8 datasets found
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Federal
Open Source Cross-Sectional Asset Pricing
Board of Governors of the Federal Reserve System —
These data and code successfully reproduce nearly all cross-sectional stock return predictors. The 319 characteristics draw from previous meta-studies, but authors... -
Federal
Government Securities Dealers Reports
Board of Governors of the Federal Reserve System —
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... -
Federal
Report of Institution-to-Aggregate Granular Data on Assets and Liabilities on an Immediate Counterparty Basis
Board of Governors of the Federal Reserve System —
The FR 2510 will collect granular exposure data on the assets, liabilities, and off-balance sheet holdings of U.S. G-SIBs, providing breakdowns by instrument,... -
Federal
multicomplex: C++ and Python code for multicomplex arithmetic
National Institute of Standards and Technology —
The library multicomplex is an implementation of multicomplex algebra in C++ to allow for higher-order derivatives of numerical functions. Many (though not all)... -
Federal
Senior Credit Officer Opinion Survey on Dealer Financing Terms
Board of Governors of the Federal Reserve System —
The Senior Credit Officer Opinion Survey on Dealer Financing Terms (SCOOS) is a quarterly survey providing information about the availability and terms of credit in... -
Federal
Semiannual Report of Derivatives Activity
Board of Governors of the Federal Reserve System —
The FR 2436 report collects data on notional amounts and gross market values of the volumes outstanding of over-the-counter (OTC) derivatives in broad categories--... -
Federal
teqp: Templated EQuation of state Package
National Institute of Standards and Technology —
teqp is a library written in C++ that allows for calculation of numerical derivatives of thermodynamic equations of state with respect to the independent variables... -
Federal
Central Bank Survey of Foreign Exchange and Derivatives Market Activity
Board of Governors of the Federal Reserve System —
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...
8 datasets found