13
H index
13
i10 index
997
Citations
Federal Reserve Bank of San Francisco | 13 H index 13 i10 index 997 Citations RESEARCH PRODUCTION: 39 Articles 37 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jens Henrik Eggert Christensen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
FRBSF Economic Letter | 31 |
Working Papers Series with more than one paper published | # docs |
---|---|
Working Paper Series / Federal Reserve Bank of San Francisco | 28 |
Working Papers / Swiss National Bank | 3 |
Year | Title of citing document | |
---|---|---|
2021 | The incremental information in the yield curve about future interest rate risk. (2021). Veliyev, Bezirgen ; Kjar, Mads Markvart ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2021-11. Full description at Econpapers || Download paper | |
2020 | Interest Rates under Falling Stars. (2020). Rudebusch, Glenn ; Bauer, Michael. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:5:p:1316-54. 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 | |
2020 | (Why) do central banks care about their profits?. (2020). Ioannidou, Vasso ; Goncharov, Igor ; Schmalz, Martin C. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:018. Full description at Econpapers || Download paper | |
2020 | Capturing Model Risk and Rating Momentum in the Estimation of Probabilities of Default and Credit Rating Migrations. (2018). Smith, Greig ; Reis, Goncalo Dos ; Pfeuffer, Marius. In: Papers. RePEc:arx:papers:1809.09889. Full description at Econpapers || Download paper | |
2021 | Pricing and Hedging of SOFR Derivatives under Differential Funding Costs and Collateralization. (2021). Bickersteth, Matthew ; Rutkowski, Marek. In: Papers. RePEc:arx:papers:2112.14033. Full description at Econpapers || Download paper | |
2022 | Decomposing LIBOR in Transition: Evidence from the Futures Markets. (2022). Skov, Jacob Bjerre ; Skovmand, David. In: Papers. RePEc:arx:papers:2201.06930. 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 | |
2020 | Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature. (2020). Yang, Jing ; Witmer, Jonathan ; Priftis, Romanos ; Kozicki, Sharon ; Suchanek, Lena ; Johnson, Grahame. In: Discussion Papers. RePEc:bca:bocadp:20-16. Full description at Econpapers || Download paper | |
2020 | Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:20-14. 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 | |
2020 | Break-even inflation rates: the Italian case. (2020). Fanari, Marco ; di Iorio, Alberto. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_578_20. 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 | |
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 | |
2021 | The relation between municipal and government bond yields in an era of unconventional monetary policy. (2021). Ãsterholm, Pär ; Nordstrom, Martin ; Knezevic, David ; Osterholm, Par. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:1:n:e12176. 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 | |
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 | |
2020 | Market Price of Longevity Risk for a Multiâ€Cohort Mortality Model With Application to Longevity Bond Option Pricing. (2020). Ziveyi, Jonathan ; Sherris, Michael ; Xu, Yajing. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:3:p:571-595. Full description at Econpapers || Download paper | |
2021 | Monetary policy and long?term interest rates: Evidence from the U.S. economy. (2021). levrero, enrico ; Deleidi, Matteo. In: Metroeconomica. RePEc:bla:metroe:v:72:y:2021:i:1:p:121-147. 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 | |
2020 | Liquidity and monetary transmission: a quasi-experimental approach. (2020). Wanengkirtyo, Boromeus ; Miller, Sam. In: Bank of England working papers. RePEc:boe:boeewp:0891. 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 | Market-based Long-term Inflation Expectations in Japan: A Refinement on Breakeven Inflation Rates. (2020). Hirata, Wataru ; Hiraki, Kazuhiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp20e05. Full description at Econpapers || Download paper | |
2020 | Constrained interest rates and changing dynamics at the zero lower bound. (2020). Strachan, Rodney ; Kaufmann, Daniel ; Baeurle, Gregor ; Rodney, Strachan ; Sylvia, Kaufmann ; Daniel, Kaufmann ; Gregor, Baurle. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:2:p:26:n:3. Full description at Econpapers || Download paper | |
2021 | A Segmented and Observable Yield Curve for Colombia. (2021). Castro-Iragorri, Carlos ; Rodriguez, Cristhian ; Pea, Juan Felipe. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:2:p:179-200. 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 | |
2021 | Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area. (2021). Timmer, Yannick ; Saidi, Farzad ; Rodnyansky, Alexander ; Bittner, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9363. Full description at Econpapers || Download paper | |
2020 | Negative Interest Rates in the Five Eurozone Countries from Central and Eastern Europe. (2020). Staehr, Karsten ; Reigl, Nicolas. In: CESifo Forum. RePEc:ces:ifofor:v:21:y:2020:i:01:p:24-30. Full description at Econpapers || Download paper | |
2020 | Unconventional Monetary Policy through Open Market Operations: A Principal Component Analysis. (2020). Nishimura, Kiyohiko G ; Heckel, Markus. In: CARF F-Series. RePEc:cfi:fseres:cf501. 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 | Forecasting Dynamic Term Structure Models with Autoencoders. (2021). Ramirez, J ; Castro-Iragorri, C. In: Documentos de Trabajo. RePEc:col:000092:019431. Full description at Econpapers || Download paper | |
