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Flow and Stock Effects of Large-Scale Treasury Purchases
16 references·16 citing·41 second hopsampled
Flow and Stock Effects of Large-Scale Treasury Purchases (2010)Flow and Stock Effects of Large-Scale Tre…Macroeconomics and the Term Structure (2012)Macroeconomics and the Term S…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…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…International capital flows and U.S. interest rates (2009)International capital flows a…A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)A Preferred-Habitat Model of …The U.S. Treasury yield curve: 1961 to the present (2007)The U.S. Treasury yield curve…Bond Risk Premia (2005)Bond Risk PremiaTobin's Imperfect Asset Substitution in Optimizing General Equilibrium (2004)Tobin's Imperfect Asset Subst…The Flight‐to‐Liquidity Premium in U.S. Treasury Bond Prices (2004)The Flight‐to‐Liquidity Premi…Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment (2004)Monetary Policy Alternatives …A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)A YIELD‐FACTOR MODEL OF INTER…Estimating and Interpreting Forward Interest Rates: Sweden 1992 - 1994 (1994)Estimating and Interpreting F…Estimating and Interpreting Foreward Interest Rates: Sweden 1992-1994 (1994)Estimating and Interpreting F…The Term Structure of Interest Rates (1957)The Term Structure of Interes…ECB Unconventional Monetary Policy: Market Impact and International Spillovers (2016)ECB Unconventional Monetary P…The Macroeconomic Effects of the Federal Reserve’s Unconventional Monetary Policies (2015)The Macroeconomic Effects of …Term Structure Modeling with Supply Factors and the Federal Reserve's Large-Scale Asset Purchase Programs (2014)Term Structure Modeling with …The Ins and Outs of LSAPs (2013)The Ins and Outs of LSAPsOn the International Spillovers of US Quantitative Easing (2013)On the International Spillove…Anticipated and Repeated Shocks in Liquid Markets (2013)Anticipated and Repeated Shoc…The Response of Interest Rates to U.S. and U.K. Quantitative Easing (2012)The Response of Interest Rate…Term Structure Modelling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs (2012)Term Structure Modelling with…Quantitative easing: a sceptical survey (2012)Quantitative easing: a scepti…QE and the Gilt Market: a Disaggregated Analysis (2012)QE and the Gilt Market: a Dis…International Spillovers of Central Bank Balance Sheet Policies (2012)International Spillovers of C…Government Bonds and their Investors (2012)Government Bonds and their In…Assessing the Economy-Wide Effects of Quantitative Easing (2012)Assessing the Economy-Wide Ef…The impact of recent central bank asset purchase programmes (2011)The impact of recent central …The Effects of Quantitative Easing on Interest Rates (2011)The Effects of Quantitative E…THE EFFECTIVENESS OF NON-TRADITIONAL MONETARY POLICY MEASURES: THE CASE OF THE BANK OF JAPAN* (2011)THE EFFECTIVENESS OF NON-TRAD…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)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)The Information in Long-Maturity Forward Rates (1987)Noise as Information for Illiquidity (2013)Bank Runs, Deposit Insurance, and Liquidity (1983)Parsimonious Modeling of Yield Curves (1987)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Valuation in Over-the-Counter Markets (2007)Bond Supply and Excess Bond Returns (2014)Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)The Pricing of Options and Corporate Liabilities (1973)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Modeling Term Structures of Defaultable Bonds (1999)Prospect Theory and Asset Prices (2001)Forecasting the Term Structure of Government Bond Yields (2003)The Econometrics of Financial Markets (2012)Pricing the term structure with linear regressions (2013)Intermediary asset pricing: New evidence from many asset classes (2017)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)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)Deviations from Covered Interest Rate Parity (2018)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)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)
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References

  • 1996A YIELD‐FACTOR MODEL OF INTEREST RATES2,498 cited
  • 2005Bond Risk Premia1,546 cited
  • 2007The U.S. Treasury yield curve: 1961 to the present1,337 cited
  • 2009A Preferred-Habitat Model of the Term Structure of Interest Rates737 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
  • 1994Estimating and Interpreting Forward Interest Rates: Sweden 1992 - 1994588 cited
  • 2004The Flight‐to‐Liquidity Premium in U.S. Treasury Bond Prices561 cited
  • 1994Estimating and Interpreting Foreward Interest Rates: Sweden 1992-1994426 cited
  • 2011Let’s Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2420 cited
  • 2011Large-Scale Asset Purchases by the Federal Reserve: Did They Work?402 cited
  • 2009International capital flows and U.S. interest rates399 cited
  • 1957The Term Structure of Interest Rates373 cited
  • 2012Macroeconomics and the Term Structure314 cited
  • 2010Large-Scale Asset Purchases by the Federal Reserve: Did They Work?304 cited

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  • 2004Tobin's Imperfect Asset Substitution in Optimizing General Equilibrium244 cited
  • Cited by

    • 2013On the International Spillovers of US Quantitative Easing278 cited
    • 2016ECB Unconventional Monetary Policy: Market Impact and International Spillovers217 cited
    • 2013Anticipated and Repeated Shocks in Liquid Markets186 cited
    • 2012International Spillovers of Central Bank Balance Sheet Policies148 cited
    • 2012QE and the Gilt Market: a Disaggregated Analysis135 cited
    • 2011The Effects of Quantitative Easing on Interest Rates129 cited
    • 2011The impact of recent central bank asset purchase programmes123 cited
    • 2012The Response of Interest Rates to U.S. and U.K. Quantitative Easing111 cited
    • 2015The Macroeconomic Effects of the Federal Reserve’s Unconventional Monetary Policies106 cited
    • 2012Term Structure Modelling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs104 cited
    • 2011THE EFFECTIVENESS OF NON-TRADITIONAL MONETARY POLICY MEASURES: THE CASE OF THE BANK OF JAPAN*93 cited
    • 2012Government Bonds and their Investors90 cited
    • 2012Quantitative easing: a sceptical survey89 cited
    • 2012Assessing the Economy-Wide Effects of Quantitative Easing89 cited
    • 2013The Ins and Outs of LSAPs88 cited
    • 2014Term Structure Modeling with Supply Factors and the Federal Reserve's Large-Scale Asset Purchase Programs86 cited