References

• 2001The Determinants of Credit Spread Changes2,253 cited
• 2007Corporate Yield Spreads and Bond Liquidity1,087 cited
• 2012Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply655 cited
• 2012What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?531 cited
• 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy413 cited
• 2023Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440)396 cited
• 2020When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response349 cited
• 2020Anatomy of a Liquidity Crisis: Corporate Bonds in the COVID-19 Crisis340 cited
• 2004The cross-section of expected corporate bond returns: Betas or characteristics?296 cited
• 2012The Federal Reserve's Large‐scale Asset Purchase Programmes: Rationale and Effects286 cited
• 2019How Quantitative Easing Works: Evidence on the Refinancing Channel235 cited
• 2019A capital structure channel of monetary policy199 cited
• 2011Did the Federal Reserve's MBS purchase program lower mortgage rates?172 cited
• 2015Monetary Policy and Real Borrowing Costs at the Zero Lower Bound165 cited