2021 | The Impact of ECB Corporate Sector Purchases on European Green Bonds. (2021). Zaklan, Aleksandar ; Schutze, Franziska ; Bremus, Franziska. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1938. Full description at Econpapers || Download paper | |
2020 | Natural Rate Chimera and Bond Pricing Reality. (2020). Brand, Claus ; Lemke, Wolfgang ; Goy, Gavin. In: DNB Working Papers. RePEc:dnb:dnbwpp:666. Full description at Econpapers || Download paper | |
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 | |
2020 | Monetary policy transmission over the leverage cycle: evidence for the euro area. (2020). Bräuer, Leonie ; Brauer, Leonie ; Runstler, Gerhard. In: Working Paper Series. RePEc:ecb:ecbwps:20202421. Full description at Econpapers || Download paper | |
2020 | The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian. In: Working Paper Series. RePEc:ecb:ecbwps:20202476. 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 | |
2022 | Market-stabilization QE. (2022). Ozen, Kadir ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20222640. Full description at Econpapers || Download paper | |
2021 | The Impact of Quantitative Easing on Cryptocurrency. (2021). Peng, Geng ; Liu, Ying ; Lv, Benfu ; Gu, Cong. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-4. Full description at Econpapers || Download paper | |
2020 | ACACIA PROTOCOL – A PROPOSAL OF STRUCTURED PRODUCTS FOR AND WITHIN THE DECENTRALIZED FINANCE ECOSYSTEM. (2020). Voinea, Dan-Valeriu ; Stuceanu, Radu-Gabriel ; Popescu, Andrei-Drago ; Grant, Timothy Mark. In: Social Sciences and Education Research Review. RePEc:edt:jsserr:v:7:y:2020:i:1:p:362-387. Full description at Econpapers || Download paper | |
2020 | The effects of conventional and unconventional monetary policy on forecasting the yield curve. (2020). Eo, Yunjong ; Ho, Kyu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s016518891930209x. Full description at Econpapers || Download paper | |
2020 | European spreads at the interest rate lower bound. (2020). Coroneo, Laura ; Pastorello, Sergio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301470. Full description at Econpapers || Download paper | |
2020 | How has empirical monetary policy analysis in the U.S. changed after the financial crisis?. (2020). Jackson Young, Laura ; Owyang, Michael T ; Francis, Neville R. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:309-321. Full description at Econpapers || Download paper | |
2020 | Impact of the Asset Purchase Programme on euro area government bond yields using market news. (2020). de Santis, Roberto A. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:192-209. 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 closed-form exact solution for pricing fixed-income variance swaps with affine-jump model. (2021). Zhu, Chunhui ; Zhang, Yuanyuan ; Li, Shaoyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001479. 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 | Estimation of a nonparametric model for bond prices from cross-section and time series information. (2021). LINTON, OLIVER ; la Vecchia, Davide ; Koo, Bonsoo. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:562-588. 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 | The signaling effects of central bank tone. (2021). Labondance, Fabien ; Hubert, Paul. In: European Economic Review. RePEc:eee:eecrev:v:133:y:2021:i:c:s0014292121000374. Full description at Econpapers || Download paper | |
2020 | Unifying Gaussian dynamic term structure models from a Heath–Jarrow–Morton perspective. (2020). Yu, Fan ; Ye, Xiaoxia ; Li, Haitao. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:1153-1167. Full description at Econpapers || Download paper | |
2020 | The information content of the term structure of risk-neutral skewness. (2020). Wu, Yangru ; Chang, Hao ; Borochin, Paul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:247-274. Full description at Econpapers || Download paper | |
2021 | What does a term structure model imply about very long-term interest rates?. (2021). Schotman, Peter C ; Pelsser, Antoon ; Balter, Anne G. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:202-219. Full description at Econpapers || Download paper | |
2021 | The predictive power of Nelson–Siegel factor loadings for the real economy. (2021). Ma, Jun ; Jiao, Anqi ; Han, Yang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:95-127. Full description at Econpapers || Download paper | |
2021 | Forecasting WTI crude oil futures returns: Does the term structure help?. (2021). O'Sullivan, Conall ; Bredin, Don ; Spencer, Simon. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002565. Full description at Econpapers || Download paper | |
2021 | Neural network prediction of crude oil futures using B-splines. (2021). Shang, Han Lin ; Miao, Hong ; Kokoszka, Piotr ; Butler, Sunil. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304205. Full description at Econpapers || Download paper | |
2021 | Keep the faith in banking: New evidence for the effects of negative interest rates based on the case of Finnish cooperative banks. (2021). Junttila, Juha ; Raatikainen, Juhani ; Perttunen, Jukka. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000673. 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 | |
2020 | Arbitrage-free relative Nelson–Siegel model. (2020). Ishii, Hokuto. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319304507. Full description at Econpapers || Download paper | |
2021 | Overnight indexed swap-implied interest rate expectations. (2021). Lloyd, Simon. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310761. Full description at Econpapers || Download paper | |
2021 | Global financial crisis and COVID-19: Industrial reactions. (2021). Yeh, Chia-Wei ; Chen, Hsuan-Chi. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000210. 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 | When central banks buy corporate bonds: Target selection and impact of the European Corporate Sector Purchase Program. (2021). Lugo, Stefano ; Galema, Rients. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000413. Full description at Econpapers || Download paper | |
2020 | Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts. (2020). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Papadamou, Stephanos ; Zopounidis, Constantin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119304093. Full description at Econpapers || Download paper | |
2020 | Government support of banks and bank lending. (2020). Demiralp, Selva ; Lloyd, Nathan ; Bassett, William. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301693. Full description at Econpapers || Download paper | |
2020 | Do conventional monetary policy instruments matter in unconventional times?. (2020). Buchholz, Manuel ; Tonzer, Lena ; Schmidt, Kirsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301242. Full description at Econpapers || Download paper | |
2020 | Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure. (2020). Lloyd, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301771. 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 | |
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 | |
2020 | r* and the global economy. (2020). Glick, Reuven. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:102:y:2020:i:c:s0261560619305881. 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 | Quantitative easing and the hot potato effect: Evidence from euro area banks. (2021). Whelan, Karl ; Ryan, Ellen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000036. Full description at Econpapers || Download paper | |
2021 | Bond flows and liquidity: Do foreigners matter?. (2021). Shultz, Patrick J ; Fischer, Eric. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621000462. Full description at Econpapers || Download paper | |
2020 | How do monetary transmission channels influence inflation in the short and long run? Evidence from the QQE regime in Japan. (2020). Lau, Wee Yeap ; Yip, Tien-Ming. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300049. Full description at Econpapers || Download paper | |
2021 | Liquidity injection, bank lending, and security holdings: The asymmetric effects in Vietnam. (2021). Dang, Van Cuong. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000177. 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 | |
2021 | Monetary transmission: Are emerging market and low-income countries different?. (2021). Vlek, Jan ; Buli, Ale . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:95-108. Full description at Econpapers || Download paper | |
2020 | A large central bank balance sheet? Floor vs corridor systems in a New Keynesian environment. (2020). Thomas, Carlos ; Thaler, Dominik ; Nuo, Galo ; Arce, Oscar. In: Journal of Monetary Economics. RePEc:eee:moneco:v:114:y:2020:i:c:p:350-367. Full description at Econpapers || Download paper | |
2020 | Risk endogeneity at the lender/investor-of-last-resort. (2020). Schwaab, Bernd ; Lucas, Andre ; Zhang, Xin ; Caballero, Diego. In: Journal of Monetary Economics. RePEc:eee:moneco:v:116:y:2020:i:c:p:283-297. Full description at Econpapers || Download paper | |
2021 | Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Ustek, Roman ; Mumtaz, Haroon ; Kaminska, Iryna. In: Journal of Monetary Economics. RePEc:eee:moneco:v:124:y:2021:i:c:p:48-65. Full description at Econpapers || Download paper | |
2020 | Quantitative easing in the Euro Area – An event study approach. (2020). Watzka, Sebastian ; Urbschat, Florian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:14-36. Full description at Econpapers || Download paper | |
2021 | US quantitative easing and firm’s default risk: The role of Corporate Social Responsibility (CSR). (2021). Chen, Sheng-Hung ; Hsu, Feng-Jui. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:650-664. Full description at Econpapers || Download paper | |
2021 | The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation. (2021). Tzavalis, Elias ; Argyropoulos, Efthymios. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:785-796. Full description at Econpapers || Download paper | |
2020 | Do bond markets find inflation targets credible? Evidence from five inflation-targeting countries. (2020). Ka, Kook ; Ho, Kyu ; Kim, Young Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:66-84. Full description at Econpapers || Download paper | |
2022 | Non-linear cointegration between oil and stock prices: The role of interest rates. (2022). Perez-Soba, Ines ; Marquez-De, Elena ; Martinez-Caete, Ana R. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001343. Full description at Econpapers || Download paper | |
2020 | To decrease or not to decrease: The impact of zero and negative interest rates on investment decisions. (2020). Rosenboim, Mosi ; Galil, Koresh ; David-Pur, Lior. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:87:y:2020:i:c:s2214804319304197. Full description at Econpapers || Download paper | |
2021 | A preferred-habitat model of the term structure of interest rates. (2020). Vila, Jean-Luc ; Vayanos, Dimitri. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106509. Full description at Econpapers || Download paper | |
