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Term structure modelling with supply factors and the Federal Reserve's Large Scale Asset Purchase programs
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Cited by:
- Ippolito, Filippo & Ozdagli, Ali K. & Perez-Orive, Ander, 2018.
"The transmission of monetary policy through bank lending: The floating rate channel,"
Journal of Monetary Economics, Elsevier, vol. 95(C), pages 49-71.
- Filippo Ippolito & Ali Ozdagli & Ander Pérez-Orive, 2017. "The Transmission of Monetary Policy through Bank Lending : The Floating Rate Channel," Finance and Economics Discussion Series 2017-026, Board of Governors of the Federal Reserve System (U.S.).
- Michael E. Cahill & Stefania D'Amico & Canlin Li & John S. Sears, 2013. "Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserve's asset purchase announcements," Finance and Economics Discussion Series 2013-35, Board of Governors of the Federal Reserve System (U.S.).
- Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2020.
"The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(1), pages 5-71, February.
- Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2019. "The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment," NBER Working Papers 26002, National Bureau of Economic Research, Inc.
- Ashima Goyal, 2019.
"Price discovery in Indian government securities market, monetary management and the cost of government borrowing,"
Indira Gandhi Institute of Development Research, Mumbai Working Papers
2019-007, Indira Gandhi Institute of Development Research, Mumbai, India.
- Ashima Goyal, 2019. "Price Discovery in Indian Government Securities Market, Monetary Management and the Cost of Government Borrowing," Working Papers id:13027, eSocialSciences.
- Janet L. Yellen, 2017. "The Economic Outlook and the Conduct of Monetary Policy : a speech at the Stanford Institute for Economic Policy Research, Stanford University, Stanford, California, January 19, 2017," Speech 935, Board of Governors of the Federal Reserve System (U.S.).
- Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D., 2015.
"A probability-based stress test of Federal Reserve assets and income,"
Journal of Monetary Economics, Elsevier, vol. 73(C), pages 26-43.
- Christensen, Jens H. E. & Lopez, Jose A. & Rudebusch, Glenn D., 2013. "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Papers 14-01, University of Pennsylvania, Wharton School, Weiss Center.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2013. "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Paper Series 2013-38, Federal Reserve Bank of San Francisco.
- Seth Carpenter & Jane Ihrig & Elizabeth Klee & Daniel Quinn & Alexander Boote, 2015.
"The Federal Reserve's Balance Sheet and Earnings: A Primer and Projections,"
International Journal of Central Banking, International Journal of Central Banking, vol. 11(2), pages 237-283, March.
- Alexander H. Boote & Seth B. Carpenter & Jane E. Ihrig & Elizabeth C. Klee & Daniel W. Quinn, 2013. "The Federal Reserve's balance sheet and earnings: a primer and projections," Finance and Economics Discussion Series 2013-01, Board of Governors of the Federal Reserve System (U.S.).
- Ethan Struby & Michael F. Connolly, 2022. "Shadow Rate Models and Monetary Policy," Working Papers 2022-03, Carleton College, Department of Economics.
- Athanasios Orphanides, 2021.
"The Power of Central Bank Balance Sheets,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 39, pages 35-54, November.
- Athanasios Orphanides, 2021. "The Power of Central Bank Balance Sheets," IMES Discussion Paper Series 21-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Jeff W. Huther & Jane E. Ihrig & Elizabeth C. Klee, 2017. "The Federal Reserve's Portfolio and its Effect on Interest Rates," Finance and Economics Discussion Series 2017-075, Board of Governors of the Federal Reserve System (U.S.).
- Arvind Krishnamurthy & Annette Vissing-Jorgensen, 2013. "The ins and outs of LSAPs," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City.
- Ichiro Fukunaga & Naoya Kato & Junko Koeda, 2015.
"Maturity Structure and Supply Factors in Japanese Government Bond Markets,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 33, pages 45-96, November.
- Ichiro Fukunaga & Naoya Kato & Junko Koeda, 2015. "Maturity Structure and Supply Factors in Japanese Government Bond Markets," IMES Discussion Paper Series 15-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Simon Gilchrist & David López-Salido & Egon Zakrajšek, 2015.
