Results 1 - 10 of 573
Market Risk in UST Securities and Futures: How Much Did Volatility Increase in March of 2020 Through the Lens of Filtered Historical Simulation Value-at-Risk Models?
Ketan B. Patel | 2022 | Policy Discussion Paper | Vol. PDP | No. 2022-01 | MayDownload
What Is the Impact of Monetary Policy on Households’ Desired Labor Supply?
Cristiano Cantore, Filippo Ferroni, Haroon Mumtaz, Angeliki Theophilopoulou | 2022 | Chicago Fed Letter | No. 472 | September | 8Download
The Impact of the Covid-19 Pandemic on Health Insurers
Ishira Shrivatsa | 2022 | Chicago Fed Letter | No. 471 | September | 6Download
The Misleading Notion of Notionals—Why Market Value Might Be a More Meaningful Measure in the Treasury Futures Market
Ketan B. Patel, John Spence | 2022 | Chicago Fed Letter | No. 467 | JuneDownload
How Interconnected Are Cryptocurrencies and What Does This Mean for Risk Measurement?
Filippo Ferroni | 2022 | Chicago Fed Letter | No. 466 | MarchDownload
Interest Spreads and Margins in Collateral Equilibrium with Heterogeneous Beliefs
Robert Barsky, Avery Bogus, Matthew Easton | 2022 | Working Paper | No. 2022-36Download
Nonbanks, Banks, and Monetary Policy: U.S. Loan-Level Evidence since the 1990s
David Elliott, Ralf Meisenzahl, José-Luis Peydró, Bryce C. Turner | 2022 | Working Paper | No. 2022-27 | JuneDownload
Externalities in Securities Clearing and Settlement: Should Securities CCPs Clear Trades for Everyone?
Sam Schulhofer-Wohl | 2021 | Policy Discussion Paper | Vol. PDP | No. 2021-02 | March | 19Download
“YOLOing the Market”: Market Manipulation? Implications for Markets and Financial Stability
Maggie Sklar | 2021 | Policy Discussion Paper | Vol. PDP | No. 2021-01 | March | 19Download
Bank Exposure to Commercial Real Estate and the Covid-19 Pandemic
Kyle Binder, Emily Greenwald, Sam Schulhofer-Wohl, Alejandro H. Drexler | 2021 | Chicago Fed Letter | No. 463 | NovemberDownload