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E43: Interest Rates: Determination, Term Structure, and Effects
- Oil Prices, Exchange Rates and Interest Rates
by Lutz Kilian & Xiaoqing Zhou in Working Papers, Federal Reserve Bank of Dallas, 2019 - The Safety Premium of Safe Assets
by Jens H. E. Christensen & Nikola Mirkov in Working Paper Series, Federal Reserve Bank of San Francisco, 2019 - Riders on the Storm
by Oscar Jorda & Alan M. Taylor in Working Paper Series, Federal Reserve Bank of San Francisco, 2019 - R* and the Global Economy
by Reuven Glick in Working Paper Series, Federal Reserve Bank of San Francisco, 2019 - Reach for Yield by U.S. Public Pension Funds
by Lina Lu & Matthew Pritsker & Andrei Zlate & Kenechukwu E. Anadu & James Bohn in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2019 - Reach for Yield by U.S. Public Pension Funds
by Lina Lu & Matthew Pritsker & Andrei Zlate & Kenechukwu E. Anadu & James Bohn in Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, 2019 - Bond Risk Premiums at the Zero Lower Bound
by Martin M. Andreasen & Kasper Joergensen & Andrew C. Meldrum in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2019 - Monetary Policy, Housing Rents and Inflation Dynamics
by Daniel A. Dias & Joao B. Duarte in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 2019 - Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds
by Jens H. E. Christensen & Mark M. Spiegel in Working Paper Series, Federal Reserve Bank of San Francisco, 2019 - The Informational Effect of Monetary Policy and the Case for Policy Commitment
by Chengcheng Jia in Working Papers, Federal Reserve Bank of Cleveland, 2019 - Information in Yield Spread Trades
by Yang-Ho Park in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2019 - Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates
by Gianni Amisano & Oreste Tristani in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2019 - Market-Based Monetary Policy Uncertainty
by Michael D. Bauer & Aeimit K. Lakdawala & Philippe Mueller in Working Paper Series, Federal Reserve Bank of San Francisco, 2019 - Ties That Bind: Estimating the Natural Rate of Interest for Small Open Economies
by Valerie Grossman & Enrique Martinez-Garcia & Mark A. Wynne & Ren Zhang in Globalization Institute Working Papers, Federal Reserve Bank of Dallas, 2019 - The Firm Size and Leverage Relationship and Its Implications for Entry and Concentration in a Low Interest Rate World
by Satyajit Chatterjee & Burcu Eyigungor in Working Papers, Federal Reserve Bank of Philadelphia, 2019 - Bond Flows and Liquidity: Do Foreigners Matter?
by Jens H. E. Christensen & Eric Fischer & Patrick Shultz in Working Paper Series, Federal Reserve Bank of San Francisco, 2019 - How Many Reserves Does the Federal Reserve Need to Supply?
by Andrew Lee Smith in Macro Bulletin, Federal Reserve Bank of Kansas City, 2019 - Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields
by Rasmus Fatum & Naoko Hara & Yohei Yamamoto in Globalization Institute Working Papers, Federal Reserve Bank of Dallas, 2019 - Do Changes in Reserve Balances Still Influence the Federal Funds Rate?
