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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
Cross-Sectional Financial Conditions, Business Cycles and The Lending Channel
Board of Governors of the Federal Reserve System —
This dataset documents business cycle properties of the full cross-sectional distributions of U.S. stock returns and credit spreads from financial and nonfinancial... -
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... -
Federal
Structure Reporting and Recordkeeping Requirements for Domestic and Foreign Banking Organizations
Board of Governors of the Federal Reserve System —
The Annual Report of Holding Companies (FR Y-6) collects annually financial and structural information from holding companies (HCs) and foreign banking organizations...