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Maturity Structure and Supply Factors in Japanese Government Bond Markets
16 references·3 citing·48 second hop
Maturity Structure and Supply Factors in Japanese Government Bond Markets (2015)Maturity Structure and Supply Factors in …The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases * (2024)The Financial Market Effects …INNOVATIONS IN INTEREST RATE POLICY (2016)INNOVATIONS IN INTEREST RATE …Unconventional monetary policy had large international effects (2014)Unconventional monetary polic…The Aggregate Demand for Treasury Debt (2012)The Aggregate Demand for Trea…Quantitative Easing and Unconventional Monetary Policy – an Introduction (2012)Quantitative Easing and Uncon…Macroeconomics and the Term Structure (2012)Macroeconomics and the Term S…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: Channels and Implications for Policy (2011)The Effects of Quantitative E…The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment (2011)The Effectiveness of Alternat…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…Limits of Arbitrage (2010)Limits of ArbitrageA Gap‐Filling Theory of Corporate Debt Maturity Choice (2010)A Gap‐Filling Theory of Corpo…New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)New Evidence on the Interest …A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)A Preferred-Habitat Model of …Bond Risk Premia (2005)Bond Risk PremiaThe Zero Bound on Interest Rates and Optimal Monetary Policy (2003)The Zero Bound on Interest Ra…Quantifying Stock and Flow Effects of QE (2021)Quantifying Stock and Flow Ef…Quantitative `flooding' and bank lending: Evidence from 18 years of near-zero interest rate (2019)Quantitative `flooding' and b…On the Effect of Bank of Japan's Outright Purchase on the JGB Yield Curve (2017)On the Effect of Bank of Japa…It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases (2012)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Discretion versus policy rules in practice (1993)Rethinking Macroeconomic Policy (2010)Simple Analytics of the Government Expenditure Multiplier (2011)Fiscal Policy in a Depressed Economy (2012)Are Government Bonds Net Wealth? (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Modeling Term Structures of Defaultable Bonds (1999)A Macroprudential Approach to Financial Regulation (2011)Monetary Policy as Financial Stability Regulation (2012)The Deposits Channel of Monetary Policy* (2017)A Theory of the Term Structure of Interest Rates (1985)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)Bond Supply and Excess Bond Returns (2014)Capital flows to emerging market economies: A brave new world? (2014)A New Measure of Monetary Shocks: Derivation and Implications (2004)Debt, Deleveraging, and the Liquidity Trap: A Fisher-Minsky-Koo Approach* (2012)Macroeconomic Shocks and Their Propagation (2016)Parsimonious Modeling of Yield Curves (1987)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Debt and growth: New evidence for the euro area (2012)The Econometrics of Financial Markets (2012)Public debt and economic growth: Is there a causal effect? (2014)Public debt and growth: Heterogeneity and non-linearity (2015)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Hedge Fund Stock Trading in the Financial Crisis of 2007-2009 (2011)Speculators, commodities and cross-market linkages (2013)Can ChatGPT forecast stock price movements? Return predictability and large language models (2026)A General Equilibrium Approach To Monetary Theory (1969)An equilibrium characterization of the term structure (1977)Deviations from Covered Interest Rate Parity (2018)An Intertemporal Capital Asset Pricing Model (1973)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Expected Stock Returns and Variance Risk Premia (2009)How Sovereign Is Sovereign Credit Risk? (2011)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)The Distributed Lag Between Capital Appropriations and Expenditures (1965)A Treatise on Money (1971)A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates (1981)A multivariate model of strategic asset allocation (2002)
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References

  • 2012The Aggregate Demand for Treasury Debt1,591 cited
  • 2005Bond Risk Premia1,546 cited
  • 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy1,198 cited
  • 2003The Zero Bound on Interest Rates and Optimal Monetary Policy854 cited
  • 2009A Preferred-Habitat Model of the Term Structure of Interest Rates737 cited
  • 2009New Evidence on the Interest Rate Effects of Budget Deficits and Debt698 cited
  • 2011The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment671 cited
  • 2012Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply655 cited
  • 2010Limits of Arbitrage486 cited
  • 2016INNOVATIONS IN INTEREST RATE POLICY442 cited
  • 2012Quantitative Easing and Unconventional Monetary Policy – an Introduction423 cited
  • 2011Let’s Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2420 cited
  • 2014Unconventional monetary policy had large international effects419 cited
  • 2024The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases *377 cited
  • 2010A Gap‐Filling Theory of Corporate Debt Maturity Choice

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326 cited
  • 2012Macroeconomics and the Term Structure314 cited
  • Cited by

    • 2019Quantitative `flooding' and bank lending: Evidence from 18 years of near-zero interest rate25 cited
    • 2021Quantifying Stock and Flow Effects of QE17 cited
    • 2017On the Effect of Bank of Japan's Outright Purchase on the JGB Yield Curve14 cited