"Monetary Policy and Real Borrowing Costs at the Zero Lower Bound,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 77-109, January.
- Simon Gilchrist & David López-Salido & Egon Zakrajšek, 2013. "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," NBER Chapters, in: Lessons from the Financial Crisis for Monetary Policy, National Bureau of Economic Research, Inc.
- Gilchrist, Simon & López-Salido, J David & Zakrajsek, Egon, 2014. "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," CEPR Discussion Papers 9971, C.E.P.R. Discussion Papers.
- Simon Gilchrist & J. David López-Salido & Egon Zakrajšek, 2014. "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," Finance and Economics Discussion Series 2014-03, Board of Governors of the Federal Reserve System (U.S.).
- Simon Gilchrist & J. David López-Salido & Egon Zakrajšek, 2014. "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," Finance and Economics Discussion Series 2014-39, Board of Governors of the Federal Reserve System (U.S.).
- Simon Gilchrist & David López-Salido & Egon Zakrajšek, 2014. "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," NBER Working Papers 20094, National Bureau of Economic Research, Inc.
- Kyungmin Kim & Thomas Laubach & Min Wei, 2020. "Macroeconomic Effects of Large-Scale Asset Purchases: New Evidence," Finance and Economics Discussion Series 2020-047, Board of Governors of the Federal Reserve System (U.S.).
- Juan Carlos Medina Guirado, 2020. "Unconventional monetary policy and credit market activity," Estudios Regionales en Economía, Población y Desarrollo. Cuadernos de Trabajo de la Universidad Autónoma de Ciudad Juárez. 57, Cuerpo Académico 41 de la Universidad Autónoma de Ciudad Juárez, revised 04 Jan 2020.
- Goliński, Adam, 2021. "Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet," European Economic Review, Elsevier, vol. 131(C).
- De Santis, Roberto A. & Stein, Michael, 2016. "Correlation changes between the risk-free rate and sovereign yields of euro area countries," Working Paper Series 1979, European Central Bank.
- De Santis, Roberto A., 2020.
"Impact of the Asset Purchase Programme on euro area government bond yields using market news,"
Economic Modelling, Elsevier, vol. 86(C), pages 192-209.
- De Santis, Roberto A., 2016. "Impact of the asset purchase programme on euro area government bond yields using market news," Working Paper Series 1939, European Central Bank.
- Brand, Claus & Goy, Gavin W & Lemke, Wolfgang, 2020.
"Natural rate chimera and bond pricing reality,"
VfS Annual Conference 2020 (Virtual Conference): Gender Economics
224546, Verein für Socialpolitik / German Economic Association.
- Brand, Claus & Goy, Gavin & Lemke, Wolfgang, 2021. "Natural rate chimera and bond pricing reality," Working Paper Series 2612, European Central Bank.
- Claus Brand & Gavin Goy & Wolfgang Lemke, 2020. "Natural Rate Chimera and Bond Pricing Reality," DNB Working Papers 666, Netherlands Central Bank, Research Department.
- Kiyotaka Nakashima & Masahiko Shibamoto & Koji Takahashi, 2017. "Risk-Taking Channel of Unconventional Monetary Policies in Bank Lending," Discussion Paper Series DP2017-24, Research Institute for Economics & Business Administration, Kobe University, revised Apr 2019.
- Speck, Christian, 2023. "Pricing the Bund term structure with linear regressions – without an observable short rate," Discussion Papers 08/2023, Deutsche Bundesbank.
- James Costain & Galo Nuño & Carlos Thomas, 2022.
"The Term Structure of Interest Rates in a Heterogeneous Monetary Union,"
Working Papers
2223, Banco de España.
- Costain, James & Nuño, Galo & Thomas, Carlos, 2024. "The Term Structure of Interest Rates in a Heterogeneous Monetary Union," CEPR Discussion Papers 18736, C.E.P.R. Discussion Papers.
- James Costain & Galo Nuño & Carlos Thomas, 2022. "The Term Structure of Interest Rates in a Heterogeneous Monetary Union," CESifo Working Paper Series 9844, CESifo.
