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Official Demand for U.S. Debt: Implications for U.S. Real Rates
16 references·0 citing·49 second hop
Official Demand for U.S. Debt: Implications for U.S. Real Rates (2019)Official Demand for U.S. Debt: Implicatio…The Transmission of Monetary Policy Shocks (2017)The Transmission of Monetary …Measuring the natural rate of interest: International trends and determinants (2017)Measuring the natural rate of…Bond Supply and Excess Bond Returns (2014)Bond Supply and Excess Bond R…Pricing the term structure with linear regressions (2013)Pricing the term structure wi…Noise as Information for Illiquidity (2013)Noise as Information for Illi…The Aggregate Demand for Treasury Debt (2012)The Aggregate Demand for Trea…Monetary Policy and Long-Term Real Rates (2012)Monetary Policy and Long-Term…Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply (2012)Flow and stock effects of lar…The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)The Effects of Quantitative E…The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment (2011)The Effectiveness of Alternat…Financial Integration, Financial Development, and Global Imbalances (2009)Financial Integration, Financ…A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)A Preferred-Habitat Model of …Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads (2008)Default and Recovery Implicit…An Equilibrium Model of “Global Imbalances” and Low Interest Rates (2008)An Equilibrium Model of “Glob…Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment (2004)Monetary Policy Alternatives …Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Are Government Bonds Net Wealth? (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Modeling Term Structures of Defaultable Bonds (1999)A Macroprudential Approach to Financial Regulation (2011)Monetary Policy as Financial Stability Regulation (2012)The Deposits Channel of Monetary Policy* (2017)The pricing of commodity contracts (1976)A Theory of the Term Structure of Interest Rates (1985)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Carry Trades and Currency Crashes (2008)Carry Trades and Currency Crashes (2008)Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms (2009)Efficient Capital Markets, Inefficient Firms: A Model of Myopic Corporate Behavior (1989)The Science of Monetary Policy: A New Keynesian Perspective (1999)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)The macroeconomic impact of financial and uncertainty shocks (2016)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)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)Macroeconomic Shocks and Their Propagation (2016)Journal of monetary economics (1987)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)What matters for financial development? Capital controls, institutions, and interactions (2005)The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–2004 (2007)International Liquidity and Exchange Rate Dynamics * (2015)Credit Crises, Precautionary Savings, and the Liquidity Trap* (2017)A General Equilibrium Approach To Monetary Theory (1969)An equilibrium characterization of the term structure (1977)Deviations from Covered Interest Rate Parity (2018)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Discretion versus policy rules in practice (1993)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)The Rate of Return on Everything, 1870-2015 (2018)The New Tools of Monetary Policy (2020)Foreign Safe Asset Demand and the Dollar Exchange Rate (2021)An Intertemporal Capital Asset Pricing Model (1973)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)A New Perspective on Gaussian Dynamic Term Structure Models (2010)Correcting Estimation Bias in Dynamic Term Structure Models (2012)A unified measure of Fed monetary policy shocks (2020)Debt, Deficits, and Finite Horizons (1985)The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? (2000)Globalization and the Gains From Variety (2006)Global Imbalances and the Financial Crisis: Link or No Link? (2011)The financial cycle and macroeconomics: What have we learnt? (2013)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)
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References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 2012The Aggregate Demand for Treasury Debt1,591 cited
  • 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy1,198 cited
  • 2008An Equilibrium Model of “Global Imbalances” and Low Interest Rates1,055 cited
  • 2008Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads805 cited
  • 2009Financial Integration, Financial Development, and Global Imbalances785 cited
  • 2009A Preferred-Habitat Model of the Term Structure of Interest Rates737 cited
  • 2013Pricing the term structure with linear regressions703 cited
  • 2017Measuring the natural rate of interest: International trends and determinants700 cited
  • 2012Monetary Policy and Long-Term Real Rates680 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
  • 2012Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply655 cited
  • 2017The Transmission of Monetary Policy Shocks542 cited
  • 2014Bond Supply and Excess Bond Returns

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517 cited
  • 2013Noise as Information for Illiquidity475 cited
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