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14 posts from "May 2014"
May 12, 2014

Treasury Term Premia: 1961‑Present

Treasury yields can be decomposed into two components: expectations of the future path of short-term Treasury yields and the Treasury term premium.

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Posted at 7:00 am in Financial Markets, Forecasting | Permalink | Comments (5)
May 9, 2014

Crisis Chronicles: Central Bank Crisis Management during Wall Street’s First Crash (1792)

As we observed in our last post on the Continental Currency Crisis, the finances of the United States remained chaotic through the 1780s as the young government moved to establish its credit.

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Posted at 7:00 am in Central Bank, Crisis, Exchange Rates, Lender of Last Resort, Stocks, Treasury | Permalink | Comments (3)
May 7, 2014

Can Investors Use Momentum to Beat the U.S. Treasury Market?

Decades of research have produced a library on the “momentum” anomaly in markets. Momentum refers to the tendency for financial assets with the best prior returns to continue to outperform, at least for a time.

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Posted at 7:00 am in Financial Markets | Permalink | Comments (1)
May 5, 2014

No Good Deals—No Bad Models

The recent financial crisis has highlighted the significance of unhedgable, illiquid positions in complex securities for individual financial institutions and for the global financial system as a whole.

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Posted at 7:00 am in Financial Markets | Permalink
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Liberty Street Economics features insight and analysis from New York Fed economists working at the intersection of research and policy. Launched in 2011, the blog takes its name from the Bank’s headquarters at 33 Liberty Street in Manhattan’s Financial District.

The editors are Michael Fleming, Andrew Haughwout, Thomas Klitgaard, and Asani Sarkar, all economists in the Bank’s Research Group.

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Most Read this Year

  1. Credit Card Delinquencies Continue to Rise—Who Is Missing Payments?
  2. Delinquency Is Increasingly in the Cards for Maxed-Out Borrowers
  3. What Was Up with Grocery Prices?
  4. Auto Loan Delinquency Revs Up as Car Prices Stress Budgets
  5. Taking Stock: Dollar Assets, Gold, and Official Foreign Exchange Reserves
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