- James Costain & Galo Nuño Barrau & Carlos Thomas, 2024. "The term structure of interest rates in a heterogeneous monetary union," BIS Working Papers 1165, Bank for International Settlements.
- Boris Hofmann & Marco Jacopo Lombardi & Benoit Mojon & Athanasios Orphanides, 2021.
"Fiscal and monetary policy interactions in a low interest rate world,"
BIS Working Papers
954, Bank for International Settlements.
- Orphanides, Athanasios & Hofmann, Boris & Lombardi, Marco & Mojon, Benoit, 2021. "Fiscal and monetary policy interactions in a low interest rate world," CEPR Discussion Papers 16411, C.E.P.R. Discussion Papers.
- Bua, Giovanna & Dunne, Peter G. & Sorbo, Jacopo, 2019. "Money Market Funds and Unconventional Monetary Policy," Research Technical Papers 7/RT/19, Central Bank of Ireland.
- Belke, Angar & Gros, Daniel & Osowski, Thomas, 2017. "The effectiveness of the Fed’s quantitative easing policy: New evidence based on international interest rate differentials," Journal of International Money and Finance, Elsevier, vol. 73(PB), pages 335-349.
- Lael Brainard, 2018. "Sustaining Full Employment and Inflation around Target : a speech at the Forecasters Club of New York, New York, New York, May 31, 2018," Speech 1005, Board of Governors of the Federal Reserve System (U.S.).
- Hess T. Chung & Etienne Gagnon & Taisuke Nakata & Matthias Paustian & Bernd Schlusche & James Trevino & Diego Vilán & Wei Zheng, 2019. "Monetary Policy Options at the Effective Lower Bound : Assessing the Federal Reserve's Current Policy Toolkit," Finance and Economics Discussion Series 2019-003, Board of Governors of the Federal Reserve System (U.S.).
- Paul Glasserman & Amit Sirohi & Allen Zhang, 2017. "The effect of “regular and predictable” issuance on Treasury bill financing," Economic Policy Review, Federal Reserve Bank of New York, issue 23-1, pages 43-56.
- Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2017.
"The impact of monetary policy on corporate bonds under regime shifts,"
Journal of Banking & Finance, Elsevier, vol. 80(C), pages 176-202.
- Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2015. "The Impact of Monetary Policy on Corporate Bonds under Regime Shifts," Working Papers 562, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Tobias S. Blattner & Michael A. S. Joyce, 2020. "The Euro Area Bond Free Float and the Implications for QE," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(6), pages 1361-1395, September.
- Simon Gilchrist & Vivian Yue & Egon Zakrajšek, 2019.
"U.S. Monetary Policy and International Bond Markets,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(S1), pages 127-161, December.
- Simon Gilchrist & Vivian Z. Yue & Egon Zakrajšek, 2018. "US Monetary Policy and International Bond Markets," Finance and Economics Discussion Series 2018-014, Board of Governors of the Federal Reserve System (U.S.).
- Simon Gilchrist & Vivian Yue & Egon Zakrajšek, 2019. "US Monetary Policy and International Bond Markets," NBER Working Papers 26012, National Bureau of Economic Research, Inc.
- Jens H. E. Christensen & Signe Krogstrup, 2022.
"A Portfolio Model of Quantitative Easing,"
Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 1-39, December.
- Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Paper Series 2016-12, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Paper Series WP16-7, Peterson Institute for International Economics.
- Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Papers 2016-19, Swiss National Bank.
- Jane Ihrig & Elizabeth Klee & Canlin Li & Min Wei & Joe Kachovec, 2018.
"Expectations about the Federal Reserve’s Balance Sheet and the Term Structure of Interest Rates,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 341-391, March.
- Jane E. Ihrig & Elizabeth C. Klee & Canlin Li & Brett Schulte & Min Wei, 2012. "Expectations about the Federal Reserve's balance sheet and the term structure of interest rates," Finance and Economics Discussion Series 2012-57, Board of Governors of the Federal Reserve System (U.S.).
