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 | MayDownload
Distributed Ledger Technology, Carbon Accounting, and Emissions Trading
Alessandro Cocco, Jesse Leigh Maniff, David Rodziewicz, Michael Warner | 2022 | Chicago Fed Letter | No. 474 | November | 10Download
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
Levered Returns and Capital Structure Imbalances
Filippo Ippolito, Roberto Steri, Claudio Tebaldi, Alessandro Villa | 2022 | Working Paper | No. 2022-42 | SeptemberDownload
Credit Misallocation and Macro Dynamics with Oligopolistic Financial Intermediaries
Alessandro Villa | 2022 | Working Paper | No. 2022-41 | SeptemberDownload
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