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Mortgage convexity

Hanson, Samuel G. - In: Journal of financial economics 113 (2014) 2, pp. 270-299

Persistent link: https://www.econbiz.de/10010479539

Forward guidance in the yield curve : short rates versus bond supplys

Greenwood, Robin; Hanson, Samuel G.; Vayanos, Dimitri - 2015

Persistent link: https://www.econbiz.de/10011429249

Forward guidance in the yield curve : short rates versus bond suppyl

Greenwood, Robin; Hanson, Samuel G.; Vayanos, Dimitri - 2015

Persistent link: https://www.econbiz.de/10011440933

Banks as patient fixed income investors

Hanson, Samuel G.; Shleifer, Andrei; Stein, Jeremy C.; … - 2014

Persistent link: https://www.econbiz.de/10010433519

Banks as patient fixed-income investors

Hanson, Samuel G.; Shleifer, Andrei; Stein, Jeremy C.; … - 2014

Persistent link: https://www.econbiz.de/10010391836

Banks as patient fixed-income investors

Hanson, Samuel G.; Shleifer, Andrei; Stein, Jeremy C.; … - In: Journal of financial economics 117 (2015) 3, pp. 449-469

Persistent link: https://www.econbiz.de/10011480277

A quantity-driven theory of term premia and exchange rates

Greenwood, Robin; Hanson, Samuel G.; Stein, Jeremy C.; … - 2020

Persistent link: https://www.econbiz.de/10012266043

Mortgage hedging in fixed income markets

Malkhozov, Aytek; Mueller, Philippe; Vedolin, Andrea; … - 2013

Persistent link: https://www.econbiz.de/10009777758

Forward Guidance in the Yield Curve : Short Rates versus Bond Supply

Greenwood, Robin - 2015

We present a model of the yield curve in which the central bank can provide market participants with forward guidance on both future short rates and on future Quantitative Easing (QE) operations, which affect bond supply. Forward guidance on short rates works through the expectations hypothesis,...

Persistent link: https://www.econbiz.de/10012456862

Forward Guidance in the Yield Curve : Short Rates Versus Bond Supply

Greenwood, Robin M. - 2015

Persistent link: https://www.econbiz.de/10013009920