2020 | Keynesian economics: can it return if it never died?. (2020). Eichengreen, Barry. In: Review of Keynesian Economics. RePEc:elg:rokejn:v:8:y:2020:i:1:p23-35. Full description at Econpapers || Download paper | |
2020 | Evolving Monetary Policy in the Aftermath of the Great Recession. (2020). Ortmans, Aymeric. In: Documents de recherche. RePEc:eve:wpaper:20-01. Full description at Econpapers || Download paper | |
2021 | Forecasting with Shadow-Rate VARs. (2021). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:91780. Full description at Econpapers || Download paper | |
2021 | Climate Change Costs Rise as Interest Rates Fall. (2021). Rudebusch, Glenn ; Bauer, Michael. In: FRBSF Economic Letter. RePEc:fip:fedfel:93257. Full description at Econpapers || Download paper | |
2020 | The Rising Cost of Climate Change: Evidence from the Bond Market. (2020). Rudebusch, Glenn ; Bauer, Michael. In: Working Paper Series. RePEc:fip:fedfwp:88357. Full description at Econpapers || Download paper | |
2022 | Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds. (2022). Williams, John C ; Mertens, Thomas M ; Bok, Brandyn. In: Working Paper Series. RePEc:fip:fedfwp:94005. Full description at Econpapers || Download paper | |
2020 | Monetary Policy Tradeoffs and the Federal Reserves Dual Mandate. (2020). Lubik, Thomas ; Cúrdia, Vasco ; Ajello, Andrea ; Queralto, Albert ; Cairo, Isabel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-66. Full description at Econpapers || Download paper | |
2021 | Macroeconomic Implications of Inequality and Income Risk. (2021). Peterman, William ; Gagnon, Etienne ; Aladangady, Aditya ; Johannsen, Benjamin K. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-73. Full description at Econpapers || Download paper | |
2020 | Fiscal Implications of Interest Rate Normalization in the United States. (2020). Yang, Shu-Chun ; Bi, Huixin ; Shen, Wenyi. In: Research Working Paper. RePEc:fip:fedkrw:88850. Full description at Econpapers || Download paper | |
2020 | An Analysis of the Literature on International Unconventional Monetary Policy. (2018). Neely, Christopher ; Bhattarai, Saroj. In: Working Papers. RePEc:fip:fedlwp:2016-021. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2012 | The Response of Interest Rates to US and UK Quantitative Easing In: Economic Journal. [Full Text][Citation analysis] | article | 196 |
2012 | The response of interest rates to U.S. and U.K. quantitative easing.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 196 | paper | |
2009 | An arbitrage-free generalized Nelson--Siegel term structure model In: Econometrics Journal. [Full Text][Citation analysis] | article | 70 |
2008 | An arbitrage-free generalized Nelson-Siegel term structure model.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2008 | An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2008 | An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model.(2008) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2011 | The affine arbitrage-free class of Nelson-Siegel term structure models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 185 |
2007 | The affine arbitrage-free class of Nelson-Siegel term structure models.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 185 | paper | |
2007 | The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 185 | paper | |
2007 | The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models.(2007) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 185 | paper | |
2004 | Confidence sets for continuous-time rating transition probabilities In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 54 |
2014 | When will the Fed end its zero rate policy? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
2014 | Stress testing the Fed In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2014 | Financial market outlook for inflation In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
2014 | Assessing expectations of monetary policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 5 |
2015 | Transmission of asset purchases: the role of reserves In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2015 | Assessing supervisory scenarios for interest rate risk In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2016 | Differing views on long-term inflation expectations In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
2016 | TIPS Liquidity and the Outlook for Inflation In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
2017 | Do All New Treasuries Trade at a Premium? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2017 | Measuring Interest Rate Risk in the Very Long Term In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2017 | How Much Has Job Matching Efficiency Declined? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
2017 | New Evidence for a Lower New Normal in Interest Rates In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
2018 | Do Adjustment Lags Matter for Inflation-Indexed Bonds? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2018 | Do Foreign Funds Matter for Emerging Market Bond Liquidity? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2018 | The Slope of the Yield Curve and the Near-Term Outlook In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 2 |
2019 | The Risk of Returning to the Zero Lower Bound In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
2019 | Negative Interest Rates and Inflation Expectations in Japan In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
