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Evaluating FOMC forecasts
Gavin, William T. (contributor);  … - 2002 - [Elektronische Ressource],rev
Persistent link: https://www.econbiz.de/10001919471
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Lessons from financial history : proceedings of the Twenty-Second Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis
In: Review / Federal Reserve Bank of St. Louis 80 (1998) 3, pp. 3-152
Persistent link: https://www.econbiz.de/10001248597
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Sovereign Default and the Choice of Maturity
Sanchez, Juan M.; Sapriza, Horacio; Yurdagul, Emircan - Federal Reserve Bank of St. Louis - 2014
Persistent link: https://www.econbiz.de/10010942505
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The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited
Neely, Christopher; Lahaye, Jerome - Federal Reserve Bank of St. Louis - 2014
We investigate the role of jumps in transmitting volatility between foreign exchange markets (Engle, Ito, and Lin, 1990; Melvin and Peiers Melvin, 2003; Cai, Howorka, and Wongswan, 2008). We show that recently developed estimators have very different implications for the impact of jumps on exchange rate...
Persistent link: https://www.econbiz.de/10010951615
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Annual report / Federal Reserve Bank of St. Louis
Federal Reserve Bank of St. Louis - St. Louis, Mo. - 1999 - 2012
Persistent link: https://www.econbiz.de/10009161311
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Annual report / Federal Reserve Bank of St. Louis
Federal Reserve Bank of St. Louis - St. Louis, Mo. : [Verlag nicht ermittelbar] - December 31, 1942-
Persistent link: https://www.econbiz.de/10009161313
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Identifying the effects of central bank intervention
Neely, Christopher J. (contributor) - 2005 - rev.
"Most intervention studies have been silent on the assumed structure of the economic system--implicitly imposing … cross-effects of intervention with the level and volatility of exchange rates using the likely timing of intervention …, macroeconomic announcements as instruments and the nonlinear structure of the intervention reaction function. Proper identification …
Persistent link: https://www.econbiz.de/10002977390
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Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations
Wheelock, David C. (contributor);  … - 2005
"This paper examines the technical efficiency of U.S. Federal reserve check processing offices over 1980-2003. We use new unconditional quantile estimator of efficiency that avoids some drawbacks of other recently proposed estimators. The new estimator is fully non-parametric, robust with...
Persistent link: https://www.econbiz.de/10002977394