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A Portfolio Model of Quantitative Easing
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A Portfolio Model of Quantitative Easing (2016)A Portfolio Model of Quantitative EasingQuantitative Easing and Bank Risk taking: Evidence from Lending (2017)Quantitative Easing and Bank …Does Quantitative Easing Affect Market Liquidity? (2017)Does Quantitative Easing Affe…A probability-based stress test of Federal Reserve assets and income (2015)A probability-based stress te…Analyzing Federal Reserve asset purchases: From whom does the Fed buy? (2014)Analyzing Federal Reserve ass…The Signaling Channel for Federal Reserve Bond Purchases (2013)The Signaling Channel for Fed…The Response of Interest Rates to US and UK Quantitative Easing (2012)The Response of Interest Rate…The Financial Market Impact of Quantitative Easing in the United Kingdom (2012)The Financial Market Impact o…Large Excess Reserves in the U.S.: A View from the Cross-Section of Banks (2012)Large Excess Reserves in the …The Signaling Channel for Federal Reserve Bond Purchases (2011)The Signaling Channel for Fed…The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)The Effects of Quantitative E…Large-Scale Asset Purchases by the Federal Reserve: Did They Work? (2011)Large-Scale Asset Purchases b…The Financial Market Impact of Quantitative Easing (2010)The Financial Market Impact o…Large-Scale Asset Purchases by the Federal Reserve: Did They Work? (2010)Large-Scale Asset Purchases b…A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)A Preferred-Habitat Model of …Conducting Monetary Policy at Very Low Short-Term Interest Rates (2004)Conducting Monetary Policy at…A General Equilibrium Approach To Monetary Theory (1969)A General Equilibrium Approac…Parsimonious Modeling of Yield Curves (1987)Forecasting, Structural Time Series Models and the Kalman Filter (1990)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme (2015)Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440) (2023)The Optimum Quantity of Money: and Other Essays (1971)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)The Interrelationships Among Informal Institutions, Formal Institutions, and Inward Foreign Direct Investment (2011)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Capital flows to emerging market economies: A brave new world? (2014)A Comparative‐Advantage Approach to Government Debt Maturity (2015)Why bank capital matters for monetary policy (2016)A New Measure of Monetary Shocks: Derivation and Implications (2004)Debt, Deleveraging, and the Liquidity Trap: A Fisher-Minsky-Koo Approach* (2012)Fiscal Policy in a Depressed Economy (2012)The Aggregate Demand for Treasury Debt (2012)Macroeconomic Shocks and Their Propagation (2016)Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower BoundLiquidity Preference as Behavior Towards Risk (1958)Multivariate Simultaneous Generalized ARCH (1995)The Federal Reserve's Large‐scale Asset Purchase Programmes: Rationale and Effects (2012)International channels of the Fed's unconventional monetary policy (2014)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply (2012)Deviations from Covered Interest Rate Parity (2018)Small-sample Confidence Intervals for Impulse Response Functions (1998)Information Technology and the U.S. Economy (2001)Nursery Cities: Urban Diversity, Process Innovation, and the Life Cycle of Products (2001)Does female representation in top management improve firm performance? A panel data investigation (2012)Four Stories of Quantitative Easing (2013)Bond Supply and Excess Bond Returns (2014)On the International Spillovers of US Quantitative Easing (2016)Unconventional monetary policy had large international effects (2014)
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References

  • 1969A General Equilibrium Approach To Monetary Theory5,340 cited
  • 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy1,198 cited
  • 2009A Preferred-Habitat Model of the Term Structure of Interest Rates737 cited
  • 2004Conducting Monetary Policy at Very Low Short-Term Interest Rates554 cited
  • 2012The Financial Market Impact of Quantitative Easing in the United Kingdom406 cited
  • 2011Large-Scale Asset Purchases by the Federal Reserve: Did They Work?402 cited
  • 2012The Response of Interest Rates to US and UK Quantitative Easing344 cited
  • 2013The Signaling Channel for Federal Reserve Bond Purchases315 cited
  • 2010Large-Scale Asset Purchases by the Federal Reserve: Did They Work?304 cited
  • 2010The Financial Market Impact of Quantitative Easing303 cited
  • 2011The Signaling Channel for Federal Reserve Bond Purchases216 cited
  • 2014Analyzing Federal Reserve asset purchases: From whom does the Fed buy?81 cited
  • 2015A probability-based stress test of Federal Reserve assets and income69 cited
  • 2017Quantitative Easing and Bank Risk taking: Evidence from Lending66 cited
  • 2017Does Quantitative Easing Affect Market Liquidity?

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  • 2012Large Excess Reserves in the U.S.: A View from the Cross-Section of Banks33 cited
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