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Risk-Free Rates and Convenience Yields Around the World
16 references·1 citing·49 second hopsampled
Risk-Free Rates and Convenience Yields Around the World (2026)Risk-Free Rates and Convenience Yields Ar…Liquidity and Exchange Rates: An Empirical Investigation (2022)Liquidity and Exchange Rates:…Risk-free interest rates (2021)Risk-free interest ratesForeign Safe Asset Demand and the Dollar Exchange Rate (2021)Foreign Safe Asset Demand and…Credit migration and covered interest rate parity (2020)Credit migration and covered …Negative Swap Spreads and Limited Arbitrage (2019)Negative Swap Spreads and Lim…Deviations from Covered Interest Rate Parity (2018)Deviations from Covered Inter…Liquidity: A New Monetarist Perspective (2017)Liquidity: A New Monetarist P…ECB Policies Involving Government Bond Purchases: Impact and Channels (2017)ECB Policies Involving Govern…ECB Policies Involving Government Bond Purchases: Impact and Channels (2017)ECB Policies Involving Govern…The Liquidity Premium of Near-Money Assets* (2016)The Liquidity Premium of Near…The Deposits Channel of Monetary Policy (2016)The Deposits Channel of Monet…The Aggregate Demand for Treasury Debt (2012)The Aggregate Demand for Trea…Decomposing swap spreads (2008)Decomposing swap spreadsA Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles (1996)A Monetary Explanation of the…Financial Intermediaries and Liquidity Creation (1990)Financial Intermediaries and …Clearing and Settlement During the Crash (1990)Clearing and Settlement Durin…Treasury Richness (2024)Treasury RichnessThe federal funds rate and the channels of monetary transmission (1989)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Exchange Rates, Interest Rates, and the Risk Premium (2016)An intertemporal CAPM with stochastic volatility (2018)Banking on Deposits: Maturity Transformation without Interest Rate Risk (2021)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Bank Runs, Deposit Insurance, and Liquidity (1983)Corporate financing and investment decisions when firms have information that investors do not have (1984)Liquidity Shortages and Banking Crises (2002)Monetary Policy as Financial Stability Regulation (2012)The Deposits Channel of Monetary Policy* (2017)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)The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)The equity premium: A puzzle (1985)Recursive Methods in Economic Dynamics (1989)Monetary policy and asset prices (2007)Asset prices and liquidity in an exchange economy (2010)The History and Economics of Safe Assets (2017)The General Theory of Employment, Interest and Money. (1936)Banks, Liquidity Management and Monetary Policy (2014)American Economic Review (2019)Directed Search and Competitive Search Equilibrium: A Guided Tour (2021)Determinants of corporate borrowing (1977)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Announcements of ECB unconventional programs: Implications for the sovereign spreads of stressed euro area countries (2015)Inspecting the mechanism of quantitative easing in the euro area (2020)Corporate bond market reactions to quantitative easing during the COVID-19 pandemic (2021)Expectations and Exchange Rate Dynamics (1976)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Exchange Rates and Asset Prices in a Global Demand System (2020)U.S. Banks and Global Liquidity (2020)Essays in International Finance (2024)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Term Structure Models and the Zero Bound: An Empirical Investigation of Japanese Yields (2010)Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis (2011)Agency Costs, Net Worth, And Business Fluctuations (1988)The Limits of Arbitrage (1995)Market Liquidity and Funding Liquidity (2008)When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response (2020)Exchange Rate Disconnect in General Equilibrium (2021)Equilibrium and welfare in markets with financially constrained arbitrageurs (2002)The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)Targeted monetary policy and bank lending behavior (2021)
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References

  • 2012The Aggregate Demand for Treasury Debt1,591 cited
  • 1990Financial Intermediaries and Liquidity Creation1,078 cited
  • 2018Deviations from Covered Interest Rate Parity722 cited
  • 2016The Liquidity Premium of Near-Money Assets*445 cited
  • 2021Foreign Safe Asset Demand and the Dollar Exchange Rate331 cited
  • 2008Decomposing swap spreads277 cited
  • 2017Liquidity: A New Monetarist Perspective267 cited
  • 2017ECB Policies Involving Government Bond Purchases: Impact and Channels262 cited
  • 1996A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles256 cited
  • 2017ECB Policies Involving Government Bond Purchases: Impact and Channels151 cited
  • 2020Credit migration and covered interest rate parity142 cited
  • 1990Clearing and Settlement During the Crash140 cited
  • 2016The Deposits Channel of Monetary Policy127 cited
  • 2021Risk-free interest rates124 cited
  • 2022Liquidity and Exchange Rates: An Empirical Investigation85 cited
  • 2019Negative Swap Spreads and Limited Arbitrage82 cited

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Cited by

  • 2024Treasury Richness26 cited