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2. What Moves Treasury Yields?. (2021). Moench, Emanuel ; Siavash, Soroosh Soofi.
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3. The central banks’ ability to control variability of money market interest rates: The case of inflation targeting countries. (2020). Tran, Quang ; Brůna, Karel ; van Tran, Quang ; Bruna, Karel.
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1. (Un)expected monetary policy shocks and term premia. (2022). Meyer-Gohde, Alexander ; Kliem, Martin ; Meyergohde, Alexander.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:37:y:2022:i:3:p:477-499.

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2. Treasury Supply Shocks and the Term Structure of Interest Rates in the UK. (2022). Lengyel, Andras.
   In: MNB Working Papers.
   RePEc:mnb:wpaper:2022/6.

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3. On the Relative Performance of Inflation Forecasts. (2022). Owyang, Michael ; Bennett, Julie.
   In: Review.
   RePEc:fip:fedlrv:93914.

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4. Does quantitative easing affect market liquidity?. (2022). , Jens ; Gillan, James M.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003009.

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5. Dissecting the yield curve: The international evidence. (2022). Plazzi, Alberto ; Berardi, Andrea.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002429.

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6. A robust approach for outlier imputation: Singular Spectrum Decomposition. (2021). GUPTA, RANGAN ; Baumeister, Christiane.
   In: Working Papers.
   RePEc:pre:wpaper:202164.

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7. Measuring Market Expectations. (2021). Baumeister, Christiane.
   In: Working Papers.
   RePEc:pre:wpaper:202163.

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8. The TIPS Liquidity Premium*. (2021). Riddell, Simon ; Andreasen, Martin M.
   In: Review of Finance.
   RePEc:oup:revfin:v:25:y:2021:i:6:p:1639-1675..

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9. Real and Nominal Equilibrium Yield Curves. (2021). Palomino, Francisco ; Hsu, Alex.
   In: Management Science.
   RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1138-1158.

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10. Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico. (2021). Christensen, Jens ; Zhu, Simon ; Beauregard, Remy ; Fischer, Eric.
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11. High-Frequency Estimates of the Natural Real Rate and Inflation Expectations. (2021). Meldrum, Andrew ; Aronovich, Alex.
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12. Central Bank Credibility During COVID-19: Evidence from Japan. (2021). Spiegel, Mark ; Christensen, Jens.
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13. The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation. (2021). Tzavalis, Elias ; Argyropoulos, Efthymios.
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14. Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Kaminska, Iryna ; Ustek, Roman ; Mumtaz, Haroon.
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16. Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies. (2021). Suh, Sangwon ; Kim, Daehwan.
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17. Measuring Market Expectations. (2021). Baumeister, Christiane.
    In: CESifo Working Paper Series.
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19. The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra, Raul ; Ibarra-Ramirez, Raul.
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20. Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks. (2020). Tillmann, Peter.
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21. Official Demand for U.S. Debt: Implications for U.S. Real Rates. (2020). Zinna, Gabriele ; Kaminska, Iryna.
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22. The TIPS Liquidity Premium. (2020). Christensen, Jens ; Riddell, Simon ; Andreasen, Martin M.
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23. Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme. (2020). Lemke, Wolfgang ; Werner, Thomas.
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24. Bootstrapping factor models with cross sectional dependence. (2020). Perron, Benoit ; Goncalves, Silvia ; Gonalves, Silvia.
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25. Estimation of Impulse response functions with term structure local projections. (2020). McNeil, James.
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26. The effects of conventional and unconventional monetary policy : identification through the yield curve. (2020). Nelimarkka, Jaakko ; Kortela, Tomi.
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27. No-arbitrage pricing of GDP-linked bonds. (2020). Yan, Wen ; Eguren Martin, Fernando ; Eguren-Martin, Fernando ; Meldrum, Andrew.
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28. Equity tail risk in the treasury bond market. (2020). Ruzzi, Dario ; Rubin, Mirco.
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29. Estimating the term structure with linear regressions: Getting to the roots of the problem. (2019). Spencer, Peter ; Golinski, Adam.
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30. A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt. (2019). Rudebusch, Glenn.
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31. A Unified Approach to Measuring u*. (2019). Sahin, Aysegul ; Giannoni, Marc ; Eusepi, Stefano ; Crump, Richard.
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32. A unified approach to measuring u*. (2019). Sahin, Aysegul ; Giannoni, Marc ; Eusepi, Stefano ; Crump, Richard.
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33. The threshold effect of market sentiment and inflation expectations on gold price. (2019). Shi, YU ; Huang, Xiaoyong ; Xu, Xiangyun ; Jia, Fei.
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34. A Unified Approach to Measuring u*. (2019). Sahin, Aysegul ; Giannoni, Marc ; Crump, Richard ; Eusepi, Stefano.
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35. An assessment of recent trends in market-based expected iflation in the euro area. (2019). Pericoli, Marcello.
    In: Questioni di Economia e Finanza (Occasional Papers).
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36. Explaining Bond Return Predictability in an Estimated New Keynesian Model. (2019). Andreasen, Martin M.
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37. With a little help from my friends: Survey-based derivation of euro area short rate expectations at the effective lower bound. (2018). Schupp, Fabian ; Geiger, Felix.
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38. With a little help from my friends: Survey-based derivation of euro area short rate expectations at the effective lower bound. (2018). Schupp, Fabian ; Geiger, