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What does monetary policy do to long-term interest rates at the zero lower bound?

Wright, Jonathan H. - 2011

Persistent link: https://www.econbiz.de/10009160435

What does monetary policy do to long-term interest rates at the zero lower bound?

Wright, Jonathan H. - In: The economic journal : the journal of the Royal … 122 (2012) 564, pp. 447-466

Persistent link: https://www.econbiz.de/10009730284

The yield curve and predicting recessions

Wright, Jonathan H. - 2006

Persistent link: https://www.econbiz.de/10003297463

Term premiums and inflation uncertainty : empirical evidence from an international panel dataset

Wright, Jonathan H. - 2008

Persistent link: https://www.econbiz.de/10003830099

Options-implied probability density functions for real interest rates

Wright, Jonathan H. - In: International journal of central banking : IJCB 12 (2016) 3, pp. 129-149

Persistent link: https://www.econbiz.de/10011577880

Comment on "Measuring euro area monetary policy" by Carlo Altavilla, Luca Brugnolini, Refet Gürkaynak, Giuseppe Ragusa and Roberto Motto

Wright, Jonathan H. - In: Journal of monetary economics 108 (2019), pp. 180-184

Persistent link: https://www.econbiz.de/10012267241

Forward-looking estimates of interest-rate distributions

Wright, Jonathan H. - In: Annual review of financial economics 9 (2017), pp. 333-351

Persistent link: https://www.econbiz.de/10011910883

An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates

Kim, Don H.; Wright, Jonathan H. - 2005

Persistent link: https://www.econbiz.de/10003087210

An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates

Kim, Don H. (contributor); Wright, Jonathan H. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003137207

Cracking the Conundrum

Backus, David; Wright, Jonathan H. - 2008

From 2004 to 2006, the FOMC raised the target federal funds rate by 4.25 percentage points, yet long-maturity yields and forward rates fell. We consider several possible explanations for this "conundrum." The most likely, in our view, is a fall in the term premium, probably associated with some...

Persistent link: https://www.econbiz.de/10014048054