13
H index
18
i10 index
1024
Citations
Universität Hamburg | 13 H index 18 i10 index 1024 Citations RESEARCH PRODUCTION: 29 Articles 32 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Dominic Bauer. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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FRBSF Economic Letter | 18 |
Journal of Business & Economic Statistics | 2 |
American Economic Review | 2 |
International Journal of Central Banking | 2 |
Journal of Money, Credit and Banking | 2 |
Year | Title of citing document | |
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2020 | Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09. Full description at Econpapers || Download paper | |
2021 | The New Keynesian Model and Bond Yields. (2021). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2021-01. Full description at Econpapers || Download paper | |
2021 | Long and short memory in dynamic term structure models. (2021). Huseynov, Salman. In: CREATES Research Papers. RePEc:aah:create:2021-15. Full description at Econpapers || Download paper | |
2021 | Asymmetric short-rate model without lower bound. (2021). Wang, Linqi ; Vrins, Frederic. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021006. Full description at Econpapers || Download paper | |
2021 | A Multicountry Model of the Term Structures of Interest Rates with a GVAR. (2021). Moura, Rubens ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021007. Full description at Econpapers || Download paper | |
2021 | Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections. (2019). Diebold, Francis ; Rudebusch, Glenn D. In: Papers. RePEc:arx:papers:1912.10774. Full description at Econpapers || Download paper | |
2020 | Equity Tail Risk in the Treasury Bond Market. (2020). Rubin, Mirco ; Ruzzi, Dario. In: Papers. RePEc:arx:papers:2007.05933. Full description at Econpapers || Download paper | |
2021 | Constructing the Yield Curve for Sri Lankas Government Bond Market. (2021). Pathirannehelage, Kangara ; Liyanage, Dewundara. In: International Journal of Business and Economic Affairs (IJBEA). RePEc:aya:ijbeaa:2021:p:56-69. Full description at Econpapers || Download paper | |
2021 | Debt-Secular Economic Changes and Bond Yields. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:21-14. Full description at Econpapers || Download paper | |
2021 | A Non-Knotty Inflation Risk Premium Model. (2021). Machado, Jose Valentim. In: Working Papers Series. RePEc:bcb:wpaper:543. Full description at Econpapers || Download paper | |
2021 | The impact of heterogeneous unconventional monetary policies on the expectations of market crashes. (2021). Alonso Alvarez, Irma ; Vaello-Sebastia, Antoni ; Serrano, Pedro. In: Working Papers. RePEc:bde:wpaper:2127. Full description at Econpapers || Download paper | |
2021 | Inflation expectations in the euro area: indicators, analyses and models used at Banca d’Italia. (2021). Zizza, Roberta ; Tagliabracci, Alex ; Notarpietro, Alessandro ; Fantino, Davide ; Tiseno, Andrea ; Riggi, Marianna ; Cecchetti, Sara. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_612_21. Full description at Econpapers || Download paper | |
2020 | Equity tail risk in the treasury bond market. (2020). Ruzzi, Dario ; Rubin, Mirco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1311_20. Full description at Econpapers || Download paper | |
2020 | Term Premium Dynamics and its Determinants: The Mexican Case. (2020). Roldan-Pea, Jessica ; Elizondo, Rocio ; Diego-Fernandez, Maria ; Aguilar-Argaez, Ana. In: Working Papers. RePEc:bdm:wpaper:2020-18. Full description at Econpapers || Download paper | |
2021 | The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07. Full description at Econpapers || Download paper | |
2021 | Capital Flows to Emerging Economies and Global Risk Aversion during the COVID-19 Pandemic. (2021). Ibarra, Raul ; Hernandez, Juan ; Alba, Carlos ; Ibarra-Ramrez, Ral ; Hernndez, Juan R ; Cuadra, Gabriel. In: Working Papers. RePEc:bdm:wpaper:2021-17. Full description at Econpapers || Download paper | |
2021 | Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:829. Full description at Econpapers || Download paper | |
2022 | Term premium dynamics and its determinants: the Mexican case. (2022). Roldan-Pea, Jessica ; Elizondo, Rocio ; Diego-Fernandez, Maria ; Aguilar, Ana. In: BIS Working Papers. RePEc:bis:biswps:993. Full description at Econpapers || Download paper | |
2022 | Monetary policy expectation errors. (2022). Schrimpf, Andreas ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:996. Full description at Econpapers || Download paper | |
2021 | Uncertainty and monetary policy in the US: A journey into nonlinear territory. (2021). Pellegrino, Giovanni. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1106-1128. Full description at Econpapers || Download paper | |
2021 | Why central banks announcing liquidity injections is more effective than forward guidance. (2021). Klose, Jens ; Baumgärtner, Martin ; Baumgartner, Martin. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:2:p:236-256. Full description at Econpapers || Download paper | |
2021 | Currency hedging and quantitative easing: Evidence from global bond markets. (2021). Zhong, Rui ; Zhang, Jie ; Kryzanowski, Lawrence. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:555-597. Full description at Econpapers || Download paper | |
2020 | The Banking View of Bond Risk Premia. (2020). Sraer, David ; Haddad, Valentin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2465-2502. Full description at Econpapers || Download paper | |
2021 | Learning From Disagreement in the U.S. Treasury Bond Market. (2021). Singleton, Kenneth J ; Laursen, Kristoffer T ; Giacoletti, Marco. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:395-441. Full description at Econpapers || Download paper | |
2021 | Presidential Address: How Much “Rationality” Is There in Bond?Market Risk Premiums?. (2021). Singleton, Kenneth J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1611-1654. Full description at Econpapers || Download paper | |
2020 | A shadow rate without a lower bound constraint. (2020). Ristiniemi, Annukka ; De Rezende, Rafael. In: Bank of England working papers. RePEc:boe:boeewp:0864. Full description at Econpapers || Download paper | |
2021 | Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Sustek, Roman ; Mumtaz, Haroon ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0914. Full description at Econpapers || Download paper | |
2020 | The effects of conventional and unconventional monetary policy : identification through the yield curve. (2020). Nelimarkka, Jaakko ; Kortela, Tomi . In: Research Discussion Papers. RePEc:bof:bofrdp:2020_003. Full description at Econpapers || Download paper | |
2020 | Time-frequency forecast of the equity premium. (2020). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_006. Full description at Econpapers || Download paper | |
2021 | Yield curve momentum. (2021). Sihvonen, Markus. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_015. Full description at Econpapers || Download paper | |
2022 | Monetary policy and inequality : The Finnish case. (2022). Gulan, Adam ; Silvo, Aino ; Maki-Franti, Petri ; Kilponen, Juha. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_003. Full description at Econpapers || Download paper | |
2022 | Causal effects of the Feds large-scale asset purchases on firms capital structure. (2022). Pesaran, M H ; Nocera, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2224. Full description at Econpapers || Download paper | |
2021 | Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305. Full description at Econpapers || Download paper | |
2022 | Causal Effects of the Feds Large-Scale Asset Purchases on Firms Capital Structure. (2022). Pesaran, Hashem M ; Nocera, Andrea . In: CESifo Working Paper Series. RePEc:ces:ceswps:_9695. Full description at Econpapers || Download paper | |
2021 | Estimating Shadow Policy Rates in a Small Open Economy and the Role of Foreign Factors. (2021). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:915. Full description at Econpapers || Download paper | |
2021 | Beyond the Interest Rate Pass-through: Monetary Policy and Banks Interest Rates during the Effective Lower Bound. (2021). Labondance, Fabien ; Blot, Christophe. In: Working Papers. RePEc:crb:wpaper:2021-03. Full description at Econpapers || Download paper | |
2020 | Estimation of Impulse response functions with term structure local projections. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-05. Full description at Econpapers || Download paper | |
2020 | Monetary policy and the yield curve. (2020). Smith, Julie K ; Gamber, Edward N. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00018. Full description at Econpapers || Download paper | |
2021 | Inflation expectations and their role in Eurosystem forecasting. (2021). Tagliabracci, Alex ; Pönkä, Harri ; Meyler, Aidan ; Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Krasnopjorovs, Olegs ; Kearney, Ide ; DARRACQ PARIES, Matthieu ; Colavecchio, Roberta ; BOBEICA, Elena ; Paredes, Joan ; Robert, Pierre-Antoine ; Iskrev, Nikolay ; Jonckheere, Jana ; Speck, Christian ; Jorgensen, Casper ; Stockhammar, Par ; Bessonovs, Andrejs ; Trezzi, Riccardo ; Hutchinson, John ; Vilmi, Lauri ; Stanisawska, Ewa ; Fritzer, Friedrich ; Schupp, Fabian ; Yziak, Tomasz ; Boninghausen, Benjamin ; Hartwig, Benny ; Galati, Gabriele ; Ponka, Harri ; Tengely, Veronika ; Maletic, Matjaz ; Brazdik, Frantiek ; Kasimati, Evangelia ; Charalampakis, Evangelos ; Paloviita, Maritta ; Tirpak, Marcel ; Riggi, Marianna ; Hartmann, Matthias ; Dam | |
