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The interest rate effects of government debt maturity
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Cited by:
- christiaan Pattipeilohy, 2016. "A comparative analysis of developments in central bank balance sheet composition," BIS Working Papers 559, Bank for International Settlements.
- Duan, Jieyi & Hanaki, Nobuyuki, 2023.
"The impact of asset purchases in an experimental market with consumption smoothing motives,"
Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
- Jieyi Duan & Nobuyuki Hanaki, 2021. "The impact of asset purchases in an experimental market with consumption smoothing motives," ISER Discussion Paper 1147r, Institute of Social and Economic Research, Osaka University, revised Sep 2022.
- Breedon, Francis, 2018.
"On the transactions costs of UK quantitative easing,"
Journal of Banking & Finance, Elsevier, vol. 88(C), pages 347-356.
- Francis Breedon & Philip Turner, 2016. "On the transactions costs ofquantitative easing," BIS Working Papers 571, Bank for International Settlements.
- Francis Breedon, 2018. "On the Transactions Costs of UK Quantitative Easing," Working Papers 848, Queen Mary University of London, School of Economics and Finance.
- Jagjit S. Chadha & Philip Turner & Fabrizio Zampolli, 2013.
"The ties that bind: monetary policy and government debt management,"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 29(3), pages 548-581, AUTUMN.
- Jagjit S. Chadha & Philip Turner & Fabrizio Zampolli, 2013. "The Ties that Bind: Monetary Policy and Government Debt Management," Studies in Economics 1318, School of Economics, University of Kent.
- Neely, Christopher J., 2022.
"How persistent are unconventional monetary policy effects?,"
Journal of International Money and Finance, Elsevier, vol. 126(C).
- Christopher J. Neely, 2014. "How Persistent Are Unconventional Monetary Policy Effects?," Working Papers 2014-004, Federal Reserve Bank of St. Louis, revised 15 Apr 2022.
- Abhishek Kumar & Sushanta Mallick & Madhusudan Mohanty & Fabrizio Zampolli, 2023.
"Market Volatility, Monetary Policy and the Term Premium,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 208-237, February.
- Sushanta K Mallick & Madhusudan Mohanty & Fabrizio Zampolli, 2017. "Market volatility, monetary policy and the term premium," BIS Working Papers 606, Bank for International Settlements.
- Gauti Eggertsson & Bulat Gafarov & Saroj Bhatarai, 2014.
"Time Consistency and the Duration of Government Debt: A Signalling Theory of Quantitative Easing,"
2014 Meeting Papers
1292, Society for Economic Dynamics.
- Saroj Bhattarai & Gauti B. Eggertsson & Bulat Gafarov, 2015. "Time Consistency and the Duration of Government Debt: A Signalling Theory of Quantitative Easing," NBER Working Papers 21336, National Bureau of Economic Research, Inc.
- Massimo Guidolin & Manuela Pedio, 2019. "Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models," Working Papers 639, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Wolswijk, Guido, 2020. "Drivers of European public debt management," Working Paper Series 2437, European Central Bank.
- Sebastian Beer, 2018. "A cost-risk analysis of sovereign debt composition in CESEE," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1-18, pages 6-25.
- Bernhard, Severin & Ebner, Till, 2017.
"Cross-border spillover effects of unconventional monetary policies on Swiss asset prices,"
Journal of International Money and Finance, Elsevier, vol. 75(C), pages 109-127.
- Severin Bernhard & Till Ebner, 2016. "Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices," Working Papers 2016-09, Swiss National Bank.
- Westerhout, Ed & Beetsma, Roel, 2019.
"A comparison of nominal and indexed debt under fiscal constraints,"
Journal of International Money and Finance, Elsevier, vol. 91(C), pages 177-194.
- Westerhout, Ed, 2016. "A comparison of nominal and indexed debt under fiscal constraints," CEPR Discussion Papers 11141, C.E.P.R. Discussion Papers.
- Thordur Jonasson & Mr. Michael G. Papaioannou, 2018. "A Primer on Managing Sovereign Debt-Portfolio Risks," IMF Working Papers 2018/074, International Monetary Fund.
- Andras Lengyel, 2022. "Treasury Supply Shocks and the Term Structure of Interest Rates in the UK," MNB Working Papers 2022/6, Magyar Nemzeti Bank (Central Bank of Hungary).
- Philip Turner, 2014. "The global long-term interest rate, financial risks and policy choices in EMEs," BIS Working Papers 441, Bank for International Settlements.
- 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.
- Marco J. Lombardi & Feng Zhu, 2018.
"A Shadow Policy Rate to Calibrate U.S. Monetary Policy at the Zero Lower Bound,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(5), pages 305-346, December.
- Marco Jacopo Lombardi & Feng Zhu, 2014. "A shadow policy rate to calibrate US monetary policy at the zero lower bound," BIS Working Papers 452, Bank for International Settlements.
- Christiaan Pattipeilohy, 2016. "A comparative analysis of developments in central bank balance sheet composition," DNB Working Papers 510, Netherlands Central Bank, Research Department.
- Miyajima, Ken & Mohanty, M.S. & Chan, Tracy, 2015.
"Emerging market local currency bonds: Diversification and stability,"
Emerging Markets Review, Elsevier, vol. 22(C), pages 126-139.
- Ken Miyajima & Madhusudan Mohanty & Tracy Chan, 2012. "Emerging market local currency bonds: diversification and stability," BIS Working Papers 391, Bank for International Settlements.
- NAKAJIMA, Jouchi, 2024. "Central bank balance sheets and long-term interest rates : Revisiting Japan's unconventional monetary policy experience," Discussion Paper Series 758, Institute of Economic Research, Hitotsubashi University.
- António Afonso, & Manish K. Singh, 2016. "Is the supply of long-term debt independent of the term premia? Evidence from Portugal," Working Papers Department of Economics 2016/11, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Swamy, Vighneswara, 2020. "Macroeconomic transmission of Eurozone shocks to India—A mean-adjusted Bayesian VAR approach," Economic Analysis and Policy, Elsevier, vol. 68(C), pages 126-150.
- 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.).
- Philip Turner, 2014. "The exit from non-conventional monetary policy: what challenges?," BIS Working Papers 448, Bank for International Settlements.
- Massimo Guidolin & Manuela Pedio, 2019. "Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models," BAFFI CAREFIN Working Papers 19106, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Roel Beetsma & Massimo Giuliodori & Ieva Sakalauskaite, 2017.
"Long-term Interest Rates and Public Debt Maturity,"
Economica, London School of Economics and Political Science, vol. 84(335), pages 541-558, July.
- Ieva Sakalauskaite & Roel Beetsma & Massimo Giuliodori, 2013. "Long-Term Interest Rates and Public Debt Maturity," CESifo Working Paper Series 4408, CESifo.
- Jhuvesh Sobrun & Philip Turner, 2015. "Bond markets and monetary policy dilemmas for the emerging markets," BIS Working Papers 508, Bank for International Settlements.
- Joseph E. Gagnon, 2016. "Quantitative Easing: An Underappreciated Success," Policy Briefs PB16-4, Peterson Institute for International Economics.
- Masahiko Nakazawa, 2020. "The impact of government bond purchases by the central banks in Japan, the United States, and the United Kingdom," Pacific Economic Review, Wiley Blackwell, vol. 25(5), pages 660-676, December.