References

• 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
• 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
• 2005Bond Risk Premia1,546 cited
• 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy1,198 cited
• 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
• 2012The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases704 cited
• 2012Monetary Policy and Long-Term Real Rates680 cited
• 2011The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment671 cited
• 2012Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply655 cited
• 2013Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks587 cited
• 2010A New Perspective on Gaussian Dynamic Term Structure Models544 cited
• 1999A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables543 cited
• 2012What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?531 cited
• 2006The high-frequency response of exchange rates and interest rates to macroeconomic announcements