Similar Search Results

How the Federal Reserve's Large-Scale Asset Purchases (LSAPs) influence Mortgage-Backed Securities (MBS) yields and US mortgage rates

Hancock, Diana; Passmore, Stuart Wayne - 2014

Persistent link: https://www.econbiz.de/10010433528

Measuring equilibrium real interest rates : what can we learn from Yields on indexed bonds?

Bomfim, Antúlio N. - 2001

Persistent link: https://www.econbiz.de/10001637842

New evidence on the interest rate effects of budget deficits and debt

Laubach, Thomas - 2003

Persistent link: https://www.econbiz.de/10001762941

Tests for non-linear dynamics in systems of non-stationary economic time series : the case of short-term US interest rates

Jones, Barry E.; Nesmith, Travis D. - 1999

Persistent link: https://www.econbiz.de/10001443058

Monetary policy when the nominal short-term interest rate is zero

Clouse, James A. (contributor) - 2000

Persistent link: https://www.econbiz.de/10001544580

Bond risk premiums at the zero lower bound

Andreasen, Martin Møller; Jørgensen, Kasper; Meldrum, … - 2019

This paper documents a significantly stronger relationship between the slope of the yield curve and future excess bond …

Persistent link: https://www.econbiz.de/10012181201

Monetary policy statements, treasury yields, and private yields : before and after the zero lower bound

Kiley, Michael T. - 2013

Persistent link: https://www.econbiz.de/10010424567

The Federal Reserve's portfolio and its effect on interest rates

Huther, Jeffrey; Ihrig, Jane; Klee, Elizabeth - 2017

We explore the historical composition of the Federal Reserve's Treasury portfolio and its effect on Treasury yields. Using data from 1985 to 2016, we show that the divergence of the composition of the Federal Reserve's portfolio from overall Treasury securities outstanding is associated with a...

Persistent link: https://www.econbiz.de/10011710126

Flow and stock effects of large-scale treasury purchases

D'Amico, Stefania; King, Thomas B. - 2010

Persistent link: https://www.econbiz.de/10008669999

Tips from TIPS : the informational content of Treasury inflation-protected security prices

D'Amico, Stefania; Kim, Don H.; Wei, Min - 2010

Persistent link: https://www.econbiz.de/10003989903

1
2
3
4
5
6
7
8
9
10
Next
Last