- Christopher J. Gust & Arsenios Skaperdas, 2024. "Government Debt, Limited Foresight, and Longer-term Interest Rates," Finance and Economics Discussion Series 2024-027, Board of Governors of the Federal Reserve System (U.S.).
- Aguilar-Argaez Ana María & Diego-Fernández Forseck María & Elizondo Rocío & Roldán-Peña Jessica, 2020. "Term Premium Dynamics and its Determinants: The Mexican Case," Working Papers 2020-18, Banco de México.
- Chung, Tsz-Kin & Hui, Cho-Hoi & Li, Ka-Fai, 2017. "Term-structure modelling at the zero lower bound: Implications for estimating the forward term premium," Finance Research Letters, Elsevier, vol. 21(C), pages 100-106.
- Roger E.A. Farmer, 2012.
"Qualitative Easing: How it Works and Why it Matters,"
NBER Working Papers
18421, National Bureau of Economic Research, Inc.
- Farmer, Roger, 2012. "Qualitative Easing: How it Works and Why it Matters," CEPR Discussion Papers 9153, C.E.P.R. Discussion Papers.
- Simon Gilchrist & Egon Zakrajšek, 2013.
"The Impact of the Federal Reserve's Large‐Scale Asset Purchase Programs on Corporate Credit Risk,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 29-57, December.
- Simon Gilchrist & Egon ZakrajŠEk, 2013. "The Impact of the Federal Reserve's Large-Scale Asset Purchase Programs on Corporate Credit Risk," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 29-57, December.
- Simon Gilchrist & Egon Zakrajšek, 2013. "The impact of the Federal Reserve's Large-Scale Asset Purchase programs on corporate credit risk," Finance and Economics Discussion Series 2013-56, Board of Governors of the Federal Reserve System (U.S.).
- Simon Gilchrist & Egon Zakrajsek, 2013. "The Impact of the Federal Reserve's Large-Scale Asset Purchase Programs on Corporate Credit Risk," NBER Working Papers 19337, National Bureau of Economic Research, Inc.
- Sophocles N. Brissimis & Evangelia A. Georgiou, 2022. "The effects of Federal Reserve's quantitative easing and balance sheet normalization policies on long-term interest rates," Working Papers 299, Bank of Greece.
- Thomas B. King, 2013. "A Portfolio-Balance Approach to the Nominal Term Structure," Working Paper Series WP-2013-18, Federal Reserve Bank of Chicago.
- Meixing Dai & Frédéric Dufourt & Qiao Zhang, 2013.
"Large Scale Asset Purchases with segmented mortgage and corporate loan markets,"
Working Papers of BETA
2013-20, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Meixing Dai & Frédéric Dufourt & Qiao Zhang, 2013. "Large Scale Asset Purchases with Segmented Mortgage and Corporate Loan Markets," Working Papers halshs-00842279, HAL.
- Meixing Dai & Frédéric Dufourt & Qiao Zhang, 2013. "Large Scale Asset Purchases with Segmented Mortgage and Corporate Loan Markets," AMSE Working Papers 1336, Aix-Marseille School of Economics, France, revised Jun 2013.
- Iryna Kaminska & Gabriele Zinna, 2014. "Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates," IMF Working Papers 2014/066, International Monetary Fund.
- Bluford H. Putnam, 2013. "Essential concepts necessary to consider when evaluating the efficacy of quantitative easing," Review of Financial Economics, John Wiley & Sons, vol. 22(1), pages 1-7, January.
- Richard Finlay & Dmitry Titkov & Michelle Xiang, 2023. "The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases," The Economic Record, The Economic Society of Australia, vol. 99(326), pages 359-384, September.
- Neely, Christopher J., 2015.
"Unconventional monetary policy had large international effects,"
Journal of Banking & Finance, Elsevier, vol. 52(C), pages 101-111.
- Christopher J. Neely, 2010. "The large scale asset purchases had large international effects," Working Papers 2010-018, Federal Reserve Bank of St. Louis.
- Kazuo Nishimura & Carine Nourry & Thomas Seegmuller & Alain Venditti, 2015.
