References

• 2001Econometric Analysis of Cross Section and Panel Data27,575 cited
• 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
• 2003Zero Bound on Interest Rates and Optimal Monetary Policy1,801 cited
• 2012The Aggregate Demand for Treasury Debt1,591 cited
• 2008Panel data methods for fractional response variables with an application to test pass rates1,319 cited
• 2012International Journal of Central Banking1,258 cited
• 2004Over-the-Counter Markets1,199 cited
• 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy1,198 cited
• 2007Corporate Yield Spreads and Bond Liquidity1,087 cited
• 2003The Zero Bound on Interest Rates and Optimal Monetary Policy854 cited
• 2014A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk812 cited
• 2009A Preferred-Habitat Model of the Term Structure of Interest Rates737 cited
• 2008Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market706 cited
• 2011The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment671 cited
• 2004Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment