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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:"Niedrigzinspolitik"
~subject:"Theory"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
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Niedrigzinspolitik
Theory
Yield curve
64
Zinsstruktur
64
Geldpolitik
24
Monetary policy
24
Theorie
22
USA
19
United States
19
Risikoprämie
11
Risk premium
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Öffentliche Anleihe
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Schätzung
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Wirkungsanalyse
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term structure modeling
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Financial market
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Index-linked bond
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Indexanleihe
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Low-interest-rate policy
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Bond market
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Euro area
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Eurozone
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Inflation expectations
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Inflationserwartung
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affine arbitrage-free term structure model
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financial market frictions
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Business cycle
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liquidity risk
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unconventional monetary policy
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Rudebusch, Glenn D.
13
Christensen, Jens H. E.
11
Swanson, Eric T.
5
López, José A.
3
Wu, Tao
3
Bauer, Michael D.
2
Diebold, Francis X.
2
Mirkov, Nikola
2
Mussche, Paul L.
2
Williams, John C.
2
Alessandri, Piergiorgio
1
Bacchetta, Philippe
1
Cúrdia, Vasco
1
Duffee, Greg
1
Hetland, Simon Thinggaard
1
Jordà, Òscar
1
Van Wincoop, Eric
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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
Working paper / National Bureau of Economic Research, Inc.
97
Discussion paper / Centre for Economic Policy Research
42
Working paper
42
Finance and economics discussion series
35
Working paper series / European Central Bank
31
Discussion papers / CEPR
23
Discussion paper
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Staff reports / Federal Reserve Bank of New York
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CESifo working papers
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CREATES research paper
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CAMA working paper series
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Discussion paper / B
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Discussion paper / Tinbergen Institute
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Discussion papers in economics
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Staff working paper / Bank of Canada
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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IMF working papers
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Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
13
Staff working papers / Bank of England
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
13
Documents de travail / Banque de France
11
IMF working paper
11
Sveriges Riksbank working paper series
11
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
11
Bank of Finland research discussion papers
9
Discussion paper / Center for Economic Research, Tilburg University
9
Discussion papers of interdisciplinary research project 373
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Fisher College of Business working paper series
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Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
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ECONIS (ZBW)
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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
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:
3
Decomposing the monetary policy multiplier
Alessandri, Piergiorgio
;
Jordà, Òscar
;
Venditti, Fabrizio
-
2023
Persistent link: https://www.econbiz.de/10014288036
Saved in:
4
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:
5
The safety premium of safe assets
Christensen, Jens H. E.
;
Mirkov, Nikola
-
2019
Persistent link: https://www.econbiz.de/10012181910
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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
Interest rates under falling stars
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2017
Persistent link: https://www.econbiz.de/10011734560
Saved in:
8
Credit frictions and optimal monetary policy
Cúrdia, Vasco
;
Woodford, Michael
-
2015
Persistent link: https://www.econbiz.de/10011529415
Saved in:
9
Resolving the spanning puzzle in macro-finance term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2015
Persistent link: https://www.econbiz.de/10010504116
Saved in:
10
Modeling yields at the zero lower bound : are shadow rates the solution?
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
-
2013
Persistent link: https://www.econbiz.de/10010233356
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