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Monetary Policy and Real Borrowing Costs at the Zero Lower Bound
16 references·2 citing·34 second hop
Monetary Policy and Real Borrowing Costs at the Zero Lower Bound (2014)Monetary Policy and Real Borrowing Costs …High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)High Frequency Identification…The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases (2012)The Financial Market Effects …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…A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)A Preferred-Habitat Model of …The U.S. Treasury yield curve: 1961 to the present (2007)The U.S. Treasury yield curve…Corporate Bond Market Transaction Costs and Transparency (2007)Corporate Bond Market Transac…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)The Sensitivity of Long-Term …Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…The Relation Between Treasury Yields and Corporate Bond Yield Spreads (1998)The Relation Between Treasury…Symposium on the Monetary Transmission Mechanism (1995)Symposium on the Monetary Tra…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Unexpected Supply Effects of Quantitative Easing and Tightening (2023)Unexpected Supply Effects of …Financial Crises and the Transmission of Monetary Policy to Consumer Credit Markets (2020)Financial Crises and the Tran…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)The Debt-Deflation Theory of Great Depressions (1933)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Inside the bank lending channel (2004)How Has the Monetary Transmission Mechanism Evolved Over Time? (2010)Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model (2012)Market microstructure theory (1995)Market Microstructure Theory. (1996)Market microstructure: A survey (2000)The Illiquidity of Corporate Bonds (2011)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)Intermediary asset pricing: New evidence from many asset classes (2017)The federal funds rate and the channels of monetary transmission (1989)Interpreting the macroeconomic time series facts (1992)Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Parsimonious Modeling of Yield Curves (1987)The Information in Long-Maturity Forward Rates (1987)The Econometrics of Financial Markets (2012)Pricing the term structure with linear regressions (2013)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)The Aggregate Demand for Treasury Debt (2012)Macroeconomic Shocks and Their Propagation (2016)Interest and Prices (2004)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)U.S. Monetary Policy and the Global Financial Cycle (2020)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Uncertainty about Government Policy and Stock Prices (2012)
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References

  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 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
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission1,418 cited
  • 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect1,410 cited
  • 2007The U.S. Treasury yield curve: 1961 to the present1,337 cited
  • 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy1,198 cited
  • 1995Symposium on the Monetary Transmission Mechanism1,030 cited
  • 2005The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models1,004 cited
  • 2007Corporate Bond Market Transaction Costs and Transparency966 cited
  • 1998The Relation Between Treasury Yields and Corporate Bond Yield Spreads778 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
  • 2012Monetary Policy and Long-Term Real Rates680 cited

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  • 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
  • Cited by

    • 2023Unexpected Supply Effects of Quantitative Easing and Tightening19 cited
    • 2020Financial Crises and the Transmission of Monetary Policy to Consumer Credit Markets18 cited