2019 | Yield Curve Responses to Introducing Negative Policy Rates In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
2020 | Coronavirus and the Risk of Deflation In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 2 |
2020 | Emerging Bond Markets and COVID-19: Evidence from Mexico In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
2021 | Exploring the Safety Premium of Safe Assets In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2021 | What Would It Cost to Issue 50-year Treasury Bonds? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2007 | Internal risk models and the estimation of default probabilities In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2008 | Treasury bond yields and long-run inflation expectations In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2008 | The corporate bond credit spread puzzle In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 6 |
2009 | Have the Fed liquidity facilities had an effect on Libor? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 4 |
2009 | Inflation expectations and the risk of deflation In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
2010 | TIPS and the risk of deflation In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2011 | Has the Treasury benefited from issuing TIPS? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
2011 | TIPS liquidity, breakeven inflation, and inflation expectations In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
2012 | Do Fed TIPS purchases affect market liquidity? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 8 |
2009 | Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields In: Proceedings. [Full Text][Citation analysis] | article | 125 |
2008 | Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 125 | paper | |
2010 | Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields.(2010) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 125 | article | |
2009 | Do central bank liquidity facilities affect interbank lending rates? In: Working Paper Series. [Full Text][Citation analysis] | paper | 72 |
2014 | Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?.(2014) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | article | |
2011 | Extracting deflation probability forecasts from Treasury yields In: Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
2012 | Extracting Deflation Probability Forecasts from Treasury Yields.(2012) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2011 | A model-independent maximum range for the liquidity correction of TIPS yields In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2012 | Pricing deflation risk with U.S. Treasury yields In: Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2013 | Estimating Shadow-Rate Term Structure Models with Near-Zero Yields In: Working Paper Series. [Full Text][Citation analysis] | paper | 57 |
2013 | Does Quantitative Easing Affect Market Liquidity? In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2013 | A Regime-Switching Model of the Yield Curve at the Zero Bound In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2013 | A Probability-Based Stress Test of Federal Reserve Assets and Income In: Working Paper Series. [Full Text][Citation analysis] | paper | 35 |
2013 | Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? In: Working Paper Series. [Full Text][Citation analysis] | paper | 42 |
2014 | Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? In: Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2014 | Transmission of Quantitative Easing: The Role of Central Bank Reserves In: Working Paper Series. [Full Text][Citation analysis] | paper | 27 |
2015 | Transmission of Quantitative Easing: The Role of Central Bank Reserves.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2016 | A Portfolio Model of Quantitative Easing In: Working Paper Series. [Full Text][Citation analysis] | paper | 16 |
2016 | A Portfolio Model of Quantitative Easing.(2016) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2016 | A Portfolio Model of Quantitative Easing.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2017 | A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt In: Working Paper Series. [Full Text][Citation analysis] | paper | 24 |
2017 | Is There an On-the-Run Premium in TIPS? In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2017 | The TIPS Liquidity Premium In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2017 | Term Structure Analysis with Big Data In: Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2018 | Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2019 | Bond Flows and Liquidity: Do Foreigners Matter? In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2019 | Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2019 | The Safety Premium of Safe Assets In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2021 | The safety premium of safe assets.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2020 | Accounting for Low Long-Term Interest Rates: Evidence from Canada In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2021 | Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2021 | Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico.(2021) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2021 | International Evidence on Extending Sovereign Debt Maturities In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2021 | Central Bank Credibility During COVID-19: Evidence from Japan In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team