SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Macroeconomic and Monetary Policy Surprises and the Term Structure of Interest Rates
16 references·1 citing·48 second hop
Macroeconomic and Monetary Policy Surprises and the Term Structure of Interest Rates (2013)Macroeconomic and Monetary Policy Surpris…POLITICIANS AT WORK: THE PRIVATE RETURNS AND SOCIAL COSTS OF POLITICAL CONNECTIONS (2013)POLITICIANS AT WORK: THE PRIV…Service Regulation and Growth: Evidence from OECD Countries (2011)Service Regulation and Growth…Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Housing Market Spillovers: Ev…Credit and Banking in a DSGE Model of the Euro Area (2010)Credit and Banking in a DSGE …Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns (2010)Assessing financial contagion…Bank risk and monetary policy (2009)Bank risk and monetary policyA Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy (2008)A Macro‐Finance Model of the …The U.S. Treasury yield curve: 1961 to the present (2007)The U.S. Treasury yield curve…The Term Structure of Real Rates and Expected Inflation (2007)The Term Structure of Real Ra…The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)The Sensitivity of Long-Term …A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)A no-arbitrage vector autoreg…Specification Analysis of Affine Term Structure Models (2000)Specification Analysis of Aff…Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information (1999)Price Formation and Liquidity…A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (1999)A No-Arbitrage Vector Autoreg…How Markets Process Information: News Releases and Volatility (1993)How Markets Process Informati…Common Factors Affecting Bond Returns (1991)Common Factors Affecting Bond…Shadow Banks and Macroeconomic Instability (2014)Shadow Banks and Macroeconomi…Stock return variances (1986)Why Does Stock Market Volatility Change Over Time? (1989)Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility (1996)Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements (1996)Economic News and Bond Prices: Evidence from the U.S. Treasury Market (2001)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Monetary Policy and Long-Term Real Rates (2012)Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Parsimonious Modeling of Yield Curves (1987)The Information in Long-Maturity Forward Rates (1987)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)The Econometrics of Financial Markets (2012)Pricing the term structure with linear regressions (2013)Intermediary asset pricing: New evidence from many asset classes (2017)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The role of bank capital in the propagation of shocks (2009)Disentangling demand and supply in credit developments: A survey-based analysis for Italy (2011)The Interaction between Capital Requirements and Monetary Policy (2014)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Housing Finance and Monetary Policy (2009)Asset‐based measurement of poverty (2010)An equilibrium characterization of the term structure (1977)Discretion versus policy rules in practice (1993)A consumption-based model of the term structure of interest rates☆ (2005)Bond Risk Premia (2005)Macro Factors in Bond Risk Premia (2009)The Information Content of Annual Earnings Announcements (1968)Measuring the Information Content of Stock Trades (1991)Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)Yield spreads on EMU government bonds (2003)The Pre-FOMC Announcement Drift (2012)Stochastic Differential Equations and Diffusion Processes (1983)A Theory of the Term Structure of Interest Rates (1985)Term Premia and Interest Rate Forecasts in Affine Models (2002)Basel Committee On Banking Supervision (2010)Bank Runs, Deposit Insurance, and Liquidity (1983)Financial Contagion (2000)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Interbank tiering and money center banks (2014)The Economic Costs of Organised Crime: Evidence from Southern Italy (2015)Contagion in Financial Networks (2016)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)The Determinants of Credit Spread Changes (2001)Credit Spreads and Business Cycle Fluctuations (2012)
this work references cited by second hop

References

  • 1991Common Factors Affecting Bond Returns1,796 cited
  • 2000Specification Analysis of Affine Term Structure Models1,708 cited
  • 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables1,687 cited
  • 2010Housing Market Spillovers: Evidence from an Estimated DSGE Model1,500 cited
  • 2007The U.S. Treasury yield curve: 1961 to the present1,337 cited
  • 2010Credit and Banking in a DSGE Model of the Euro Area1,252 cited
  • 2005The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models1,004 cited
  • 1993How Markets Process Information: News Releases and Volatility970 cited
  • 1999Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information799 cited
  • 2010Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns573 cited
  • 2009Bank risk and monetary policy566 cited
  • 2013POLITICIANS AT WORK: THE PRIVATE RETURNS AND SOCIAL COSTS OF POLITICAL CONNECTIONS562 cited
  • 2008A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy556 cited
  • 1999A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables543 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2007The Term Structure of Real Rates and Expected Inflation538 cited
  • 2011Service Regulation and Growth: Evidence from OECD Countries502 cited
  • Cited by

    • 2014Shadow Banks and Macroeconomic Instability26 cited