Found 11 datasets matching "Fixed income securities".
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The yield curve, also called the term structure of interest rates, refers to the relationship between the remaining time-to-maturity of debt securities and the yield on those securities. Yield...
Search relevance: 141.40 | Views last month: 6 -
This dataset documents business cycle properties of the full cross-sectional distributions of U.S. stock returns and credit spreads from financial and nonfinancial firms. The skewness of returns...
Search relevance: 63.58 | Views last month: 1 -
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: 62.36 | Views last month: 25 -
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: 61.36 | Views last month: 1 -
This is a no-arbitrage dynamic term structure model, implemented as in Kim and Wright using the methodology of Kim and Orphanides. The underlying model is the standard affine Gaussian model with...
Search relevance: 60.59 | Views last month: 4 -
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: 55.78 | Views last month: 4 -
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: 55.78 | Views last month: 2 -
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: 55.54 | Views last month: 1 -
Derived from data supplied by The Depository Trust & Clearing Corporation
Search relevance: 55.47 | Views last month: 5 -
Commercial paper outstanding are provided for seasonally adjusted and not seasonally adjusted categories. The not seasonally adjusted categories include financial, tier level, and directly-placed...
Search relevance: 55.05 | Views last month: 0 -
In response to the COVID-19 crisis, the Board's emergency lending facilities have provided a critical backstop. The Board launched a centralized 13(3) Lending Facilities Data Repository on...
Search relevance: 54.96 | Views last month: 1
