)
Economic Review
, Volume 75
, Issue Mar
, Pages 35-48
Journal Article
Managing interest rate risk with interest rate futures
Morris, Charles S.
(1989-03)
Economic Review
, Volume 74
, Issue Mar
, Pages 3-20
Journal Article
Has programmed trading made stock prices more volatile?
Santoni, G. J.
(1987-05)
Review
, Issue May
, Pages 18-29
Journal Article
Accounting for financial futures
Beebe, Jack H.; Bennett, Barbara
(1983)
FRBSF Economic Letter
Working Paper
Price discovery in the stock market
Merrick, John J.
(1987)
Working Papers
, Paper 87-4
Journal Article
Stocks, bonds, options, futures, and portfolio insurance: a rose by any other name
Fortune, Peter
(1995-07)
Trading volume and open interest in options and futures contracts on stock indices, equities, and interest rate instruments traded on world exchanges have experienced remarkable growth. However, this growth has been accompanied by controversy about the proper role of financial derivatives and the potential for abuse. Prominent attention has been given to losses by major corporations, broker-related short-term mutual funds, and municipal agencies.> The public debate about "derivatives" has promoted the impression that the heart of the problem has been a proliferation of brand new ways of ...
New England Economic Review
, Issue Jul
, Pages 25-46
Journal Article
Oil prices: backward to the future?
Higgins, Patrick C.; Haubrich, Joseph G.; Miller, Janet
(2004-12)
A useful first guess about the future spot price of a commodity is usually found in its current futures price. But it doesn?t work that way when the commodity in question is oil. This Commentary explains why the characteristics of oil, particularly the value it can offer its owner by remaining in the ground, cloud the information that oil futures prices give about future oil prices.
Economic Commentary
, Issue Dec
Journal Article
Everyman's interest rate forecast
Froewiss, Kenneth; Gorham, Michael
(1978)
FRBSF Economic Letter
Journal Article
Exchange rate changes and net positions of speculators in the futures market
Weir, Laura; Klitgaard, Thomas
(2004-05)
Traders, strategists, and other participants in the currency markets continuously seek to understand and interpret short-term exchange rate movements. One data set frequently used in those efforts is a weekly report of net futures market positions held by speculators on the Chicago Mercantile Exchange. In this article, the authors pursue a transaction-oriented line of research to track short-term exchange rate moves. They examine the data set for six currencies over a ten-year period and document a strong contemporaneous relationship between weekly changes in speculators' net positions and ...
Economic Policy Review
, Issue May
, Pages 17-28
Working Paper
Tests of a simple optimizing model of daily price limits on futures contracts
Ackert, Lucy F.; Hunter, William C.
(1989)
FRB Atlanta Working Paper
, Paper 89-10
FILTER BY year
FILTER BY Bank
Federal Reserve Bank of Chicago 28 items
Federal Reserve Bank of New York 25 items
Board of Governors of the Federal Reserve System (U.S.) 19 items
Federal Reserve Bank of Atlanta 12 items
Federal Reserve Bank of Philadelphia 9 items
Federal Reserve Bank of San Francisco 8 items
Federal Reserve Bank of St. Louis 7 items
Federal Reserve Bank of Richmond 6 items
Federal Reserve Bank of Kansas City 5 items
