Found 22 datasets matching filters.
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The excess bond premium (EBP) is a measure of investor sentiment or risk appetite in the corporate bond market. A credit spread index can be decomposed into two components: a component that...
Search relevance: 1.00 | Views last month: 25 | Published on: 2026-01-24 -
The H.10 weekly release contains daily rates of exchange of major currencies against the U.S. dollar. The data are noon buying rates in New York for cable transfers payable in the listed...
Search relevance: 1.00 | Views last month: 23 | Published on: 2026-01-24 -
A measure of Fed monetary policy shocks, as estimated in 'A Unified Measure of Fed Monetary Policy Shocks' by Chunya Bu, John Rogers, and Wenbin Wu.
Search relevance: 1.00 | Views last month: 12 | Published on: 2026-01-24 -
These data and code successfully reproduce nearly all cross-sectional stock return predictors. The 319 characteristics draw from previous meta-studies, but authors differ by comparing their...
Search relevance: 1.00 | Views last month: 9 | Published on: 2026-01-24 -
These tables and charts provide monthly, country-level detail on international portfolio investment holdings of long-term securities, complementing the quarterly, aggregated data reported in table...
Search relevance: 1.00 | Views last month: 6 | Published on: 2026-01-24 -
The G.5a annual release contains yearly average rates of exchange of major currencies against the U.S. dollar. Averages are based on daily noon buying rates for cable transfers in New York City...
Search relevance: 1.00 | Views last month: 6 | Published on: 2026-01-24 -
Derived from data supplied by The Depository Trust & Clearing Corporation
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These reports collect information on market activity from primary dealers in U.S. government securities. This family of reports consists of the Weekly Report of Dealer Positions (FR 2004A), the...
Search relevance: 1.00 | Views last month: 5 | Published on: 2026-01-24 -
Daily rates for commercial paper are provided for the AA nonfinancial, A2/P2 nonfinancial, AA financial, and AA asset-backed categories. The criteria that determine which issues are included in...
Search relevance: 1.00 | Views last month: 4 | Published on: 2026-01-24 -
The U.S. cross-border securities portfolio is used as a case study to document the extent of distortions in traditional residence-based portfolio statistics. With cross-border holdings of $12...
Search relevance: 1.00 | Views last month: 4 | Published on: 2026-01-24 -
The FR 3036 survey consists of a Turnover section and a section on Derivatives Outstandings. The Turnover section requests information on the monthly volume of transactions (turnover) in the...
Search relevance: 1.00 | Views last month: 4 | Published on: 2026-01-24 -
D'Amico, Kim, and Wei use a no-arbitrage term structure model to decompose TIPS inflation compensation into three components: inflation expectation, inflation risk premium, and TIPS liquidity...
Search relevance: 1.00 | Views last month: 3 | Published on: 2026-01-24 -
These tables provide additional detail on the investment holdings of U.S. money market funds, based on a monthly dataset of security-level holdings for all U.S. money market funds. Table 1 reports...
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The TIC Form SLT collects monthly data on the market value of long-term cross-border securities holdings by country, type of foreign holder (official or private), and type of security. We estimate...
Search relevance: 1.00 | Views last month: 3 | Published on: 2026-01-24 -
Volume statistics for daily commercial paper issuance are provided for each of the commercial paper rate categories: AA nonfinancial, A2/P2 nonfinancial, AA financial, and AA asset-backed; as well...
Search relevance: 1.00 | Views last month: 2 | Published on: 2026-01-24 -
Based on confidential supervisory data, this dataset estimates the degree of collateral re-use at the dealer level through their collateral multiplier: the ratio between a dealer's total secured...
Search relevance: 1.00 | Views last month: 1 | Published on: 2026-01-24 -
The New Security Issues, U.S. Corporations tables (1.46) are updated monthly. Data were previously published in the Supplement to the Federal Reserve Bulletin, which ceased publication in December...
Search relevance: 1.00 | Views last month: 1 | Published on: 2026-01-24 -
The G.5 monthly release contains monthly average rates of exchange of major currencies against the U.S. dollar. Averages are based on daily noon buying rates for cable transfers in New York City...
Search relevance: 1.00 | Views last month: 1 | Published on: 2026-01-24 -
This page will be updated weekly from October through December. The weekly pattern of commercial paper maturing after December 31 chart and table will be replaced each week. A new row will be...
Search relevance: 1.00 | Views last month: 1 | Published on: 2026-01-24 -
The following tables provide additional detail on net equity issuance by nonfinancial corporations in the United States. Included below are quarterly series for gross issuance and retirement of...
Search relevance: 1.00 | Views last month: 1 | Published on: 2026-01-24
