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Estimated Impact of the Fed's Mortgage-Backed Securities Purchase Program
3 references·15 citing·40 second hop
Estimated Impact of the Fed's Mortgage-Backed Securities Purchase Program (2009)Estimated Impact of the Fed's Mortgage-Ba…A Black Swan in the Money Market (2008)A Black Swan in the Money Mar…A Black Swan in the Money Market (2008)A Black Swan in the Money Mar…A Black Swan in the Money MarketA Black Swan in the Money Mar…Squaring Venture Capital Valuations with Reality (2018)Squaring Venture Capital Valu…Effect of Money Supply on the Stock Market (2017)Effect of Money Supply on the…Unconventional Monetary Policy and the Allocation of Credit (2015)Unconventional Monetary Polic…The long-term effects of bank recapitalization: Evidence from Indonesia (2015)The long-term effects of bank…The Costs of Quantitative Easing: Liquidity and Market Functioning Effects of Federal Reserve MBS Purchases (2014)The Costs of Quantitative Eas…QE: Is There a Portfolio Balance Effect? (2014)QE: Is There a Portfolio Bala…Portfolio balance effects of the Swiss National Bank’s bond purchase program (2014)Portfolio balance effects of …Monetary Policy and Real Borrowing Costs at the Zero Lower Bound (2014)Monetary Policy and Real Borr…How the Federal Reserve's Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates (2014)How the Federal Reserve's Lar…How Persistent Are Unconventional Monetary Policy Effects? (2014)How Persistent Are Unconventi…Evaluating quantitative easing: a DSGE approach (2014)Evaluating quantitative easin…Have Federal Reserve MBS purchases affected market functioning? (2013)Have Federal Reserve MBS purc…Housing, Monetary Policy, and the Recovery (2012)Housing, Monetary Policy, and…Evidence on The Portfolio Balance Channel of Quantitative Easing (2012)Evidence on The Portfolio Bal…$1.25 Trillion is Still Real Money: Some Facts About the Effects of the Federal Reserve’s Mortgage Market Investments (2010)$1.25 Trillion is Still Real …Household Finance (2006)What moves housing markets: A variance decomposition of the rent–price ratio (2009)Do Banks Pass Through Credit Expansions? The Marginal Profitability of Consumer Lending During the Great Recession (2015)Revisiting the nexus between house pricing and money demand: Power spectrum and wavelet coherence based approach (2021)Unconventional Monetary Policy Had Large International Effects (2010)Did the Federal Reserve's MBS purchase program lower mortgage rates? (2011)The Cost of Quantitative Easing: Liquidity and Market Functioning Effects of Federal Reserve MBS Purchases (2018)A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (1999)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)The black swan: the impact of the highly improbable (2007)The Federal Home Loan Bank System: The Lender of Next-to-Last Resort? (2008)The Interbank Market after August 2007: What Has Changed, and Why? (2010)The US as ‘Sovereign International Last-Resort Lender’: The Fed's Currency Swap Programme during the Great Panic of 2007–09 (2011)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)The Aggregate Demand for Treasury Debt (2012)The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases (2012)Monetary expansion and bank credit: A lack of spark (2015)Transmission of Quantitative Easing: The Role of Central Bank Reserves (2016)Effectiveness of QE: An assessment of event-study evidence (2017)A General Equilibrium Approach To Monetary Theory (1969)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)The impact of a crisis on monetary policy’s influence on financial markets: Evidence from the COVID-19 pandemic (2024)The Pricing of Options and Corporate Liabilities (1973)Does the Stock Market Overreact? (1985)Detecting Earnings Management. (1995)Credit Frictions and Optimal Monetary Policy (2009)Hedge Fund Contagion and Liquidity Shocks (2010)Over the Cliff: From the Subprime to the Global Financial Crisis (2011)Rollover Risk and Credit Risk (2012)Expectations, Open Market Operations, and Changes in the Federal Funds Rate (2001)Bank Activity and Funding Strategies: The Impact on Risk and Return (2009)The Effect of Financial Crisis in Corporate Social Responsibility Performance (2011)The COVID-19 Black Swan Crisis: Reaction and Recovery of Various Financial Markets (2020)Safety First and the Holding of Assets (1952)Estimating the Value of Political Connections (2001)Bank governance, regulation and risk taking (2008)
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References

  • n.d.A Black Swan in the Money Market610 cited
  • 2008A Black Swan in the Money Market174 cited
  • 2008A Black Swan in the Money Market148 cited

Cited by

  • 2010$1.25 Trillion is Still Real Money: Some Facts About the Effects of the Federal Reserve’s Mortgage Market Investments81 cited
  • 2015The long-term effects of bank recapitalization: Evidence from Indonesia38 cited
  • 2018Squaring Venture Capital Valuations with Reality32 cited
  • 2014QE: Is There a Portfolio Balance Effect?23 cited
  • 2017Effect of Money Supply on the Stock Market23 cited
  • 2015Unconventional Monetary Policy and the Allocation of Credit23 cited
  • 2013Have Federal Reserve MBS purchases affected market functioning?22 cited
  • 2014The Costs of Quantitative Easing: Liquidity and Market Functioning Effects of Federal Reserve MBS Purchases22 cited
  • 2014Evaluating quantitative easing: a DSGE approach21 cited
  • 2012Evidence on The Portfolio Balance Channel of Quantitative Easing21 cited
  • 2014Monetary Policy and Real Borrowing Costs at the Zero Lower Bound21 cited
  • 2012Housing, Monetary Policy, and the Recovery20 cited

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  • 2014Portfolio balance effects of the Swiss National Bank’s bond purchase program18 cited
  • 2014How the Federal Reserve's Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates17 cited
  • 2014How Persistent Are Unconventional Monetary Policy Effects?17 cited