Working Paper |
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Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Tale of Four Tails: Inflation, the Policy Rate, Longer-Term Rates, and Stock Prices |
0 |
1 |
2 |
58 |
0 |
1 |
8 |
88 |
Balance Sheet Policy Uncertainty and Its Aggregate Implications |
0 |
0 |
24 |
24 |
1 |
2 |
9 |
9 |
Density Estimation and Combination under Model Ambiguity |
0 |
0 |
0 |
88 |
0 |
0 |
1 |
458 |
Density selection and combination under model ambiguity: an application to stock returns |
0 |
0 |
0 |
76 |
0 |
0 |
0 |
327 |
Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserve's asset purchase announcements |
0 |
0 |
0 |
106 |
0 |
1 |
4 |
360 |
Estimating the Deep Parameters of RBC Model with Learning |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
311 |
Flow and stock effects of large-scale Treasury purchases |
0 |
1 |
2 |
79 |
0 |
2 |
10 |
352 |
Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply |
0 |
0 |
0 |
49 |
0 |
0 |
4 |
227 |
Impacts of the Fed Corporate Credit Facilities through the Lenses of ETFs and CDX |
0 |
0 |
2 |
10 |
0 |
2 |
8 |
32 |
Inflation Uncertainty and Disagreement in Bond Risk Premia |
0 |
0 |
1 |
61 |
0 |
3 |
5 |
114 |
Issues in the Use of the Balance Sheet Tool |
0 |
0 |
0 |
31 |
0 |
0 |
6 |
60 |
Learning, Expectations and the Business Cycle |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
119 |
Macroeconomic Sources of Recent Interest Rate Fluctuations |
0 |
0 |
1 |
34 |
0 |
0 |
3 |
55 |
One Asset Does Not Fit All: Inflation Hedging by Index and Horizon |
0 |
0 |
1 |
28 |
0 |
0 |
4 |
17 |
Open-Ended Treasury Purchases: From Market Functioning to Financial Easing |
0 |
0 |
1 |
6 |
0 |
1 |
11 |
15 |
Special Repo Rates and the Cross-Section of Bond Prices: the Role of the Special Collateral Risk Premium |
0 |
0 |
1 |
31 |
0 |
0 |
1 |
33 |
TIPS: Taking Inflation Premium Seriously |
0 |
0 |
0 |
200 |
0 |
0 |
2 |
666 |
The Fed and Stock Market: A Proxy and Instrumental Variable Identification |
0 |
0 |
2 |
397 |
0 |
1 |
10 |
1,055 |
The Federal Reserve's large-scale asset purchase programs: rationale and effects |
0 |
0 |
0 |
276 |
1 |
1 |
2 |
729 |
The Federal Reserve?s Large-Scale Asset Purchase Programs: Rationale and Effects |
0 |
1 |
1 |
148 |
1 |
3 |
6 |
445 |
The Impact of Covid-19 Related Policy Responses on Municipal Debt Markets |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
18 |
The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors |
1 |
1 |
1 |
23 |
2 |
2 |
7 |
137 |
The Term Structure and Inflation Uncertainty |
0 |
0 |
0 |
62 |
0 |
0 |
2 |
133 |
The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors |
0 |
0 |
1 |
58 |
0 |
0 |
4 |
169 |
Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices |
1 |
1 |
1 |
114 |
1 |
1 |
4 |
295 |
Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices |
0 |
1 |
6 |
126 |
1 |
3 |
17 |
251 |
Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices |
0 |
0 |
1 |
85 |
0 |
0 |
3 |
458 |
Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices |
0 |
0 |
1 |
198 |
0 |
1 |
13 |
823 |
Uncertainty and disagreement in economic forecasting |
0 |
2 |
5 |
216 |
0 |
9 |
17 |
643 |
Unexpected Supply Effects of Quantitative Easing and Tightening |
0 |
0 |
1 |
35 |
0 |
0 |
4 |
76 |
What Does Anticipated Monetary Policy Do? |
0 |
0 |
2 |
352 |
0 |
5 |
18 |
322 |
Total Working Papers |
2 |
8 |
57 |
2,987 |
7 |
38 |
190 |
8,797 |