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Capital Markets
Our economists research and analyze a range of issues involving asset pricing, market microstructure, and other financial market topics.
 
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Inflation-Indexed Securities and Inflation Risk Management
A conference organized by the Federal Reserve Bank of New York. The conference brought together experts in inflation pricing and hedging, inflation-indexed issuer asset-liability management, and macroeconomics.
 
RECENT ARTICLES
Staff ReportsFinancial Visibility and the Decision to Go Private
The authors argue that a primary reason behind the decision of IPO firms to abandon their public listing was a failure to attract a critical mass of financial visibility and investor interest.
By Hamid Mehran and Stavros Peristiani, Staff Reports 376, June 2009
Staff ReportsThe Persistent Effects of a False News Shock
In September 2008, a six-year-old article about the 2002 bankruptcy of United Airlines’ parent company resurfaced on the Internet and was mistakenly believed to be reporting a new bankruptcy filing by the company.
By Carlos Carvalho, Nicholas Klagge, and Emanuel Moench, Staff Reports 374, May 2009
Staff ReportsCredit Default Swap Auctions
This paper studies the functioning of the interbank lending market and the optimal policy of a central bank in response to both idiosyncratic and aggregate shocks.
By Jean Helwege, Samuel Maurer, Asani Sarkar, and Yuan Wang, Staff Reports 372, May 2009
Staff ReportsBank Liquidity, Interbank Markets and Monetary Policy
This paper studies the functioning of the interbank lending market and the optimal policy of a central bank in response to both idiosyncratic and aggregate shocks.
By Xavier Freixas, Antoine Martin, and David Skeie, Staff Reports 371, May 2009
Staff ReportsCredit Default Swap Auctions
This paper studies the functioning of the interbank lending market and the optimal policy of a central bank in response to both idiosyncratic and aggregate shocks.
By Jean Helwege, Samuel Maurer, Asani Sarkar, and Yuan Wang, Staff Reports 372, May 2009
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CURRENT FINANCIAL INDICATORS
The Yield Curve as a Leading Indicator 
Research on the yield curve as a predictor of future real U.S. economic activity.
Business Finance PDF
Bonds issued, corporate equity proceeds, seasonally-adjusted business loans and seasonally-adjusted nonfinancial commercial paper outstanding.
1 page / 23 kb
Household Debt Statistics PDF
Household debt burden, debt service and borrowing rates.
1 page / 16 kb
Interest Rates PDF
Short and long-term interest rates and Treasury yield curve.
1 page / 16 kb
Stock Price Indexes and Valuation Ratios PDF
Stock price indexes, price-to-earnings ratio and dividend yield.
1 page / 23 kb
 
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