2021 | Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement. (2021). Verona, Fabio ; Vetlov, Igor ; Pisani, Massimiliano ; Papadopoulou, Niki ; Notarpietro, Alessandro ; Lozej, Matija ; Lemoine, Matthieu ; DARRACQ PARIES, Matthieu ; Alvarez, Luis ; Schmoller, Michaela ; Haertel, Thomas ; Cova, Pietro ; Angelini, Elena ; Consolo, Agostino ; Gumiel, Jose Emilio ; Paredes, Joan ; Turunen, Harri ; Ciccarelli, Matteo ; Langenus, Geert ; Dupraz, Stephane ; Montes-Galdon, Carlos ; Kuhl, Michael ; Aldama, Pierre ; Szorfi, Bela ; Christoffel, Kai ; Zhutova, Anastasia ; Zimic, Sreko ; de Walque, Gregory ; Matheron, Julien ; Julio, Paulo ; deWalque, Gregory ; Carroy, Alice ; Warne, Anders ; Kilponen, Juha ; Smadu, Andra ; Marotta, Fulvia ; Hurtado, Samuel ; Damjanovi, Milan ; Berbe | |
2021 | Clear, consistent and engaging: ECB monetary policy communication in a changing world. (2021). Assenmacher, Katrin ; Samarina, Anna ; Rieder, Kilian ; Mestre, Ricardo ; Kocharkov, Georgi ; Giovannini, Alessandro ; Gertler, Pavel ; Ehrmann, Michael ; Ioannidis, Michael ; Glockler, Gabriel ; Georgarakos, Dimitris ; Schupp, Fabian ; Meyer, Justus ; Bitterlich, Marie Therese ; Huertgen, Patrick ; Winkler, Bernhard ; Gardt, Marius ; Anta, Martin ; Bergbauer, Stephanie ; Hoffmann, Mathias ; Weber, Michael ; Ferrero, Giuseppe ; Marquez, Victor ; Bakk-Simon, Klara ; Herrala, Niko ; Tiseno, Andrea ; Ferreira, Clodomiro ; Ruhe, Corina ; Manrique, Marta ; Arigoni, Filippo ; Hernborg, Nils ; Tischer, Johannes ; Reedik, Reet ; Fernandez, Ricardo ; Linzert, Tobias ; Argiri, Eleni ; Hellstrom, Jenni ; Taylor, Eva ; Penalv | |
2022 | Rate forward guidance in an environment of large central bank balance sheets: a Eurosystem stock-taking assessment. (2022). Coenen, Günter ; On, Taskforce. In: Occasional Paper Series. RePEc:ecb:ecbops:2022290. Full description at Econpapers || Download paper | |
2020 | Central banks in parliaments: a text analysis of the parliamentary hearings of the Bank of England, the European Central Bank and the Federal Reserve. (2020). Jamet, Jean-Francois ; Fraccaroli, Nicolò ; Giovannini, Alessandro. In: Working Paper Series. RePEc:ecb:ecbwps:20202442. Full description at Econpapers || Download paper | |
2020 | Central bank information effects and transatlantic spillovers. (2020). Jarociński, Marek ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20202482. Full description at Econpapers || Download paper | |
2021 | Text-based recession probabilities. (2021). Minesso Ferrari, Massimo ; le Mezo, Helena. In: Working Paper Series. RePEc:ecb:ecbwps:20212516. Full description at Econpapers || Download paper | |
2021 | Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies. (2021). Lemke, Wolfgang ; Altavilla, Carlo ; Rostagno, Massimo ; Guilhem, Arthur Saint ; Motto, Roberto ; Carboni, Giacomo. In: Working Paper Series. RePEc:ecb:ecbwps:20212564. Full description at Econpapers || Download paper | |
2021 | Natural rate chimera and bond pricing reality. (2021). Lemke, Wolfgang ; Goy, Gavin ; Brand, Claus. In: Working Paper Series. RePEc:ecb:ecbwps:20212612. Full description at Econpapers || Download paper | |
2021 | Product market structure and monetary policy: evidence from the Euro Area. (2021). Vives, Xavier ; Petroulakis, Filippos ; McAdam, Peter ; Ferrando, Annalisa. In: Working Paper Series. RePEc:ecb:ecbwps:20212632. Full description at Econpapers || Download paper | |
2020 | Time to build and bond risk premia. (2020). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301925. Full description at Econpapers || Download paper | |
2021 | MoNK: Mortgages in a New-Keynesian model. (2021). Ustek, Roman ; Kydland, Finn E ; Garriga, Carlos. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:123:y:2021:i:c:s016518892030227x. Full description at Econpapers || Download paper | |
2022 | Time to build and bond risk premia. (2022). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188921000154. Full description at Econpapers || Download paper | |
2021 | Interest rate trends in a global context. (2021). Tesar, Linda L ; Stolyarov, Dmitriy. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001218. Full description at Econpapers || Download paper | |
2021 | The reaction of inflation forecasts to news about the Fed. (2021). Mazumder, Sandeep. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:256-264. Full description at Econpapers || Download paper | |
