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Interest rate skewness and biased beliefs
Bauer, Michael D.; Chernov, Mikhail - In: The journal of finance : the journal of the American … 79 (2024) 1, pp. 173-217
Persistent link: https://www.econbiz.de/10014486377
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Interest rate skewness and biased beliefs
Bauer, Michael D.; Chernov, Mikhail - 2021
Persistent link: https://www.econbiz.de/10012544932
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Restrictions on risk prices in dynamic term structure models
Bauer, Michael D. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 196-211
Persistent link: https://www.econbiz.de/10011894602
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Interest rates under falling stars
Bauer, Michael D.; Rudebusch, Glenn D. - In: The American economic review 110 (2020) 5, pp. 1316-1354
Persistent link: https://www.econbiz.de/10012391812
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Robust bond risk premia
Bauer, Michael D.; Hamilton, James D. - In: The review of financial studies 31 (2018) 2, pp. 399-448
Persistent link: https://www.econbiz.de/10011925221
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Monetary policy expectations at the zero lower bound
Bauer, Michael D.; Rudebusch, Glenn D. - In: Journal of money, credit and banking : JMCB 48 (2016) 7, pp. 1439-1465
Persistent link: https://www.econbiz.de/10011707930
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Resolving the spanning puzzle in macro-finance term structure models
Bauer, Michael D.; Rudebusch, Glenn D. - In: Review of finance : journal of the European Finance … 21 (2017) 2, pp. 511-553
Persistent link: https://www.econbiz.de/10011803275
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The rising cost of climate change : evidence from the bond market
Bauer, Michael D.; Rudebusch, Glenn D. - In: The review of economics and statistics 105 (2023) 5, pp. 1255-1270
Persistent link: https://www.econbiz.de/10014384157
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Perceptions about Monetary Policy
Bauer, Michael D.; Pflueger, Carolin E.; Sunderam, Adi - National Bureau of Economic Research - 2022
We estimate perceptions about the Fed's monetary policy rule from micro data on professional forecasters. The perceived rule varies significantly over time, with important consequences for monetary policy and bond markets. Over the monetary policy cycle, easings are perceived to be quick and...
Persistent link: https://www.econbiz.de/10013388836
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A reassessment of monetary policy surprises and high-frequency identification
Bauer, Michael D.; Swanson, Eric T. - In: NBER macroeconomics annual 37 (2023), pp. 87-155
Persistent link: https://www.econbiz.de/10014306137