Federal Reserve Bank of Cleveland 4 items
Federal Reserve Bank of Boston 2 items
Federal Reserve Bank of Minneapolis 1 items
show more (7)
show less
FILTER BY Series
Proceedings 14 items
Research Paper 12 items
Finance and Economics Discussion Series 11 items
Economic Review 10 items
FRB Atlanta Working Paper 7 items
Working Papers 7 items
Economic Perspectives 6 items
FRBSF Economic Letter 6 items
Staff Reports 6 items
Working Paper Series, Issues in Financial Regulation 6 items
Monograph 5 items
Quarterly Review 5 items
Chicago Fed Letter 4 items
Review 4 items
Business Review 3 items
Current Issues in Economics and Finance 2 items
Economic Commentary 2 items
Federal Reserve Bulletin 2 items
New England Economic Review 2 items
Research Papers in Banking and Financial Economics 2 items
The Regional Economist 2 items
Working Paper Series 2 items
EconSouth 1 items
Economic Policy Review 1 items
Financial Update 1 items
International Finance Discussion Papers 1 items
Research Working Paper 1 items
Working Paper Series, Macroeconomic Issues 1 items
show more (23)
show less
FILTER BY Content Type
Journal Article 47 items
Working Paper 36 items
Report 18 items
Conference Paper 14 items
Monograph 5 items
Newsletter 4 items
Discussion Paper 2 items
show more (2)
show less
FILTER BY Author
Moser, James T. 15 items
Sarkar, Asani 12 items
Kupiec, Paul H. 6 items
Merrick, John J. 6 items
Locke, Peter 5 items
Wu, Lifan 5 items
Baer, Herbert L. 4 items
Chakravarty, Sugato 4 items
France, Virginia G. 4 items
Kuprianov, Anatoli 4 items
Abken, Peter A. 3 items
Koppenhaver, Gary D. 3 items
Morris, Charles S. 3 items
Ackert, Lucy F. 2 items
Bennett, Barbara 2 items
Cook, Timothy Q. 2 items
Dew, Kurt 2 items
Du, Shengwu 2 items
Evans, Joan 2 items
Froewiss, Kenneth 2 items
Greenspan, Alan 2 items
Heppe, Yang 2 items
Kling, Arnold 2 items
Kodres, Laura E. 2 items
Kofman, Paul 2 items
LaRoche, Robert K. 2 items
Mahoney, James M. 2 items
Menkveld, Albert J. 2 items
Nesmith, Travis D. 2 items
Ramamurtie, Buddhavarapu Sailesh 2 items
Remolona, Eli M. 2 items
Sofianos, George 2 items
Van der Wel, Michel 2 items
Barth, Daniel 1 items
Becketti, Sean 1 items
Beebe, Jack H. 1 items
Bensaid, Bernard 1 items
Bhatt, Swati 1 items
Bouwman, Tony 1 items
Brodsky, William J. 1 items
Burik, Paul 1 items
Cantor, Richard 1 items
Cecchetti, Stephen G. 1 items
Chari, V. V. 1 items
Cohen, Hugh 1 items
Cone, Kenneth R. 1 items
Cumby, Robert E. 1 items
De Bandt, Olivier 1 items
Domowitz, Ian 1 items
Dothan, Michael 1 items
Dwyer, Gerald P. 1 items
Emmons, William R. 1 items
Estrella, Arturo 1 items
Fenn, George W. 1 items
Figlewski, Stephen 1 items
Fortune, Peter 1 items
Gavin, William T. 1 items
Gebbia, Nick 1 items
Gomme, Paul 1 items
Gorham, Michael 1 items
Hafer, Rik 1 items
Hardouvelis, Gikas A. 1 items
Haubrich, Joseph G. 1 items
Hein, Scott E. 1 items
Heitfield, Erik 1 items
Higgins, Patrick C. 1 items
Horrigan, Brian R. 1 items
Hunter, William C. 1 items
Jagannathan, Ravi 1 items
Jegadeesh, Narasimhan 1 items
Kahn, R. Jay 1 items
Kambhu, John 1 items
Kawaller, Ira G. 1 items
Kim, Dongcheol 1 items
King, Stephen R. 1 items
Klitgaard, Thomas 1 items
Koch, Paul D. 1 items
Koch, Timothy W. 1 items
Krueger, Joel 1 items
Kuttner, Kenneth N. 1 items
Lenchner, Joseph S. 1 items
Maberly, Edwin D. 1 items
Madan, Dilip B. 1 items
Mandal, Rachel J. 1 items
