The interest rate effects of government bond purchases away from the lower bound
Year of publication: |
2016
|
---|---|
Authors: | De Rezende, Rafael B. |
Publisher: |
Stockholm : Sveriges Riksbank |
Subject: | quantitative easing | signaling channel | portfolio balance channel | yield curve | dynamic affine term structure models | short rate expectations | term premium |
Series: | |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 859329070 [GVK] hdl:10419/157967 [Handle] RePEc:hhs:rbnkwp:0324 [RePEc] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
-
The interest rate effects of government bond purchases away from the lower bound
De Rezende, Rafael B., (2016)
-
The interest rate effects of government bond purchases away from the lower bound
De Rezende, Rafael B., (2017)
-
Geiger, Felix, (2018)
- More ...
-
A shadow rate without a lower bound constraint
De Rezende, Rafael B., (2018)
-
Risks in macroeconomic fundamentals and excess bond returns predictability
De Rezende, Rafael B., (2015)
-
De Rezende, Rafael B., (2013)
- More ...