2021 | Mortgage credit volumes and monetary policy after the Great Recession. (2021). Leu, Shawn ; Robertson, Mari L. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:483-500. Full description at Econpapers || Download paper | |
2021 | Words and deeds in managing expectations: Empirical evidence from an inflation targeting economy. (2021). Stanisławska, Ewa ; Łyziak, Tomasz ; Stanisawska, Ewa ; Dory, Wirginia ; Baranowski, Pawe. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:49-67. Full description at Econpapers || Download paper | |
2021 | A novel approach to the estimation of an actively managed component of foreign exchange reserves. (2021). Dbrowski, Marek A. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:83-95. Full description at Econpapers || Download paper | |
2020 | Identification of triggers of U.S. yield curve movements. (2020). Kučera, Adam ; Kuera, Adam. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301789. Full description at Econpapers || Download paper | |
2022 | Monetary policy and bank performance: The role of business models. (2022). Huynh, Japan ; Dang, Van Dan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002011. Full description at Econpapers || Download paper | |
2021 | Household expectations and the release of macroeconomic statistics. (2021). Binder, Carola Conces. In: Economics Letters. RePEc:eee:ecolet:v:207:y:2021:i:c:s0165176521003189. Full description at Econpapers || Download paper | |
2021 | Expectation spillovers and the return of inflation. (2021). Garcia, Juan Angel ; Ciccarelli, Matteo. In: Economics Letters. RePEc:eee:ecolet:v:209:y:2021:i:c:s0165176521003967. Full description at Econpapers || Download paper | |
2021 | Simple tests for stock return predictability with good size and power properties. (2021). Taylor, Robert ; Robert, A M ; Leybourne, Stephen J ; Harvey, David I. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:198-214. Full description at Econpapers || Download paper | |
2021 | Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet. (2021). Golinski, Adam ; Goliski, Adam. In: European Economic Review. RePEc:eee:eecrev:v:131:y:2021:i:c:s0014292120302439. Full description at Econpapers || Download paper | |
2021 | Adaptive learning with term structure information. (2021). Vázquez, Jesús ; Aguilar, Pablo ; Vazquez, Jesus. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000428. Full description at Econpapers || Download paper | |
2021 | Can interest rate factors explain exchange rate fluctuations?. (2021). Yung, Julieta. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:34-56. Full description at Econpapers || Download paper | |
2022 | The time-varying bond risk premia in China. (2022). Liu, Lanbiao ; Guo, Bin ; Zhang, Han. In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:51-76. Full description at Econpapers || Download paper | |
2021 | Long-term foreign exchange risk premia and inflation risk. (2021). Moneta, Fabio ; Kim, Dae Hwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002271. Full description at Econpapers || Download paper | |
2022 | International spillover effects of unconventional monetary policies of major central banks. (2022). Okimoto, Tatsuyoshi ; Inoue, Tomoo. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002854. Full description at Econpapers || Download paper | |
2021 | Do market participants’ forecasts of financial variables outperform the random-walk benchmark?. (2021). Ãsterholm, Pär ; Osterholm, Par ; Kladivko, Kamil. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612319313443. Full description at Econpapers || Download paper | |
2021 | Global bond risk premia under falling stars. (2021). Zhu, Xiaoneng ; Zhang, Yugui. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s154461232031730x. Full description at Econpapers || Download paper | |
2022 | Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets. (2022). Zaremba, Adam ; Umar, Zaghum ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001239. Full description at Econpapers || Download paper | |
2021 | The international spillover effects of US monetary policy uncertainty. (2021). Lakdawala, Aeimit ; Schaffer, Matthew ; Moreland, Timothy. In: Journal of International Economics. RePEc:eee:inecon:v:133:y:2021:i:c:s0022199621001057. Full description at Econpapers || Download paper | |
2021 | Impact of the ECB Quantitative Easing on the International Investment Position. (2021). CEZAR, Rafael ; Silvestrini, Maeva. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:241-263. Full description at Econpapers || Download paper | |
