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~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"Interest rate derivative"
~subject:"Theory"
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Search: subject_exact:"Expectations hypothesis of the term structure"
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Interest rate derivative
Theory
Yield curve
149
Zinsstruktur
149
Theorie
60
Geldpolitik
42
Monetary policy
42
USA
41
United States
41
Risikoprämie
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Rudebusch, Glenn D.
13
Christensen, Jens H. E.
9
López, José A.
3
Swanson, Eric T.
3
Wu, Tao
3
Bauer, Michael D.
2
Diebold, Francis X.
2
Mussche, Paul L.
2
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1
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1
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1
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1
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1
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1
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Federal Reserve Bank of San Francisco
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Economics letters
Working papers series / Federal Reserve Bank of San Francisco
NBER working paper series
100
Working paper / National Bureau of Economic Research, Inc.
95
Journal of banking & finance
86
NBER Working Paper
85
International journal of theoretical and applied finance
68
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65
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27
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Quantitative easing and safe asset scarcity : evidence from international bond safety premia
Christensen, Jens H. E.
;
Mirkov, Nikola
;
Zhang, Xin
-
2023
-
This version: August 15, 2023
Persistent link: https://www.econbiz.de/10014391221
Saved in:
2
Decomposing the monetary policy multiplier
Alessandri, Piergiorgio
;
Jordà, Òscar
;
Venditti, Fabrizio
-
2023
Persistent link: https://www.econbiz.de/10014288036
Saved in:
3
International evidence on extending sovereign debt maturities
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
-
2021
Persistent link: https://www.econbiz.de/10012626232
Saved in:
4
Shock and awe? : bond yield responses to domestic monetary policy in a small-open economy
Nitschka, Thomas
;
Ramelet, Marc-Antoine
- In:
Economics letters
231
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014461260
Saved in:
5
The term structure of equity premia and the macroeconomy : some results
Laine, Olli-Matti
- In:
Economics letters
216
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013448394
Saved in:
6
Extrapolating long-maturity bond yields for financial risk measurement
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
-
2018
Persistent link: https://www.econbiz.de/10011898966
Saved in:
7
Price discovery in US money market benchmarks : LIBOR vs. SOFR
Fassas, Athanasios P.
- In:
Economics letters
204
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012607568
Saved in:
8
Interest rates under falling stars
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2017
Persistent link: https://www.econbiz.de/10011734560
Saved in:
9
Credit frictions and optimal monetary policy
Cúrdia, Vasco
;
Woodford, Michael
-
2015
Persistent link: https://www.econbiz.de/10011529415
Saved in:
10
Resolving the spanning puzzle in macro-finance term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2015
Persistent link: https://www.econbiz.de/10010504116
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