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Expectations About the Federal Reserve's Balance Sheet and the Term Structure of Interest Rates
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Expectations About the Federal Reserve's Balance Sheet and the Term Structure of Interest Rates (2012)Expectations About the Federal Reserve's …INNOVATIONS IN INTEREST RATE POLICY (2016)INNOVATIONS IN INTEREST RATE …The Federal Reserve's Large-Scale Asset Purchase Programs: Rationale and Effects (2013)The Federal Reserve's Large-S…The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases (2012)The Financial Market Effects …Have We Underestimated the Likelihood and Severity of Zero Lower Bound Events? (2012)Have We Underestimated the Li…Let’s Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2 (2011)Let’s Twist Again: A High-Fre…Flow and Stock Effects of Large-Scale Treasury Purchases (2010)Flow and Stock Effects of Lar…A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)A Preferred-Habitat Model of …A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…An equilibrium characterization of the term structure (1977)An equilibrium characterizati…The Term Structure of Interest Rates (1957)The Term Structure of Interes…Quantitative Easing as a Policy Tool Under the Effective Lower Bound (2021)Quantitative Easing as a Poli…Monetary Policy and Economic Performance Since the Financial Crisis (2020)Monetary Policy and Economic …Could a higher inflation target enhance macroeconomic stability? (2018)Could a higher inflation targ…The Federal Reserve's Tools for Policy Normalization in a Preferred Habitat Model of Financial Markets (2016)The Federal Reserve's Tools f…Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Aairs Federal Reserve Board, Washington, D.C. Gauging the Ability of the FOMC to Respond to Future Recessions (2016)Finance and Economics Discuss…The Macroeconomic Effects of the Federal Reserve's Unconventional Monetary Policies (2015)The Macroeconomic Effects of …Unconventional Monetary Policies: Evolving Practices, Their Effects and Potential Costs (2013)Unconventional Monetary Polic…Estimating Term Premia at the Zero Bound: An Analysis of Japanese, US, and UK Yields * (2013)Estimating Term Premia at the…Effects of Quantitative Easing on Asia: Capital Flows and Financial Markets (2013)Effects of Quantitative Easin…The Federal Reserve's Balance Sheet: A Primer and Projections (2012)The Federal Reserve's Balance…Discretion versus policy rules in practice (1993)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility (2014)The Financial and Macroeconomic Effects of OMT Announcements (2014)What are the macroeconomic effects of asset purchases? (2016)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)The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment (2011)Bond Supply and Excess Bond Returns (2014)Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates (2014)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Bond Risk Premia (2005)The U.S. Treasury yield curve: 1961 to the present (2007)Anticipated and Repeated Shocks in Liquid Markets (2013)On the International Spillovers of US Quantitative Easing (2013)ECB Unconventional Monetary Policy: Market Impact and International Spillovers (2016)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)A Monetary History of the United States, 1867-1960 (2008)Quantitative Easing and Unconventional Monetary Policy – an Introduction (2012)Evaluating asset-market effects of unconventional monetary policy: a multi-country review (2014)Optimum consumption and portfolio rules in a continuous-time model (1971)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Dynamic Asset Pricing Theory. (1993)Theory of rational option pricing (2005)A General Equilibrium Approach To Monetary Theory (1969)Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply (2012)Deviations from Covered Interest Rate Parity (2018)Parsimonious Modeling of Yield Curves (1987)The Term Structure as a Predictor of Real Economic Activity (1991)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)The Impact of the Federal Reserve's Large‐Scale Asset Purchase Programs on Corporate Credit Risk (2013)The Ins and Outs of LSAPs (2013)The macroeconomic impact of unconventional monetary policy shocks (2015)The Distributed Lag Between Capital Appropriations and Expenditures (1965)A Treatise on Money (1971)A multivariate model of strategic asset allocation (2002)A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates (1981)Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440) (2023)
this work references cited by second hop

References

  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 1977An equilibrium characterization of the term structure6,104 cited
  • 2009A Preferred-Habitat Model of the Term Structure of Interest Rates737 cited
  • 2012The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases704 cited
  • 2016INNOVATIONS IN INTEREST RATE POLICY442 cited
  • 2011Let’s Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2420 cited
  • 1957The Term Structure of Interest Rates373 cited
  • 2012Have We Underestimated the Likelihood and Severity of Zero Lower Bound Events?278 cited
  • 2010Flow and Stock Effects of Large-Scale Treasury Purchases226 cited
  • 2013The Federal Reserve's Large-Scale Asset Purchase Programs: Rationale and Effects94 cited

Cited by

  • 2013Effects of Quantitative Easing on Asia: Capital Flows and Financial Markets45 cited
  • 2015The Macroeconomic Effects of the Federal Reserve's Unconventional Monetary Policies39 cited
  • 2013Estimating Term Premia at the Zero Bound: An Analysis of Japanese, US, and UK Yields *35 cited
  • 2013Unconventional Monetary Policies: Evolving Practices, Their Effects and Potential Costs34 cited

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2020
Monetary Policy and Economic Performance Since the Financial Crisis
23 cited
  • 2012The Federal Reserve's Balance Sheet: A Primer and Projections21 cited
  • 2016The Federal Reserve's Tools for Policy Normalization in a Preferred Habitat Model of Financial Markets15 cited
  • 2016Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Aairs Federal Reserve Board, Washington, D.C. Gauging the Ability of the FOMC to Respond to Future Recessions11 cited
  • 2021Quantitative Easing as a Policy Tool Under the Effective Lower Bound11 cited
  • 2018Could a higher inflation target enhance macroeconomic stability?10 cited