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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"Monetary policy"
~subject:"Stochastic process"
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Monetary policy
Stochastic process
Yield curve
133
Zinsstruktur
133
Theorie
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Theory
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Option pricing theory
33
Optionspreistheorie
33
Geldpolitik
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Christensen, Jens H. E.
13
Rudebusch, Glenn D.
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Bauer, Michael D.
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Levendorskij, Sergej Z.
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Spiegel, Mark
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Wu, Tao
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1
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Federal Reserve Bank of San Francisco
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working papers series / Federal Reserve Bank of San Francisco
NBER working paper series
46
Working paper series / European Central Bank
43
Working paper / National Bureau of Economic Research, Inc.
42
NBER Working Paper
35
Discussion paper / Centre for Economic Policy Research
33
Journal of banking & finance
32
Journal of monetary economics
29
International journal of theoretical and applied finance
28
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Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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IMES discussion paper series / Englische Ausgabe
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International journal of central banking : IJCB
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The review of financial studies
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Applied mathematical finance
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BIS Working Paper
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Market-based estimates of the natural real rate : evidence from Latin American bond markets
Ceballos, Luis
;
Christensen, Jens H. E.
;
Romero, Damian
-
2024
Persistent link: https://www.econbiz.de/10014467441
Saved in:
2
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:
3
Passive quantitative easing: bond supply effects through a halt to debt issuance
Christensen, Jens H. E.
;
Hetland, Simon Thinggaard
-
2023
-
This version: August 24, 2023
Persistent link: https://www.econbiz.de/10014391260
Saved in:
4
The benefit of inflation-indexed debt : evidence from an mmerging bond market
Ruiz Cardozo, Cristhian Hernando
;
Eggert Christensen, …
-
2023
Persistent link: https://www.econbiz.de/10014287812
Saved in:
5
Decomposing the monetary policy multiplier
Alessandri, Piergiorgio
;
Jordà, Òscar
;
Venditti, Fabrizio
-
2023
Persistent link: https://www.econbiz.de/10014288036
Saved in:
6
Central bank credibility during COVID-19 : evidence from Japan
Christensen, Jens H. E.
;
Spiegel, Mark
-
2022
Persistent link: https://www.econbiz.de/10012807300
Saved in:
7
Inflation expectations and risk premia in emerging bond markets : evidence from Mexico
Beauregard, Remy
;
Christensen, Jens H. E.
;
Fischer, Eric
; …
-
2021
Persistent link: https://www.econbiz.de/10012548541
Saved in:
8
Banks, maturity transformation, and monetary policy
Paul, Pascal
-
2020
Persistent link: https://www.econbiz.de/10012182209
Saved in:
9
Accounting for low long-term interest rates : evidence from Canada
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
;
Shultz, …
-
2020
Persistent link: https://www.econbiz.de/10012391368
Saved in:
10
Assessing abenomics : evidence from inflation-indexed Japanese government bonds
Christensen, Jens H. E.
;
Spiegel, Mark
-
2019
-
This version: May 7, 2019
Persistent link: https://www.econbiz.de/10012057488
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