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Term Structure Modelling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs

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420 cited

1998Specification Analysis of Affine Term Structure Models375 cited

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2012International Channels of the Fed’s Unconventional Monetary Policy,14 cited
2023Evaluating central bank asset purchases in a term structure model with a forward-looking supply factor12 cited
2015The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment10 cited