by Andrew Lee Smith in Economic Review, Federal Reserve Bank of Kansas City, 2019 - Robust inference in models identified via heteroskedasticity
by Daniel J. Lewis in Staff Reports, Federal Reserve Bank of New York, 2018 - Understanding the Aspects of Federal Reserve Forward Guidance
by Kurt Graden Lunsford in Working Papers (Old Series), Federal Reserve Bank of Cleveland, 2018 - Global Trends in Interest Rates
by Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti in Working Papers, Federal Reserve Bank of Dallas, 2018 - Revamping the Kansas City Financial Stress Index Using the Treasury Repo Rate
by Thomas R. Cook & Taeyoung Doh in Macro Bulletin, Federal Reserve Bank of Kansas City, 2018 - Global trends in interest rates
by Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti in Staff Reports, Federal Reserve Bank of New York, 2018 - A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States
by Martin M. Andreasen & Andrew C. Meldrum in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2018 - What to expect from the lower bound on interest rates: evidence from derivatives prices
by Thomas M. Mertens & John C. Williams in Staff Reports, Federal Reserve Bank of New York, 2018 - Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015
by Silvia Gabrieli & Claire Labonne in Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, 2018 - Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement
by Jens H. E. Christensen & Jose A. Lopez & Paul Mussche in Working Paper Series, Federal Reserve Bank of San Francisco, 2018 - Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence
by Jose A. Lopez & Andrew K. Rose & Mark M. Spiegel in Working Paper Series, Federal Reserve Bank of San Francisco, 2018 - The Zero Lower Bound and Estimation Accuracy
by Tyler Atkinson & Alexander W. Richter & Nathaniel Throckmorton in Working Papers, Federal Reserve Bank of Dallas, 2018 - Voluntary Reserve Targets
by Garth Baughman & Francesca Carapella in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2018 - A Sequential Bargaining Model of the Fed Funds Market with Excess Reserves
by Sam Schulhofer-Wohl & James A. Clouse in Working Paper Series, Federal Reserve Bank of Chicago, 2018 - The Regulatory and Monetary Policy Nexus in the Repo Market
by Sriya Anbil & Zeynep Senyuz in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2018 - DSGE forecasts of the lost recovery
by Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li & Erica Moszkowski in Staff Reports, Federal Reserve Bank of New York, 2018 - The pricing of FX forward contracts: micro evidence from banks’ dollar hedging
by Puriya Abbassi & Falk Bräuning in Working Papers, Federal Reserve Bank of Boston, 2018 - A Model of the Federal Funds Market: Yesterday, Today, and Tomorrow
by Gara M. Afonso & Roc Armenter & Benjamin Lester in Working Papers, Federal Reserve Bank of Philadelphia, 2018 - Seven Fallacies Concerning Milton Friedman's "The Role of Monetary Policy"
by Edward Nelson in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2018 - A model of the federal funds market: yesterday, today, and tomorrow
by Gara Afonso & Roc Armenter & Benjamin Lester in Staff Reports, Federal Reserve Bank of New York, 2018 - Monetary Policy Regimes and the Real Interest Rate
by William T. Gavin in Review, Federal Reserve Bank of St. Louis, 2018 - Some Evidence on Secular Drivers of US Safe Real Rates
by Kurt Graden Lunsford & Kenneth D. West in Working Papers (Old Series), Federal Reserve Bank of Cleveland, 2017 - Interest on Reserves and Arbitrage in Post-Crisis Money Markets
by Marco Macchiavelli & Thomas Keating in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2017 - The equilibrium real policy rate through the lens of standard growth models
by Daniel E. Sichel & J. Christina Wang in Current Policy Perspectives, Federal Reserve Bank of Boston, 2017 - The Fiscal Theory of the Price Level in a World of Low Interest Rates
by Marco Bassetto & Wei Cui in Working Paper Series, Federal Reserve Bank of Chicago, 2017 - Optimal Time-Consistent Taxation with Default
by Anastasios G. Karantounias in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, 2017 - FOMC communication and interest rate sensitivity to news
by Jenny Tang in Working Papers, Federal Reserve Bank of Boston, 2017 - The liquidity effect of the Federal Reserve’s balance sheet reduction on short-term interest rates
by Falk Brauning in Current Policy Perspectives, Federal Reserve Bank of Boston, 2017 - Endogenous Regime Switching Near the Zero Lower Bound
by Kevin J. Lansing in Working Paper Series, Federal Reserve Bank of San Francisco, 2017 - On Interest Rate Policy and Asset Bubbles
by Franklin Allen & Gadi Barlevy & Douglas Gale in Working Paper Series, Federal Reserve Bank of Chicago, 2017 - Did QE Lead Banks to Relax Their Lending Standards? Evidence from the Federal Reserve's LSAPs
by Robert J. Kurtzman & Stephan Luck & Thomas Zimmermann in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2017 - Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data
by Taeyoung Doh in Research Working Paper, Federal Reserve Bank of Kansas City, 2017 - Interest Rates Under Falling Stars
by Michael D. Bauer & Glenn D. Rudebusch in Working Paper Series, Federal Reserve Bank of San Francisco, 2017 - How Effective is Monetary Policy at the Zero Lower Bound? Identification Through Industry Heterogeneity
by Arsenios Skaperdas in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2017 - Interest Rate Volatility and Sudden Stops : An Empirical Investigation
by Ricardo M. Reyes-Heroles & Gabriel Tenorio in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 2017 - Macro Risks and the Term Structure of Interest Rates
by Geert Bekaert & Eric Engstrom & Andrey Ermolov in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2017 - Measuring the Natural Rate of Interest : A Note on Transitory Shocks
by Kurt F. Lewis & Francisco Vazquez-Grande in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2017 - The TIPS Liquidity Premium
by Martin M. Andreasen & Jens H. E. Christensen & Simon Riddell in Working Paper Series, Federal Reserve Bank of San Francisco, 2017 - Real Rates and Consumption Smoothing in a Low Interest Rate Environment: The Case of Japan
by Jonathan Lecznar & Thomas A. Lubik in Working Paper, Federal Reserve Bank of Richmond, 2017 - Is There an On-the-Run Premium in TIPS?
