FRB
View/ Open
Metadata
Show full item record
Abstract
The Federal Reserve System is the central bank of the United States. It performs five general functions to promote the effective operation of the U.S. economy and, more generally, the public interest.
Research Area
Systemic Risk Lab
Financial Institutions
Financial Markets
Financial Institutions
Financial Markets
Keywords
systemic risk, value-at-risk, equity options, implied volatility, bank bailout, tarp, capital purchase program, dividend payments, board appointments, bank recapitalization, factor timing, time series momentum, anomalies
JEL Classification
G01, G28, G32, G2, G38, H81, G12, G17
Working Paper References
Topic
Saving and Borrowing
Systematic Risk
Stability and Regulation
Systematic Risk
Stability and Regulation
Publication Type
Research Data
Link to Publication
Collections
- External Research Data [777]