2021 | Minimizing post-shock forecasting error through aggregation of outside information. (2021). Eck, Daniel J ; Lin, Jilei. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1710-1727. Full description at Econpapers || Download paper | |
2021 | Unspanned stochastic volatility from an empirical and practical perspective. (2021). Backwell, Alex. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302557. Full description at Econpapers || Download paper | |
2021 | The impact of quantitative easing on liquidity creation. (2021). Peia, Oana ; Kapoor, Supriya. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302600. Full description at Econpapers || Download paper | |
2021 | No-Arbitrage pricing of GDP-Linked bonds. (2021). Eguren Martin, Fernando ; Yan, Wen ; Meldrum, Andrew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000339. Full description at Econpapers || Download paper | |
2021 | Monetary policy’s rising FX impact in the era of ultra-low rates. (2021). Ferrari, Massimo ; Schrimpf, Andreas ; Kearns, Jonathan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100100x. Full description at Econpapers || Download paper | |
2021 | Modeling persistent interest rates with double-autoregressive processes. (2021). Hansen, Anne Lundgaard. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002545. Full description at Econpapers || Download paper | |
2022 | Dissecting the yield curve: The international evidence. (2022). Plazzi, Alberto ; Berardi, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002429. Full description at Econpapers || Download paper | |
2022 | Does quantitative easing affect market liquidity?. (2022). Gillan, James M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003009. Full description at Econpapers || Download paper | |
2021 | Term structure of interest rates: Modelling the risk premium using a two horizons framework. (2021). Uctum, Remzi ; Prat, Georges. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:421-436. Full description at Econpapers || Download paper | |
2021 | Should central banks communicate uncertainty in their projections?. (2021). Petersen, Luba ; Rholes, Ryan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:320-341. Full description at Econpapers || Download paper | |
2020 | The term structure and inflation uncertainty. (2020). Orphanides, Athanasios ; Breach, Tomas ; Damico, Stefania. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:388-414. Full description at Econpapers || Download paper | |
2021 | Macro risks and the term structure of interest rates. (2021). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:479-504. Full description at Econpapers || Download paper | |
2021 | Reconstructing the yield curve. (2021). Wu, Jing Cynthia ; Liu, Yan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1395-1425. Full description at Econpapers || Download paper | |
2022 | Real-time price discovery via verbal communication: Method and application to Fedspeak. (2022). Grotteria, Marco ; Gomez-Cram, Roberto. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:993-1025. Full description at Econpapers || Download paper | |
2020 | Monetary policy news in the US: Effects on emerging market capital flows. (2020). Vasishtha, Garima ; Dahlhaus, Tatjana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620302072. Full description at Econpapers || Download paper | |
2021 | The impact of US monetary policy on managed exchange rates and currency peg regimes. (2021). Roevekamp, Ingmar . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302229. Full description at Econpapers || Download paper | |
2021 | Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve. (2021). Niu, Linlin ; Lin, Mucai. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:111:y:2021:i:c:s0261560620302503. Full description at Econpapers || Download paper | |
2021 | Monetary policy uncertainty and monetary policy surprises. (2021). Modugno, Michele ; Favara, Giovanni ; de Pooter, Michiel ; Wu, Jason. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:112:y:2021:i:c:s0261560620302795. Full description at Econpapers || Download paper | |
2021 | Reprint: Monetary policy uncertainty and monetary policy surprises. (2021). Favara, Giovanni ; de Pooter, Michiel ; Wu, Jason ; Modugno, Michele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000504. Full description at Econpapers || Download paper | |
2021 | Reprint: Monetary policy news in the US: Effects on emerging market capital flows. (2021). Vasishtha, Garima ; Dahlhaus, Tatjana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000528. Full description at Econpapers || Download paper | |
2021 | Unconventional monetary policy and the portfolio choice of international mutual funds. (2021). Elard, Ilaf ; Cenedese, Gino. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000061. Full description at Econpapers || Download paper | |