by Jens H. E. Christensen & Jose A. Lopez & Patrick Shultz in Working Paper Series, Federal Reserve Bank of San Francisco, 2017 - Safety, liquidity, and the natural rate of interest
by Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti in Staff Reports, Federal Reserve Bank of New York, 2017 - The Time-Varying Effect of Monetary Policy on Asset Prices
by Pascal Paul in Working Paper Series, Federal Reserve Bank of San Francisco, 2017 - Communicating Monetary Policy Rules
by Troy A. Davig & Andrew T. Foerster in Research Working Paper, Federal Reserve Bank of Kansas City, 2017 - Interest rate conundrums in the twenty-first century
by Samuel Hanson & David O. Lucca & Jonathan H. Wright in Staff Reports, Federal Reserve Bank of New York, 2017 - How Would US Banks Fare in a Negative Interest Rate Environment?
by David M. Arseneau in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2017 - "Low-For-Long" Interest Rates and Banks' Interest Margins and Profitability : Cross-Country Evidence
by Stijn Claessens & Nicholas Coleman & Michael S. Donnelly in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 2017 - Capital Misallocation and Secular Stagnation
by Andrea Caggese & Ander Perez in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2017 - Bond Premiums and the Natural Real Rate of Interest
by Craig S. Hakkio & Andrew Lee Smith in Economic Review, Federal Reserve Bank of Kansas City, 2017 - Measuring the Natural Rate of Interest: International Trends and Determinants
by Kathryn Holston & Thomas Laubach & John C. Williams in Working Paper Series, Federal Reserve Bank of San Francisco, 2016 - The Term Structure and Inflation Uncertainty
by Tomas Breach & Stefania D'Amico & Athanasios Orphanides in Working Paper Series, Federal Reserve Bank of Chicago, 2016 - Bankruptcy and Delinquency in a Model of Unsecured Debt
by Kartik B. Athreya & Juan M. Sanchez & Xuan S. Tam & Eric R. Young in Working Paper, Federal Reserve Bank of Richmond, 2016 - The Equilibrium Term Structure of Equity and Interest Rates
by Taeyoung Doh & Shu Wu in Research Working Paper, Federal Reserve Bank of Kansas City, 2016 - Monetary policy and regional house-price appreciation
by Daniel H. Cooper & Maria Jose Luengo-Prado & Giovanni P. Olivei in Working Papers, Federal Reserve Bank of Boston, 2016 - Excess Reserves and Monetary Policy Implementation
by Roc Armenter & Benjamin Lester in Working Papers, Federal Reserve Bank of Philadelphia, 2016 - Forward guidance and the state of the economy
by Benjamin D. Keen & Alexander W. Richter & Nathaniel Throckmorton in Working Papers, Federal Reserve Bank of Dallas, 2016 - Option-Implied Libor Rate Expectations across Currencies
by Nick Gebbia in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 2016 - Equilibrium Yield Curves and the Interest Rate Lower Bound
by Taisuke Nakata & Hiroatsu Tanaka in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2016 - Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets
by Elizabeth C. Klee & Zeynep Senyuz & Emre Yoldas in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2016 - Measuring the Natural Rate of Interest : International Trends and Determinants
by Kathryn Holston & Thomas Laubach & John C. Williams in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2016 - Are nonlinear methods necessary at the zero lower bound?