"On the (de)stabilizing effect of public debt in a Ramsey model with heterogeneous agents,"
International Journal of Economic Theory, The International Society for Economic Theory, vol. 11(1), pages 7-24, March.
- Kazuo Nishimura & Carine Nourry & Thomas Seegmuller & Alain Venditti, 2014. "On the (De)Stabilizing Effect of Public Debt in a Ramsey Model with Heterogeneous Agents," Working Papers halshs-01059567, HAL.
- Kazuo Nishimura & Carine Nourry & Thomas Seegmuller & Alain Venditti, 2015. "On the (De)Stabilizing Effect of Public Debt in a Ramsey Model with Heterogeneous Agents," Post-Print hal-01457303, HAL.
- Kazuo Nishimura & Carine Nourry & Thomas Seegmuller & Alain Venditti, 2014. "On the (de)Stabilizing Effect of Public Debt In a Ramsey Model with Heterogeneous Agents," Discussion Paper Series DP2014-03, Research Institute for Economics & Business Administration, Kobe University.
- Kazuo Nishimura & Carine Nourry & Thomas Seegmuller & Alain Venditti, 2014. "On the (De)Stabilizing Effect of Public Debt in a Ramsey Model with Heterogeneous Agents," AMSE Working Papers 1436, Aix-Marseille School of Economics, France, revised Jun 2014.
- Dimitri Vayanos & Jean‐Luc Vila, 2021.
"A Preferred‐Habitat Model of the Term Structure of Interest Rates,"
Econometrica, Econometric Society, vol. 89(1), pages 77-112, January.
- Vayanos, Dimitri & ,, 2009. "A Preferred-Habitat Model of the Term Structure of Interest Rates," CEPR Discussion Papers 7547, C.E.P.R. Discussion Papers.
- Jean-Luc Vila & Dimitri Vayanos, 2009. "A Preferred-Habitat Model of the Term Structure of Interest Rates," FMG Discussion Papers dp641, Financial Markets Group.
- Vayanos, Dimitri & Vila, Jean-Luc, 2009. "A preferred-habitat model of the term structure of interest rates," LSE Research Online Documents on Economics 29308, London School of Economics and Political Science, LSE Library.
- Dimitri Vayanos & Jean-Luc Vila, 2009. "A Preferred-Habitat Model of the Term Structure of Interest Rates," NBER Working Papers 15487, National Bureau of Economic Research, Inc.
- Vayanos, Dimitri & Vila, Jean-Luc, 2021. "A preferred-habitat model of the term structure of interest rates," LSE Research Online Documents on Economics 106509, London School of Economics and Political Science, LSE Library.
- Saroj Bhattarai & Christopher J. Neely, 2022.
"An Analysis of the Literature on International Unconventional Monetary Policy,"
Journal of Economic Literature, American Economic Association, vol. 60(2), pages 527-597, June.
- Saroj Bhattarai & Christopher J. Neely, 2016. "An Analysis of the Literature on International Unconventional Monetary Policy," Working Papers 2016-021, Federal Reserve Bank of St. Louis, revised 04 May 2020.
- Ms. Yevgeniya Korniyenko & Ms. Elena Loukoianova, 2015. "The Impact of Unconventional Monetary Policy Measures by the Systemic Four on Global Liquidity and Monetary Conditions," IMF Working Papers 2015/287, International Monetary Fund.
- Katharina Plessen-Mátyás & Christoph Kaufmann & Julian von Landesberger, 2023. "Funding Behavior of Debt Management Offices and the ECB's Public Sector Purchase Program," International Journal of Central Banking, International Journal of Central Banking, vol. 19(4), pages 339-399, October.
- Kiley, Michael T., 2016.
"Monetary policy statements, treasury yields, and private yields: Before and after the zero lower bound,"
Finance Research Letters, Elsevier, vol. 18(C), pages 285-290.
- Michael T. Kiley, 2013. "Monetary policy statements, Treasury yields, and private yields: before and after the zero lower bound," Finance and Economics Discussion Series 2013-16, Board of Governors of the Federal Reserve System (U.S.).
- Caporin, Massimiliano & Pelizzon, Loriana & Plazzi, Alberto, 2020. "Does monetary policy impact international market co-movements?," SAFE Working Paper Series 276, Leibniz Institute for Financial Research SAFE.
