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The Liquidity Effects of Official Bond Market Intervention
16 references·2 citing·44 second hop
The Liquidity Effects of Official Bond Market Intervention (2015)The Liquidity Effects of Official Bond Ma…A High Frequency Assessment of the ECB Securities Markets Programme (2014)A High Frequency Assessment o…The Financial Market Impact of Quantitative Easing in the United Kingdom (2012)The Financial Market Impact o…The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases (2012)The Financial Market Effects …Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply (2012)Flow and stock effects of lar…The Effects of Quantitative Easing on Interest Rates (2011)The Effects of Quantitative E…The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures (2010)The Same Bond at Different Pr…An Analysis of Euro Area Sovereign CDS and Their Relation with Government Bonds (2010)An Analysis of Euro Area Sove…Liquidity in Asset Markets With Search Frictions (2009)Liquidity in Asset Markets Wi…Zero-Coupon Yield Curves: Technical Documentation (2008)Zero-Coupon Yield Curves: Tec…Valuation in Over-the-Counter Markets (2006)Valuation in Over-the-Counter…The U.S. Treasury Yield Curve: 1961 to the Present (2006)The U.S. Treasury Yield Curve…Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads (2005)Default and Recovery Implicit…Forecasting the Term Structure of Government Bond Yields (2003)Forecasting the Term Structur…Modeling Term Structures of Defaultable Bonds (1999)Modeling Term Structures of D…Parsimonious Modeling of Yield Curves (1987)Parsimonious Modeling of Yiel…Aggregate Demand Management in Search Equilibrium (1982)Aggregate Demand Management i…Unconventional Monetary Policies in Emerging Markets and Frontier Countries (2021)Unconventional Monetary Polic…Credit and liquidity in interbank rates: A quadratic approach (2016)Credit and liquidity in inter…Perfect Equilibrium in a Bargaining Model (1982)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)A Course in Game Theory (1994)Asset prices and liquidity in an exchange economy (2010)Dynamic Adverse Selection: A Theory of Illiquidity, Fire Sales, and Flight to Quality (2014)Liquidity: A New Monetarist Perspective (2017)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment (2011)Bond Supply and Excess Bond Returns (2014)Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates (2014)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Theory of the Term Structure of Interest Rates (1985)The Determinants of Credit Spread Changes (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Default Risk in Equity Returns (2004)Expectations and the neutrality of money (1972)Coordinating Coordination Failures in Keynesian Models (1988)The Role of Monetary Policy (1995)Micro-Foundations of Urban Agglomeration Economies (2003)Systemic Risk and Stability in Financial Networks (2015)Demand-Based Option Pricing (2005)The U.S. Treasury yield curve: 1961 to the present (2007)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2013)Capital flows to emerging market economies: A brave new world? (2014)Continuous Auctions and Insider Trading (1985)Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis (2011)Capital Commitment and Illiquidity in Corporate Bonds (2018)Anatomy of a Liquidity Crisis: Corporate Bonds in the COVID-19 Crisis (2020)The Limits of Arbitrage (1995)Counterparty credit risk and the credit default swap market (2011)An equilibrium characterization of the term structure (1977)Discretion versus policy rules in practice (1993)Sovereign default and debt renegotiation (2009)A New Perspective on Gaussian Dynamic Term Structure Models (2010)Forecasting Inflation (2013)Liquidity Preference as Behavior Towards Risk (1958)A General Equilibrium Approach To Monetary Theory (1969)Multivariate Simultaneous Generalized ARCH (1995)Four Stories of Quantitative Easing (2013)On the International Spillovers of US Quantitative Easing (2016)Explaining the Rate Spread on Corporate Bonds (2001)
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References

  • 1987Parsimonious Modeling of Yield Curves2,918 cited
  • 1999Modeling Term Structures of Defaultable Bonds2,547 cited
  • 1982Aggregate Demand Management in Search Equilibrium1,933 cited
  • 2003Forecasting the Term Structure of Government Bond Yields1,838 cited
  • 2012The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases704 cited
  • 2012Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply655 cited
  • 2012The Financial Market Impact of Quantitative Easing in the United Kingdom406 cited
  • 2010The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures405 cited
  • 2009Liquidity in Asset Markets With Search Frictions397 cited
  • 2006Valuation in Over-the-Counter Markets338 cited
  • 2005Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads222 cited
  • 2010An Analysis of Euro Area Sovereign CDS and Their Relation with Government Bonds214 cited
  • 2006The U.S. Treasury Yield Curve: 1961 to the Present211 cited
  • 2014A High Frequency Assessment of the ECB Securities Markets Programme159 cited
  • 2008Zero-Coupon Yield Curves: Technical Documentation

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149 cited
  • 2011The Effects of Quantitative Easing on Interest Rates129 cited
  • Cited by

    • 2016Credit and liquidity in interbank rates: A quadratic approach24 cited
    • 2021Unconventional Monetary Policies in Emerging Markets and Frontier Countries12 cited