by Alexander W. Richter & Nathaniel Throckmorton in Working Papers, Federal Reserve Bank of Dallas, 2016 - Financial Stability and Optimal Interest-Rate Policy
by Andrea Ajello & Thomas Laubach & J. David Lopez-Salido & Taisuke Nakata in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2016 - A Portfolio Model of Quantitative Easing
by Jens H. E. Christensen & Signe Krogstrup in Working Paper Series, Federal Reserve Bank of San Francisco, 2016 - Funding Liquidity Risk and the Cross-section of MBS Returns
by Yuriy Kitsul & Marcelo Ochoa in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2016 - Changes in Prudential Policy Instruments ---- A New Cross-Country Database
by Eugenio Cerutti & Ricardo Correa & Elisabetta Fiorentino & Esther Segalla in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 2016 - The Effect of Monetary Policy on Housing Tenure Choice as an Explanation for the Price Puzzle
by Daniel A. Dias & Joao B. Duarte in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 2016 - Real and Nominal Equilibrium Yield Curves: Wage Rigidities and Permanent Shocks
by Alex Hsu & Erica X. N. Li & Francisco J. Palomino in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2016 - A Time Series Model of Interest Rates With the Effective Lower Bound
by Benjamin K. Johannsen & Elmar Mertens in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2016 - Affine term structure pricing with bond supply as factors
by Fumio Hayashi in FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta, 2016 - Measuring the effect of the zero lower bound on monetary policy
by Carlos Carvalho & Eric Hsu & Fernanda Nechio in Working Paper Series, Federal Reserve Bank of San Francisco, 2016 - Term structures of inflation expectations and real interest rates
by S. Boragan Aruoba in Working Papers, Federal Reserve Bank of Philadelphia, 2016 - Forecasts of inflation and interest rates in no-arbitrage affine models
by Nikolay Gospodinov & Bin Wei in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, 2016 - How to escape a liquidity trap with interest rate rules
by Fernando M. Duarte in Staff Reports, Federal Reserve Bank of New York, 2016 - Measuring Interest Rate Risk in the Life Insurance Sector: The U.S. and the U.K.
by Daniel Hartley & Anna L. Paulson & Richard J. Rosen in Working Paper Series, Federal Reserve Bank of Chicago, 2016 - Monetary Policy at the Zero Lower Bound: Revelations from the FOMC's Summary of Economic Projections
by George A. Kahn & Andrew Palmer in Economic Review, Federal Reserve Bank of Kansas City, 2016 - Measuring the Stance of Monetary Policy on and off the Zero Lower Bound
by Taeyoung Doh & Jason Choi in Economic Review, Federal Reserve Bank of Kansas City, 2016 - Credit Risk, Liquidity and Lies
by Thomas B. King & Kurt F. Lewis in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2015 - Unconventional monetary policy and the dollar: conventional signs, unconventional magnitudes
by Reuven Glick & Sylvain Leduc in Working Paper Series, Federal Reserve Bank of San Francisco, 2015 - Exchange rates and monetary policy
by Vania Stavrakeva & Jenny Tang in Working Papers, Federal Reserve Bank of Boston, 2015 - An interest rate rule to uniquely implement the optimal equilibrium in a liquidity trap
by Fernando M. Duarte & Anna Zabai in Staff Reports, Federal Reserve Bank of New York, 2015 - Robust bond risk premia
by Michael D. Bauer & James D. Hamilton in Working Paper Series, Federal Reserve Bank of San Francisco, 2015 - Excess reserves and monetary policy normalization
by Roc Armenter & Benjamin Lester in Working Papers, Federal Reserve Bank of Philadelphia, 2015 - Forecasts from Reduced-form Models under the Zero-Lower-Bound Constraint
by Mehmet Pasaogullari in Working Papers (Old Series), Federal Reserve Bank of Cleveland, 2015 - Risk Taking and Low Longer-term Interest Rates: Evidence from the U.S. Syndicated Loan Market
by Sirio Aramonte & Seung Jung Lee & Viktors Stebunovs in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2015 - Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter?
