Publications Listing
Results 11 - 20 of 586
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 | May
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Distributed Ledger Technology, Carbon Accounting, and Emissions Trading
Alessandro Cocco, Jesse Leigh Maniff, David Rodziewicz, Michael Warner | 2022 | Chicago Fed Letter | No. 474 | November | 10
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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 | 8
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The Impact of the Covid-19 Pandemic on Health Insurers
Ishira Shrivatsa | 2022 | Chicago Fed Letter | No. 471 | September | 6
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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 | June
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How Interconnected Are Cryptocurrencies and What Does This Mean for Risk Measurement?
Filippo Ferroni | 2022 | Chicago Fed Letter | No. 466 | March
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Levered Returns and Capital Structure Imbalances
Filippo Ippolito, Roberto Steri, Claudio Tebaldi, Alessandro Villa | 2022 | Working Paper | No. 2022-42 | September
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Credit Misallocation and Macro Dynamics with Oligopolistic Financial Intermediaries
Alessandro Villa | 2022 | Working Paper | No. 2022-41 | September
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Interest Spreads and Margins in Collateral Equilibrium with Heterogeneous Beliefs
Robert Barsky, Avery Bogus, Matthew Easton | 2022 | Working Paper | No. 2022-36
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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 | June
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