Passive Quantitative Easing: Bond Supply Effects through a Halt to Debt Issuance
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DOI: 10.24148/wp2023-24
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References listed on IDEAS
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More about this item
Keywords
affine arbitrage-free term structure model; negative interest rates;JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2023-09-11 (Banking)
- NEP-CBA-2023-09-11 (Central Banking)
- NEP-MON-2023-09-11 (Monetary Economics)
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