by Michiel De Pooter & DeSimone Rebecca & Robert F. Martin & Seth Pruitt in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 2015 - The Liquidity Effects of Official Bond Market Intervention
by Michiel De Pooter & Robert F. Martin & Seth Pruitt in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 2015 - Output response to government spending: evidence from new international military spending data
by Viacheslav Sheremirov & Sandra Spirovska in Working Papers, Federal Reserve Bank of Boston, 2015 - Monetary Policy 101: A Primer on the Fed's Changing Approach to Policy Implementation
by Jane E. Ihrig & Ellen E. Meade & Gretchen C. Weinbach in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2015 - Nominal Rigidities and the Term Structures of Equity and Bond Returns
by Pier Lopez & J. David Lopez-Salido & Francisco Vazquez-Grande in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2015 - Monetary policy expectations and economic fluctuations at the zero lower bound
by Rachel Doehr & Enrique Martinez-Garcia in Globalization Institute Working Papers, Federal Reserve Bank of Dallas, 2015 - A model of the Twin Ds: optimal default and devaluation
by Seunghoon Na & Stephanie Schmitt-Grohe & Martin Uribe & Vivian Z. Yue in FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta, 2015 - Resolving the spanning puzzle in macro-finance term structure models
by Michael D. Bauer & Glenn D. Rudebusch in Working Paper Series, Federal Reserve Bank of San Francisco, 2015 - Three Scenarios for Interest Rates in the Transition to Normalcy
by Diana A. Cooke & William T. Gavin in Review, Federal Reserve Bank of St. Louis, 2015 - How Effective Is Central Bank Forward Guidance?
by Clemens J. M. Kool & Daniel L. Thornton in Review, Federal Reserve Bank of St. Louis, 2015 - Assessing monetary accommodation: a simple empirical model of monetary policy and its implications for unemployment and inflation
by Evan F. Koenig & Alan Armen in Staff Papers, Federal Reserve Bank of Dallas, 2015 - Has Forward Guidance Been Effective?
by Andrew Lee Smith & Thealexa Becker in Economic Review, Federal Reserve Bank of Kansas City, 2015 - Jumps in Bond Yields at Known Times
by Don H. Kim & Jonathan H. Wright in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2014 - What Drives Bank Funding Spreads?
by Thomas B. King & Kurt F. Lewis in Working Paper Series, Federal Reserve Bank of Chicago, 2014 - Three Scenarios for Interest Rates in the Transition to Normalcy
by Diana A. Cooke & William T. Gavin in Working Papers, Federal Reserve Bank of St. Louis, 2014 - The international monetary and financial system: its Achilles heel and what to do about it
by Claudio Borio in Globalization Institute Working Papers, Federal Reserve Bank of Dallas, 2014 - The international monetary and financial system: a capital account perspective
by Claudio Borio & Harold James & Hyun Song Shin in Globalization Institute Working Papers, Federal Reserve Bank of Dallas, 2014 - Can interest rate factors explain exchange rate fluctuations?
by Julieta Yung in Globalization Institute Working Papers, Federal Reserve Bank of Dallas, 2014 - Term Structures of Inflation Expectations and Real Interest Rates: The Effects of Unconventional Monetary Policy
by S. Boragan Aruoba in Staff Report, Federal Reserve Bank of Minneapolis, 2014 - Transmission of Quantitative Easing: The Role of Central Bank Reserves
by Jens H.E. Christensen & Signe Krogstrup in Working Paper Series, Federal Reserve Bank of San Francisco, 2014 - How Has Empirical Monetary Policy Analysis Changed After the Financial Crisis?
by Neville Francis & Laura E. Jackson & Michael T. Owyang in Working Papers, Federal Reserve Bank of St. Louis, 2014 - Unspanned macroeconomic factors in the yield curve
by Laura Coroneo & Domenico Giannone & Michele Modugno in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2014 - Low Frequency Effects of Macroeconomic News on Government Bond Yields
by Carlo Altavilla & Domenico Giannone & Michele Modugno in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2014 - Flights to Safety
by Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2014 - Liquidity Traps and Monetary Policy: Managing a Credit Crunch
by Francisco J. Buera & Juan Pablo Nicolini in Working Paper Series, Federal Reserve Bank of Chicago, 2014 - Has U.S. Monetary Policy Tracked the Efficient Interest Rate?
