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A day at the Fed
Parnow, C. J. - 1983
Persistent link: https://www.econbiz.de/10003106189
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The first ten years of the Federal Reserve Bank of New York
1924
Persistent link: https://www.econbiz.de/10003130135
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Federal Reserve readings on inflation
1979
Persistent link: https://www.econbiz.de/10001852635
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The first ten years of the Federal Reserve Bank of New York
Federal Reserve Bank of New York - 1924
Persistent link: https://www.econbiz.de/10011846132
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An empirical analysis of stock and bond market liquidity
Chordia, Tarun (contributor); Sarkar, Asani (contributor);  … - 2003 - [Elektronische Ressource]
This paper explores liquidity movements in stock and Treasury bond markets over a period of more than 1800 trading days …. Cross-market dynamics in liquidity are documented by estimating a vector autoregressive model for liquidity (that is, bid … in one market affects the spreads in both markets, and that return volatility is an important driver of liquidity …
Persistent link: https://www.econbiz.de/10001752003
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Annual report / Federal Reserve Bank of New York : for the year ended Dec. ...
Federal Reserve Bank of New York - 1915-2012: New York, NY : Bank - 1.1915 - 86.2000(2001); 2001(2002) - 2003(2004); …
Persistent link: https://www.econbiz.de/10000447959
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The overnight interbank market : evidence from the G-7 and the euro zone
Prati, Alessandro (contributor);  … - 2001 - [Elektronische Ressource]
This study of the major industrial countries' interbank markets for overnight loans links the behavior of very short-term interest rates to the operating procedures of the countries' central banks. Previous studies have focused on key features of the U.S. federal funds rate's behavior. We find...
Persistent link: https://www.econbiz.de/10001630855
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Annual report / Federal Reserve Bank of New York
Federal Reserve Bank of New York - New York, NY : [Verlag nicht ermittelbar] - Nachgewiesen 1995-2017
Persistent link: https://www.econbiz.de/10001757186
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Estimating probabilities of default
Schuermann, Til (contributor); Hanson, Samuel G. (contributor) - 2004 - [Elektronische Ressource]
"We conduct a systematic comparison of confidence intervals around estimated probabilities of default (PD), using several analytical approaches from large-sample theory and bootstrapped small-sample confidence intervals. We do so for two different PD estimation methods--cohort and duration...
Persistent link: https://www.econbiz.de/10002521762