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The effectiveness of the Federal Reserve's Maturity Extension Program - Operation Twist 2: the portfolio rebalancing channel and public debt management
4 references·0 citing·21 second hop
The effectiveness of the Federal Reserve's Maturity Extension Program - Operation Twist 2: the portfolio rebalancing channel and public debt management (2012)The effectiveness of the Federal Reserve'…Bond Supply and Excess Bond Returns (2014)Bond Supply and Excess Bond R…Let’s Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2 (2011)Let’s Twist Again: A High-Fre…Flow and Stock Effects of Large-Scale Treasury Purchases (2010)Flow and Stock Effects of Lar…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Bond Risk Premia (2005)The U.S. Treasury yield curve: 1961 to the present (2007)Anticipated and Repeated Shocks in Liquid Markets (2013)On the International Spillovers of US Quantitative Easing (2013)ECB Unconventional Monetary Policy: Market Impact and International Spillovers (2016)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Monetary Policy Shocks: What Have We Learned and to What End? (1998)A Monetary History of the United States, 1867-1960 (2008)Quantitative Easing and Unconventional Monetary Policy – an Introduction (2012)Evaluating asset-market effects of unconventional monetary policy: a multi-country review (2014)Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440) (2023)A General Equilibrium Approach To Monetary Theory (1969)Are Government Bonds Net Wealth? (1974)Noise Trader Risk in Financial Markets (1990)A Comparative‐Advantage Approach to Government Debt Maturity (2015)When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response (2020)
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References

  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2014Bond Supply and Excess Bond Returns517 cited
  • 2011Let’s Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2420 cited
  • 2010Flow and Stock Effects of Large-Scale Treasury Purchases226 cited

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