by Vasco Curdia & Andrea Ferrero & Ging Cee Ng & Andrea Tambalotti in Working Paper Series, Federal Reserve Bank of San Francisco, 2014 - The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors
by Stefania D'Amico & Roger Fan & Yuriy Kitsul in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2014 - Inflation Expectations and the News
by Michael D. Bauer in Working Paper Series, Federal Reserve Bank of San Francisco, 2014 - How Persistent Are Unconventional Monetary Policy Effects?
by Christopher J. Neely in Working Papers, Federal Reserve Bank of St. Louis, 2014 - Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices
by Stefania D'Amico & Don H. Kim & Min Wei in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 2014 - Can Spanned Term Structure Factors Drive Stochastic Yield Volatility?
by Jens H.E. Christensen & Jose A. Lopez & Glenn D. Rudebusch in Working Paper Series, Federal Reserve Bank of San Francisco, 2014 - An international perspective on the recent behavior of inflation
by Silvio Contessi & Li Li & Pierangelo De Pace in Review, Federal Reserve Bank of St. Louis, 2014 - QE: is there a portfolio balance effect?
by Daniel L. Thornton in Review, Federal Reserve Bank of St. Louis, 2014 - Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?
by Jens H.E. Christensen & Glenn D. Rudebusch in Working Paper Series, Federal Reserve Bank of San Francisco, 2013 - A Probability-Based Stress Test of Federal Reserve Assets and Income
by Jens H.E. Christensen & Jose A. Lopez & Glenn D. Rudebusch in Working Paper Series, Federal Reserve Bank of San Francisco, 2013 - ECB monetary operations and the interbank repo market
by Peter G. Dunne & Michael J. Fleming & Andrey Zholos in Staff Reports, Federal Reserve Bank of New York, 2013 - Not so fast: high-frequency financial data for macroeconomic event studies
by Ali K. Ozdagli in Working Papers, Federal Reserve Bank of Boston, 2013 - A Portfolio-Balance Approach to the Nominal Term Structure
by Thomas B. King in Working Paper Series, Federal Reserve Bank of Chicago, 2013 - Time variation in asset price responses to macro announcements
by Linda S. Goldberg & Christian Grisse in Staff Reports, Federal Reserve Bank of New York, 2013 - The Microstructure of China's Government Bond Market
by Jennie Bai & Michael J. Fleming & Casidhe Horan in Staff Reports, Federal Reserve Bank of New York, 2013 - The stimulative effect of forward guidance
by William T. Gavin & Benjamin D. Keen & Alexander Richter & Nathaniel Throckmorton in Working Papers, Federal Reserve Bank of St. Louis, 2013 - A Regime-Switching Model of the Yield Curve at the Zero Bound
by Jens H. E. Christensen in Working Paper Series, Federal Reserve Bank of San Francisco, 2013 - Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates
by Andrea Ajello & Luca Benzoni & Olena Chyruk in Working Paper Series, Federal Reserve Bank of Chicago, 2012 - Bankruptcy and delinquency in a model of unsecured debt
by Kartik Athreya & Juan M. Sánchez & Xuan S. Tam & Eric R. Young in Working Papers, Federal Reserve Bank of St. Louis, 2012 - Decomposing real and nominal yield curves
by Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench in Staff Reports, Federal Reserve Bank of New York, 2012 - Payment size, negative equity, and mortgage default
by Andreas Fuster & Paul S. Willen in Staff Reports, Federal Reserve Bank of New York, 2012 - Currency Crashes and Bond Yields in Industrial Countries
by Joseph E. Gagnon in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 2005 - Cross-country differences in monetary policy execution and money market rates' volatility
by Leonardo Bartolini & Alessandro Prati in Staff Reports, Federal Reserve Bank of New York, 2003 - The execution of monetary policy: a tale of two central banks
by Leonardo Bartolini & Alessandro Prati in Staff Reports, Federal Reserve Bank of New York, 2003 - The overnight interbank market: evidence from the G-7 and the Euro zone
by Alessandro Prati & Leonardo Bartolini & Giuseppe Bertola in Staff Reports, Federal Reserve Bank of New York, 2001 - Financial market implications of the federal debt paydown
by Michael J. Fleming in Staff Reports, Federal Reserve Bank of New York, 2001 - Inferring the Shadow Rate from Real Activity
by Benjamin Garcia & Arsenios Skaperdas in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US), 0000
