Teng Wang | This paper studies the role of banks’ branching networks in propagating the oil…
Tag: econometric research
FEDS 2020-032: Monetary Policy Uncertainty and Monetary Policy Surprises
Michiel De Pooter, Giovanni Favara, Michele Modugno, and Jason Wu | Monetary policy uncertainty affects the…
FEDS 2020-028: Sowing the Seeds of Financial Imbalances: The Role of Macroeconomic Performance
Elena Afanasyeva, Sam Jerow, Seung Jung Lee, and Michele Modugno | The seeds of financial imbalances…
FEDS 2019-073: Rare Disaster Probability and Options-Pricing(Revised)
Robert J. Barro and Gordon Y. Liao | We derive an option-pricing formula from recursive preferences…