Primary References
Source library
Inspect the evidence in its original context. Inclusion does not imply endorsement by the source institution.
- Federal Reserve Bank of St. Louis: ALFRED vintage-data documentation
- BIS: Effective exchange rates, definitions and methodology
- FRED Help: Formulas used to calculate growth rates
- FRED Help: Missing values in aggregation methods
- FRED Help: What is Frequency Aggregation?
- FRED Help: Order of Processing in FRED Graph
- FRED: DFII10 series definition and source notes
- DGS10 / Federal Reserve Board via FRED
- DGS2 / Federal Reserve Board via FRED
- New York Fed Liberty Street Economics: How Uncertain Is the Estimated Probability of a Future Recession?
- BIS Quarterly Review: The correlation of equity and bond returns
- BIS Quarterly Review: Covered interest parity lost: understanding the cross-currency basis
- BIS Quarterly Review: Does the financial channel of exchange rates offset the trade channel?
- BIS Quarterly Review: The US dollar and capital flows to EMEs
- BIS: US Treasuries and equity sell-offs, is the hedge faltering?
- BIS Working Paper 590: The failure of covered interest parity: FX hedging demand and costly balance sheets
- CFA Institute: Backtesting & Simulation
- CFA Institute: Currency Management: An Introduction
- CFA Institute: Discounted Dividend Valuation
- CFA Institute: Estimation and Inference
- CFA Institute: Free Cash Flow Valuation
- CFA Institute: Introduction to Commodities and Commodity Derivatives
- CFA Institute: Market-Based Valuation: Price and Enterprise Value Multiples
- CFA Institute: Overview of Fixed-Income Portfolio Management
- CFA Institute: Portfolio Risk and Return: Part I
- CFA Institute: Yield-Based Bond Convexity and Portfolio Properties
- CFA Institute: Yield-Based Bond Duration Measures and Properties
- CFTC: Economic Purpose of Futures Markets and How They Work
- Federal Reserve Bank of Chicago: What Drives Gold Prices?
- CME Group: Learn About Contract Specifications
- CME Group: Mark-to-Market
- CME Group: Understanding Futures Expiration & Contract Roll
- CME Group: What is Contango and Backwardation
- CME Group: Understanding the importance of Basis Point Value
- Campbell & Company (2014), hosted by CME Group: Deconstructing Futures Returns: The Role of Roll Yield
- ECB: What is inflation?
- ECB: What are interest rates and what is the difference between nominal and real interest rates?
- ECB: Transmission mechanism of monetary policy
- ECB: Why the drivers of inflation matter for monetary policy
- ECB: Leveraged investment funds, synthetic exposures and liquidity risks
- ECB: Euro foreign exchange reference rates
- EIA: Petroleum table definitions, sources, and explanatory notes
- EIA: Oil prices and outlook
- EIA: How do we calculate product supplied?
- EIA: Differences in product supplied among publications
- Federal Reserve FEDS: Firm Financial Conditions and the Transmission of Monetary Policy
- Federal Reserve FEDS: The Effect of the Federal Reserve on the Stock Market: Magnitudes, Channels and Shocks
- Federal Reserve Board: Revisions to the Federal Reserve Dollar Indexes
- Federal Reserve FEDS Notes: Tips from TIPS: Update and Discussions
- Federal Reserve FEDS Notes: Updating the Recession Risk and the Excess Bond Premium
- Federal Reserve IFDP Notes: International Spillovers of Monetary Policy
- Federal Reserve: How does the Federal Reserve affect inflation and employment?
- Federal Reserve Board: 2025 Stress Test Scenarios, hypothetical exercise definitions
- IMF: Primary Commodity Price Index technical documentation
- IMF: Stress Testing Financial Systems, portfolio and balance-sheet mapping
- IMF Working Paper 2025/065: Demand for Safe Assets and Spillovers from the Global Dollar Cycle
- Federal Reserve Bank of New York: The Yield Curve as a Leading Indicator
- Federal Reserve Bank of New York: Treasury Term Premia