Search


All Fed sites
offsite
Your query for Asia Pac Equity Volatility Daily has matched about 6601 documents.
Documents are displayed in order of relevance.
Results 1 - 10 of about 6601
1. US Treasury Market Functioning from the GFC to the Pandemic
daily Treasury repo market financing averaged more than $5 trillion and...daily US Treasury futures trading averaged about $775 billion in notional
2. CRISK: Measuring the Climate Risk Exposure of the Financial System
equity loss conditional on a climate stress event, which is calculated...equity portfolio designed to decline in value as climate risk rises. To
3. CRISK: Measuring the Climate Risk Exposure of the Financial System
equity loss conditional on a climate stress event, which is calculated...equity portfolio designed to decline in value as climate risk rises. To
4. Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds
Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds Brandyn Bok | Thomas M. Mertens | John C. Williams NO. 1011 APRIL 2022
5. Climate Regulatory Risks and Corporate Bonds
equity and debt, but as pointed out by Campbell and Taksler (2003), volatility...volatility can increase the optionality of a company’s equity, adding
6. Equity Volatility Term Premia - Liberty Street Economics
volatility forecasts and estimates of expected returns (“equity volatility...volatility term premia (“equity volatility term premia”) from a new term-structure
7. Monetary Policy, Investor Flows, and Loan Fund Fragility
equity investments. Monetary policy easing, in fact, leads to “risk on...volatility, and tighter equity premia (Bernanke and Kuttner, 2005; Bauer
8. The Law of One Price in Equity Volatility Markets - Liberty Street Economics
Equity Volatility Markets Peter Van Tassel and Charles Smith Can option...equity volatility market appears unable to take a square root at times
9. Tradeoffs for the Poor, Divine Coincidence for the Rich
volatility for households with different wealth levels, and how this volatility...volatility for each group households against the volatility of aggregate
10. The Overnight Drift in U.S. Equity Returns - Liberty Street Economics
daily regression of opening returns on the preceding overnight drift returns...Asian financial markets as trading during Asian market hours has increased




Related New York Fed Content
By continuing to use our site, you agree to our Terms of Use and Privacy Statement. You can learn more about how we use cookies by reviewing our Privacy Statement.   Close