- Nao Sudo & Masaki Tanaka, 2021. "Quantifying Stock and Flow Effects of QE," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(7), pages 1719-1755, October.
- Breckenfelder, Johannes & De Fiore, Fiorella & Andrade, Philippe & Karadi, Peter & Tristani, Oreste, 2016. "The ECB's asset purchase programme: an early assessment," Working Paper Series 1956, European Central Bank.
- José Dorich & Nicholas Labelle St-Pierre & Vadym Lepetyuk & Rhys R. Mendes, 2018.
"Could a higher inflation target enhance macroeconomic stability?,"
Canadian Journal of Economics, Canadian Economics Association, vol. 51(3), pages 1029-1055, August.
- José Dorich & Nicholas Labelle St‐Pierre & Vadym Lepetyuk & Rhys R. Mendes, 2018. "Could a higher inflation target enhance macroeconomic stability?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(3), pages 1029-1055, August.
- José Dorich & Nicholas Labelle & Vadym Lepetyuk & Rhys R. Mendes, 2018. "Could a Higher Inflation Target Enhance Macroeconomic Stability?," Staff Working Papers 18-17, Bank of Canada.
- José Dorich & Nicholas Labelle St-Pierre & Vadym Lepetyuk & Rhys Mendes, 2018. "Could a higher inflation target enhance macroeconomic stability?," BIS Working Papers 720, Bank for International Settlements.
- Mark A. Carlson & Burcu Duygan-Bump, 2018. "“Unconventional” Monetary Policy as Conventional Monetary Policy : A Perspective from the U.S. in the 1920s," Finance and Economics Discussion Series 2018-019, Board of Governors of the Federal Reserve System (U.S.).
- Roberto A. De Santis & Fédéric Holm‐Hadulla, 2020. "Flow Effects of Central Bank Asset Purchases on Sovereign Bond Prices: Evidence from a Natural Experiment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(6), pages 1467-1491, September.
- Jarrow, Robert A., 2013. "The zero-lower bound on interest rates: Myth or reality?," Finance Research Letters, Elsevier, vol. 10(4), pages 151-156.
- Grahame Johnson & Sharon Kozicki & Romanos Priftis & Lena Suchanek & Jonathan Witmer & Jing Yang, 2020. "Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature," Discussion Papers 2020-16, Bank of Canada.
- Ramaprasad Bhar & Malliaris & Mary Malliaris, 2015. "The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment," Applied Economics, Taylor & Francis Journals, vol. 47(55), pages 6010-6018, November.
- Franck Martin & Jiangxingyun Zhang, 2017. "Impact of QE on European sovereign bond market," Economics Working Paper Archive (University of Rennes & University of Caen) 2017-04, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
- Junko Koeda, 2017.
"Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan,"
The Japanese Economic Review, Japanese Economic Association, vol. 68(4), pages 443-457, December.
- Junko Koeda, 2017. "Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan," The Japanese Economic Review, Springer, vol. 68(4), pages 443-457, December.
- Junko Koeda, 2015. "Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan," Working Papers 1506, Waseda University, Faculty of Political Science and Economics.
- Gabriele Zinna, 2016. "Price Pressures on UK Real Rates: An Empirical Investigation," Review of Finance, European Finance Association, vol. 20(4), pages 1587-1630.
- Huseyin Ozturk, 2020. "The shape of sovereign yield curve in an emerging economy: Do macroeconomic or external factors matter?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(1), pages 83-112, February.
- Russell Barnett & Konrad Zmitrowicz, 2018. "Assessing the Impact of Demand Shocks on the US Term Premium," Discussion Papers 18-7, Bank of Canada.
- W. Arrata & B. Nguyen, 2017. "Price impact of bond supply shocks: Evidence from the Eurosystem's asset purchase program," Working papers 623, Banque de France.
- Caio Almeida & Kym Ardison & Daniela Kubudi & Axel Simonsen & José Vicente, 2018.