2021 | The growing impact of US monetary policy on emerging financial markets: Evidence from India. (2021). Lakdawala, Aeimit. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001297. Full description at Econpapers || Download paper | |
2022 | The effects of U.S. monetary policy shocks on mutual fund investing. (2022). Siga, Lucas ; Montes-Rojas, Gabriel ; Banegas, Ayelen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560621002461. Full description at Econpapers || Download paper | |
2021 | The link between the federal funds rate and banking system distress: An empirical investigation. (2021). Elyasiani, Elyas ; Akcay, Mustafa. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420301890. Full description at Econpapers || Download paper | |
2021 | Financial market effects of FOMC projections. (2021). Couture, Cody. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420302019. Full description at Econpapers || Download paper | |
2021 | Unconventional monetary policy announcements and information shocks in the U.S.. (2021). Scharler, Johann ; Grundler, Daniel ; Breitenlechner, Max. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420302056. Full description at Econpapers || Download paper | |
2021 | Policy Rules and Economic Performance. (2021). Prodan, Ruxandra ; Papell, David H ; Nikolsko-Rzhevskyy, Alex. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:68:y:2021:i:c:s0164070421000045. Full description at Econpapers || Download paper | |
2021 | Monetary policy and credit flows. (2021). Bianco, Timothy . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:70:y:2021:i:c:s016407042100063x. Full description at Econpapers || Download paper | |
2021 | Zero Lower Bound and negative interest rates: Choices for monetary policy in the UK. (2021). Nasir, Muhammad Ali. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:200-229. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2014 | Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment In: American Economic Review. [Full Text][Citation analysis] | article | 62 |
2020 | Interest Rates under Falling Stars In: American Economic Review. [Full Text][Citation analysis] | article | 26 |
2017 | Interest Rates Under Falling Stars.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2017 | Interest Rates Under Falling Stars.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2015 | Resolving the Spanning Puzzle in Macro-Finance Term Structure Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 20 |
2015 | Resolving the spanning puzzle in macro-finance term structure models.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2017 | Resolving the Spanning Puzzle in Macro-Finance Term Structure Models.(2017) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2015 | Restrictions on Risk Prices in Dynamic Term Structure Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 32 |
2011 | Restrictions on Risk Prices in Dynamic Term Structure Models.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2018 | Restrictions on Risk Prices in Dynamic Term Structure Models.(2018) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
2015 | Robust Bond Risk Premia In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 43 |
2015 | Robust bond risk premia.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
2017 | Robust Bond Risk Premia.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
2018 | Robust Bond Risk Premia.(2018) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | article | |
2019 | Market-based monetary policy uncertainty In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 19 |
2019 | Market-Based Monetary Policy Uncertainty.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2019 | Market-Based Monetary Policy Uncertainty.(2019) In: 2019 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2019 | Market-Based Monetary Policy Uncertainty.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2020 | The Feds Response to Economic News Explains the Fed Information Effect In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
2020 | The Feds Response to Economic News Explains the “Fed Information Effect”.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2021 | The Feds response to economic news explains the Fed information effect.(2021) In: IMFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2021 | Interest Rate Skewness and Biased Beliefs In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2021 | Interest Rate Skewness and Biased Beliefs.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2021 | Interest rate skewness and biased beliefs.(2021) In: IMFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2022 | A Reassessment of Monetary Policy Surprises and High-Frequency Identification In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2022 | A Reassessment of Monetary Policy Surprises and High-Frequency Identification.(2022) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
