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Foreign holdings of U.S. Treasuries and U.S. Treasury yields
16 references·7 citing·49 second hop
Foreign holdings of U.S. Treasuries and U.S. Treasury yields (2012)Foreign holdings of U.S. Treasuries and U…The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment (2011)The Effectiveness of Alternat…Large-Scale Asset Purchases by the Federal Reserve: Did They Work? (2011)Large-Scale Asset Purchases b…Large-Scale Asset Purchases by the Federal Reserve: Did They Work? (2010)Large-Scale Asset Purchases b…Flow and Stock Effects of Large-Scale Treasury Purchases (2010)Flow and Stock Effects of Lar…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …International capital flows and U.S. interest rates (2009)International capital flows a…The U.S. Treasury yield curve: 1961 to the present (2007)The U.S. Treasury yield curve…The Bond Yield "Conundrum" from a Macro-Finance Perspective (2006)The Bond Yield "Conundrum" fr…Bond Risk Premia (2005)Bond Risk PremiaAn Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates (2005)An Arbitrage-Free Three-Facto…Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment (2004)Monetary Policy Alternatives …Expectation puzzles, time-varying risk premia, and affine models of the term structure (2002)Expectation puzzles, time-var…Estimating and Interpreting Forward Interest Rates (1994)Estimating and Interpreting F…Estimating and Interpreting Foreward Interest Rates: Sweden 1992-1994 (1994)Estimating and Interpreting F…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables (1978)Testing for Higher Order Seri…Determinants of global neutral interest rates (2023)Determinants of global neutra…Impact of Foreign Official Purchases of US Treasuries on the Yield Curve (2020)Impact of Foreign Official Pu…Government Bonds and Their Investors: What are the Facts and Do They Matter? (2016)Government Bonds and Their In…Emerging market local currency bond yields and foreign holdings – A fortune or misfortune? (2015)Emerging market local currenc…Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies (2014)Foreign Investor Flows and So…Estimating U.S. Cross-Border Securities Positions: New Data and New Methods (2014)Estimating U.S. Cross-Border …Global liquidity: public and private (2013)Global liquidity: public and …It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)The Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply (2012)The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases (2012)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970)Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables (1978)A Cross-Country Comparison of Okun's Coefficient (1997)GOLD AS AN INFLATION HEDGE? (2004)Strategic Leniency and Cartel Enforcement (2009)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)Output Fluctuations in the United States: What Has Changed since the Early 1980's?A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Term Premia and Interest Rate Forecasts in Affine Models (2002)Decomposing the Yield Curve (2009)The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks (2012)The influence of monetary policy on bank profitability (2017)Parsimonious Modeling of Yield Curves (1987)The Information in Long-Maturity Forward Rates (1987)The Econometrics of Financial Markets (2012)Pricing the term structure with linear regressions (2013)Intermediary asset pricing: New evidence from many asset classes (2017)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)The Effects of Corporate Social Performance on the Cost of Corporate Debt and Credit Ratings (2011)Noise as Information for Illiquidity (2013)An Intertemporal Capital Asset Pricing Model (1973)A Theory of the Term Structure of Interest Rates (1985)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)An equilibrium characterization of the term structure (1977)A consumption-based model of the term structure of interest rates☆ (2005)Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads (2008)
this work references cited by second hop

References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 2005Bond Risk Premia1,546 cited
  • 2007The U.S. Treasury yield curve: 1961 to the present1,337 cited
  • 1978Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables786 cited
  • 2002Expectation puzzles, time-varying risk premia, and affine models of the term structure754 cited
  • 2011The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment671 cited
  • 2004Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment670 cited
  • 2005An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates490 cited
  • 1994Estimating and Interpreting Foreward Interest Rates: Sweden 1992-1994426 cited
  • 2011Large-Scale Asset Purchases by the Federal Reserve: Did They Work?402 cited
  • 2009International capital flows and U.S. interest rates399 cited
  • 2010Large-Scale Asset Purchases by the Federal Reserve: Did They Work?304 cited
  • 1994Estimating and Interpreting Forward Interest Rates232 cited

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2010
Flow and Stock Effects of Large-Scale Treasury Purchases
226 cited
  • 2006The Bond Yield "Conundrum" from a Macro-Finance Perspective128 cited
  • Cited by

    • 2014Estimating U.S. Cross-Border Securities Positions: New Data and New Methods56 cited
    • 2015Emerging market local currency bond yields and foreign holdings – A fortune or misfortune?48 cited
    • 2016Government Bonds and Their Investors: What are the Facts and Do They Matter?47 cited
    • 2014Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies44 cited
    • 2013Global liquidity: public and private37 cited
    • 2023Determinants of global neutral interest rates27 cited
    • 2020Impact of Foreign Official Purchases of US Treasuries on the Yield Curve20 cited