FEDS 2022-009: Updated Primer on the Forward-Looking Analysis of Risk Events (FLARE) Model: A Top-Down Stress Test Model
Sergio Correia, Matthew P. Seay, and Cindy M. Vojtech | While the bank stress test exercise conducted by the Federal...
Sergio Correia, Matthew P. Seay, and Cindy M. Vojtech | While the bank stress test exercise conducted by the Federal...
Seung Kwak | This paper studies the impact of unanticipated monetary policy news around FOMC announcements on secondary market corporate...
Avinash Moorthy, Theodore F. Figinski, and Alicia Lloro | We provide new evidence on the effect of education on later...
Nina Boyarchenko, Giovanni Favara, and Moritz Schularick | This paper reviews literature on the empirical relationship between vulnerabilities in the...
Andrea Ajello, Nina Boyarchenko, François Gourio, and Andrea Tambalotti | This paper reviews the theoretical literature at the intersection of...
James A. Clouse | This paper develops a simple framework that helps to draw out some of the potential connections...