2022 | A Reassessment of Monetary Policy Surprises and High-Frequency Identification.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2022 | A reassessment of monetary policy surprises and high-frequency identification.(2022) In: IMFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2014 | International channels of the Feds unconventional monetary policy In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 126 |
2012 | International channels of the Fed’s unconventional monetary policy.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 126 | paper | |
2012 | International channels of the Fed’s unconventional monetary policy.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 126 | paper | |
2014 | Financial market outlook for inflation In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
2014 | Options-based expectations of future policy rates In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 2 |
2015 | Optimal policy and market-based expectations In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 4 |
2015 | Can we rely on market-based inflation forecasts? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 6 |
2016 | Do macro variables help forecast interest rates? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2016 | Why Are Long-Term Interest Rates So Low? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
2017 | Bridging the Gap: Forecasting Interest Rates with Macro Trends In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
2017 | A New Conundrum in the Bond Market? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 4 |
2018 | Economic Forecasts with the Yield Curve In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 18 |
2018 | Information in the Yield Curve about Future Recessions In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 10 |
2019 | Zero Lower Bound Risk according to Option Prices In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2021 | Climate Change Costs Rise as Interest Rates Fall In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2011 | Signals from unconventional monetary policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 11 |
2011 | What moves the interest rate term structure? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
2012 | Monetary policy and interest rate uncertainty In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 11 |
2012 | Fed asset buying and private borrowing rates In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 8 |
2013 | What caused the decline in long-term yields? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
2013 | Expectations for monetary policy liftoff In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 5 |
2011 | Unbiased estimate of dynamic term structure models In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2011 | Nominal interest rates and the news In: Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
2015 | Nominal Interest Rates and the News.(2015) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2011 | The signaling channel for Federal Reserve bond purchases In: Working Paper Series. [Full Text][Citation analysis] | paper | 298 |
2014 | The Signaling Channel for Federal Reserve Bond Purchases.(2014) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 298 | article | |
2013 | Monetary Policy Expectations at the Zero Lower Bound In: Working Paper Series. [Full Text][Citation analysis] | paper | 105 |
2016 | Monetary Policy Expectations at the Zero Lower Bound.(2016) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | article | |
2014 | Inflation Expectations and the News In: Working Paper Series. [Full Text][Citation analysis] | paper | 31 |
2015 | Inflation Expectations and the News.(2015) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | article | |
2020 | The Rising Cost of Climate Change: Evidence from the Bond Market In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | An Alternative Explanation for the “Fed Information Effect” In: NBER Working Papers. [Full Text][Citation analysis] | paper | 12 |
2013 | The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off In: 2013 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Correcting Estimation Bias in Dynamic Term Structure Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 129 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2022. Contact: CitEc Team