Federal Reserve Bank of Chicago. "Market Risk in UST Securities and Futures : How Much Did Volatility Increase in March of 2020 Through the Lens of Filtered Historical Simulation Value-at-Risk Models?, Policy Discussion Paper, Vol. PDP, No. 2022-01" in Policy Discussion Papers (Federal Reserve Bank of Chicago) (May 2022 (Revised June 2022)). https://fraser.stlouisfed.org/title/5290/item/660738, accessed on July 10, 2025.