Miller, Janet 1 items
Monin, Phillip J. 1 items
Napoli, Janet 1 items
Neely, Christopher J. 1 items
O'Neil, Maureen V. 1 items
Osler, Carol L. 1 items
Park, Hun Y. 1 items
Park, Yang-Ho 1 items
Parkinson, Patrick M. 1 items
Patel, Shalini 1 items
Pennacchi, George 1 items
Poole, William 1 items
Racine, Marie D. 1 items
Roberts, Dan J. 1 items
Robertson, John C. 1 items
Rosa, Carlo 1 items
Rosengren, Eric S. 1 items
Santoni, G. J. 1 items
Saunders, Anthony 1 items
Scarlata, Jodi G. 1 items
Sienkiewicz, Stanley J. 1 items
Smirlock, Michael 1 items
So, Jacky C. 1 items
Sokolinskiy, Oleg 1 items
Spindt, Paul A. 1 items
Thomas, Sam 1 items
Thornton, Daniel L. 1 items
Tkac, Paula A. 1 items
Tozzi, Michelle 1 items
Ulman, Scott 1 items
Waggoner, Daniel F. 1 items
Walsh, Carl E. 1 items
Watanabe, Toshiaki 1 items
Weir, Laura 1 items
Wilmouth, Robert 1 items
Yeager, Timothy J. 1 items
Yu, Wei 1 items
anonymous 1 items
show more (117)
show less
FILTER BY Jel Classification
FILTER BY Keywords
Stock market 16 items
Hedging (Finance) 15 items
Stock - Prices 15 items
Margins (Security trading) 14 items
options 13 items
Financial markets 8 items
Liquidity (Economics) 8 items
Risk 8 items
Interest rates 7 items
Money market 7 items
Treasury bills 7 items
Clearinghouses (Banking) 6 items
Forecasting 6 items
Euro-dollar market 5 items
Stocks 5 items
Arbitrage 4 items
Federal funds market (United States) 4 items
International finance 4 items
Prices 4 items
Swaps (Finance) 4 items
Foreign exchange rates 3 items
Globex 3 items
Securities 3 items
2008 GFC 2 items
Acceptances 2 items
Banks and banking 2 items
COVID-19 2 items
Certificates of deposit 2 items
Commercial paper issues 2 items
Commodities 2 items
Consumer price indexes 2 items
Derivative securities 2 items
Discount window 2 items
Econometric models 2 items
Financial Stability 2 items
Government securities 2 items
Greenspan, Alan 2 items
Inflation (Finance) 2 items
Market Volatility 2 items
Monetary policy 2 items
Monetary policy - United States 2 items
Money market funds 2 items
Municipal finance 2 items
Petroleum industry and trade 2 items
Repurchase agreements 2 items
Speculation 2 items
Stock exchanges 2 items
Bank deposits 1 items
Bank investments 1 items
Bank loans 1 items
Bank supervision 1 items
Banks and banking - Accounting 1 items
Capital 1 items
Commercial products 1 items
Contracts 1 items
Distribution 1 items
Dollar, American 1 items
Duration 1 items
Electronic commerce 1 items
Electronic trading of securities 1 items
European currency unit 1 items
Federal funds rate 1 items
Financial Accounting Standards Board 1 items
Financial contracts 1 items
Food prices 1 items
Foreign exchange 1 items
Gold 1 items
Government National Mortgage Association 1 items
Government securities - Japan 1 items
Granger causality 1 items
Great Britain 1 items
Indexing 1 items
Insurance 1 items
Interest 1 items
Intermediation (Finance) 1 items
Inventories 1 items
Japanese 1 items
LIBOR 1 items
Libor 1 items
Macroeconomics 1 items
Moments 1 items
Mortgage-backed securities 1 items
Mutual funds 1 items
Open market operations 1 items
Options 1 items
Pdf 1 items
Petroleum products - Prices 1 items
Power resources - Prices 1 items
Random walks (Mathematics) 1 items
Reference rates 1 items
SOFR 1 items
Treasury bonds 1 items
Treasury markets 1 items
Yen 1 items
show more (90)
show less