Publications Listing
Results 1 - 10 of 624
Could Instant Payments or Stablecoins Be the Answer to 24/7 Margin Calls?
David W. DeCarlo | 2026 | Chicago Fed Letter | No. 519 | February
How the U.S. Treasury Futures Market and the Basis Trade Could Be Affected by the Treasury Clearing Mandate: Part 2—The Possible Role of Cross-Margining
Ketan B. Patel | 2026 | Chicago Fed Letter | No. 517 | January
Download
How the U.S. Treasury Futures Market and the Basis Trade Could Be Affected by the Treasury Clearing Mandate: Part 1—A Primer
Ketan B. Patel | 2026 | Chicago Fed Letter | No. 516 | January
Download
Measuring the Impact of Property Insurance Premiums on the Mortgage Market
Ralf Meisenzahl, Andy Polacek, Shanthi Ramnath, Zakary Yudhishthu | 2026 | Working Papers | No. 2026-01 | February
Download
2025 Financial Markets Group Fall Conference Recap
Caleb Dunson, Brett Solimine | 2026 | Chicago Fed Insights | February | 26
Tail Risk for Banks Posed by Investments in Generative Artificial Intelligence
Greg Cohen, Cooper Killen, Simon Lau | 2026 | Chicago Fed Insights | February | 12
The Role of Primary Dealers in Mitigating Liquidity Risk at U.S. Central Counterparties
Cindy Hull, Brett Solimine | 2025 | Chicago Fed Letter | No. 510 | August | 27
Download
How Have Capital Levels of Futures Commission Merchants Changed Since the Global Financial Crisis?
Shengwu Du, Ketan B. Patel | 2025 | Chicago Fed Letter | No. 507 | June | 23
Download
Why Bubbles Occur: Revisiting the Rationality Debate
Gadi Barlevy | 2025 | Economic Perspectives | No. 3 | December
Download
The Decline of the Variance Risk Premium: Evidence from Traded and Synthetic Options
Ian Dew-Becker, Stefano Giglio | 2025 | Working Papers | No. 2025-17 | September
Download