"Forecasting Bond Yields with Segmented Term Structure Models,"
Journal of Financial Econometrics, Oxford University Press, vol. 16(1), pages 1-33.
- Caio Almeida & Axel Simonsen & José Valentim Vicente, 2012. "Forecasting Bond Yields with Segmented Term Structure Models," Working Papers Series 288, Central Bank of Brazil, Research Department.
- Emily Greenwald & Sam Schulhofer-Wohl & Josh Younger, 2023. "Deposit Convexity, Monetary Policy and Financial Stability," Working Papers 2315, Federal Reserve Bank of Dallas.
- James Morley, 2016. "Macro-Finance Linkages," Journal of Economic Surveys, Wiley Blackwell, vol. 30(4), pages 698-711, September.
- Inaba, Kei-Ichiro, 2020. "Japan’s impactful augmentation of quantitative easing sovereign-bond purchases," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Giuseppe Grande & Adriana Grasso & Gabriele Zinna, 2019. "The effectiveness of the ECB’s asset purchases at the lower bound," Questioni di Economia e Finanza (Occasional Papers) 541, Bank of Italy, Economic Research and International Relations Area.
- Fabian Eser & Wolfgang Lemke & Ken Nyholm & Sören Radde & Andreea Liliana Vladu, 2023.
"Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve,"
International Journal of Central Banking, International Journal of Central Banking, vol. 19(3), pages 359-422, August.
- Eser, Fabian & Lemke, Wolfgang & Nyholm, Ken & Radde, Sören & Vladu, Andreea Liliana, 2019. "Tracing the impact of the ECB’s asset purchase programme on the yield curve," Working Paper Series 2293, European Central Bank.
- Eser, Fabian & Lemke, Wolfgang & Nyholm, Ken & Vladu, Andreea, 2020. "Tracing the impact of the ECB's asset purchase programme on the yield curve," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224540, Verein für Socialpolitik / German Economic Association.
- Loriana Pelizzon & Matteo Sottocornola, 2016.
"The Impact of the Monetary Policy Interventions on the Insurance Industry,"
EIOPA Financial Stability Report - Thematic Articles
8, EIOPA, Risks and Financial Stability Department.
- Pelizzon, Loriana & Sottocornola, Matteo, 2018. "The impact of monetary policy iInterventions on the insurance industry," SAFE Working Paper Series 204, Leibniz Institute for Financial Research SAFE.
- Joseph E. Gagnon, 2016. "Quantitative Easing: An Underappreciated Success," Policy Briefs PB16-4, Peterson Institute for International Economics.
- Williams, John C., 2013.
"A defense of moderation in monetary policy,"
Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 137-150.
- John C. Williams, 2013. "A Defense of Moderation in Monetary Policy," Working Paper Series 2013-15, Federal Reserve Bank of San Francisco.
- Philip Barrett & Christopher Johns, 2024.
"Parameterizing Debt Maturity,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(6), pages 1321-1365, September.
- Mr. Philip Barrett & Christopher Johns, 2021. "Parameterizing Debt Maturity," IMF Working Papers 2021/101, International Monetary Fund.
- Song, Zhaogang & Zhu, Haoxiang, 2018. "Quantitative easing auctions of Treasury bonds," Journal of Financial Economics, Elsevier, vol. 128(1), pages 103-124.
- Lemke, Wolfgang & Werner, Thomas, 2020.
"Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme,"
Journal of Banking & Finance, Elsevier, vol. 111(C).
- Lemke, Wolfgang & Werner, Thomas, 2017. "Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme," Working Paper Series 2106, European Central Bank.
- Lemke, Wolfgang & Werner, Thomas, 2018. "Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181594, Verein für Socialpolitik / German Economic Association.
- Carlo Altavilla & Giacomo Carboni & Roberto Motto, 2021.
"Asset Purchase Programs and Financial Markets: Lessons from the Euro Area,"
International Journal of Central Banking, International Journal of Central Banking, vol. 17(70), pages 1-48, October.
- Motto, Roberto & Altavilla, Carlo & Carboni, Giacomo, 2015. "Asset purchase programmes and financial markets: lessons from the euro area," Working Paper Series 1864, European Central Bank.
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