The Effects of Quantitative Easing on Long-term Interest Rates
暂无分享,去创建一个
[1] Eric T. Swanson. Let’s Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2 , 2011 .
[2] Gary B. Gorton. Slapped by the Invisible Hand: The Panic of 2007 , 2010 .
[3] G. Rocheteau. A Monetary Approach to Asset Liquidity , 2009 .
[4] Ricardo J. Caballero,et al. Global Imbalances and Financial Fragility , 2009 .
[5] Chris Downing,et al. Liquidity or Credit Risk? The Determinants of Very Short-Term Corporate Yield Spreads , 2007 .
[6] E. Sullivan. Corporate Yield Spreads and Bond Liquidity , 2007 .
[7] D. Lando,et al. Decomposing Swap Spreads , 2007 .
[8] E. Farhi,et al. An Equilibrium Model of Global Imbalances and Low Interest Rates , 2006 .
[9] Fabio Cortes. Understanding and Modelling Swap Spreads , 2005 .
[10] Francisco Gomes,et al. Asset Pricing with Limited Risk Sharing and Heterogeneous Agents , 2005 .
[11] B. Bernanke. The global saving glut and the U.S. current account deficit , 2005 .
[12] X. Gabaix,et al. Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market , 2005 .
[13] R. Jarrow,et al. Bankruptcy Prediction With Industry Effects , 2004 .
[14] Alan G. White,et al. The Relationship between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements , 2004 .
[15] Thomas Laubach. New Evidence on the Interest Rate Effects of Budget Deficits and Debt , 2003 .
[16] Annette Vissing-Jorgensen,et al. Perspectives on Behavioral Finance: Does "Irrationality" Disappear with Wealth? Evidence from Expectations and Actions , 2003, NBER Macroeconomics Annual.
[17] P. Collin‐Dufresne,et al. The Determinants of Credit Spread Changes , 2001 .
[18] M. Fleming. Measuring Treasury Market Liquidity , 2001 .
[19] A. Krishnamurthy,et al. The Bond/Old-Bond Spread , 2001 .
[20] David T. Hamilton. Default and Recovery Rates of Corporate Bond Issuers: 2000 , 2001 .
[21] B. Sack,et al. The Economic Consequences of Disappearing Government Debt , 2000 .
[22] E. Elton,et al. Explaining the Rate Spread on Corporate Bonds , 1999 .
[23] D. Duffie,et al. Modeling term structures of defaultable bonds , 1999 .
[24] Dimitri Vayanos,et al. Equilibrium interest rate and liquidity premium with transaction costs , 1999 .
[25] G. Duffee. The relation between Treasury yields and corporate bond yield spreads , 1998 .
[26] H. Bohn,et al. The Behavior of U. S. Public Debt and Deficits , 1998 .
[27] J. Chalmers. Default Risk Cannot Explain the Muni Puzzle: Evidence from Municipal Bonds that are Secured by U.S. Treasury Obligations , 1998 .
[28] Kenneth N. Kuttner,et al. Indicator Properties of the PaperBill Spread: Lessons from Recent Experience , 1998, Review of Economics and Statistics.
[29] Wilbur John Coleman,et al. A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles , 1996, Journal of Political Economy.
[30] Mark Grinblatt. An Analytic Solution for Interest Rate Swap Spreads , 1995 .
[31] Jacob Boudoukh,et al. Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach , 1995 .
[32] Deborah Lucas,et al. Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing , 1993, Journal of Political Economy.
[33] Y. Amihud,et al. Liquidity, Maturity, and the Yields on U.S. Treasury Securities , 1991 .
[34] S. Aiyagari,et al. Asset Returns With Transactions Costs And Uninsured Individual Risk: A Stage Iii Exercise , 1991 .
[35] P. Evans. Do budget deficits raise nominal interest rates?: Evidence from six countries , 1987 .
[36] Charles I. Plosser. Fiscal policy and the term structure , 1987 .
[37] R. McDonald. Government Debt and Private Leverage: An Extension of the Miller Theorem , 1982 .
[38] William A. Barnett,et al. Economic monetary aggregates an application of index number and aggregation theory , 1980 .
[39] Clive W. J. Granger,et al. Time Series Modelling and Interpretation , 1976 .
[40] R. Barro. Are Government Bonds Net Wealth? , 1974, Journal of Political Economy.
[41] E. Wicker. THE WORLD WAR II POLICY OF FIXING A PATTERN OF INTEREST RATES , 1969 .
[42] S. Hanson,et al. A Gap-Filling Theory of Corporate Debt Maturity Choice , 2010 .
[43] Bob King. GOVERNMENT SPENDING, INTEREST RATES, PRICES, AND BUDGET DEFICITS IN THE UNITED KINGDOM, 1701-1918 , 2005 .
[44] Jun Liu. THE MARKET PRICE OF CREDIT RISK : An Empirical Analysis of Interest Rate Swap Spreads , 2002 .
[45] J. R. Julio,et al. MONEY, OUTPUT AND PRICES: EVIDENCE FROM A NEW MONETARY AGGREGATE , 1995 .
[46] H. Visser. The demand for money , 1989 .
[47] R. Gilbert,et al. Requiem for Regulation Q: what it did and why it passed away , 1986 .