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Impact of Foreign Official Purchases of US Treasuries on the Yield Curve
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Impact of Foreign Official Purchases of US Treasuries on the Yield Curve (2020)Impact of Foreign Official Purchases of U…Macroeconomics and the Term Structure (2012)Macroeconomics and the Term S…Identification and estimation of Gaussian affine term structure models (2012)Identification and estimation…Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards (2011)Bank Risk-taking, Securitizat…Affine Term Structure Models (2010)Affine Term Structure ModelsInternational capital flows and U.S. interest rates (2009)International capital flows a…Canonical Term‐Structure Models with Observable Factors and the Dynamics of Bond Risk Premia (2008)Canonical Term‐Structure Mode…The U.S. Treasury yield curve: 1961 to the present (2007)The U.S. Treasury yield curve…Term Structure Estimation with Survey Data on Interest Rate Forecasts (2006)Term Structure Estimation wit…An 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 …Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment (2004)Monetary Policy Alternatives …A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)A no-arbitrage vector autoreg…Term Premia and Interest Rate Forecasts in Affine Models (2002)Term Premia and Interest Rate…Expectation puzzles, time-varying risk premia, and affine models of the term structure (2002)Expectation puzzles, time-var…Specification Analysis of Affine Term Structure Models (2000)Specification Analysis of Aff…Discretion versus policy rules in practice (1993)Discretion versus policy rule…"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 Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment (2011)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)Business conditions and expected returns on stocks and bonds (1989)The Variation of Economic Risk Premiums (1991)Does financial liberalization spur growth? (2005)Financial Integration, Financial Deepness and Global Imbalances (2007)International Reserves in Emerging Market Countries: Too Much of a Good Thing? (2007)What Segments Equity Markets? (2011)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Output Fluctuations in the United States: What Has Changed since the Early 1980's?A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)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)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)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Common risk factors in the returns on stocks and bonds (1993)Bond Risk Premia (2005)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)A Model of Shadow Banking (2013)Bank Leverage and Monetary Policy's Risk‐Taking Channel: Evidence from the United States (2016)Whatever It Takes: The Real Effects of Unconventional Monetary Policy (2017)Stochastic Differential Equations and Diffusion Processes (1983)Basel Committee On Banking Supervision (2010)A consumption-based model of the term structure of interest rates☆ (2005)Macro Factors in Bond Risk Premia (2009)Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads (2008)
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References

  • 1993Discretion versus policy rules in practice9,059 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
  • 2002Term Premia and Interest Rate Forecasts in Affine Models1,581 cited
  • 2007The U.S. Treasury yield curve: 1961 to the present1,337 cited
  • 2002Expectation puzzles, time-varying risk premia, and affine models of the term structure754 cited
  • 2011Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards730 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
  • 2009International capital flows and U.S. interest rates399 cited
  • 2010Affine Term Structure Models384 cited
  • 2004Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment339 cited
  • 2012Macroeconomics and the Term Structure314 cited
  • 2008Canonical Term‐Structure Models with Observable Factors and the Dynamics of Bond Risk Premia204 cited

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2012
Identification and estimation of Gaussian affine term structure models
181 cited
  • 2006Term Structure Estimation with Survey Data on Interest Rate Forecasts170 cited
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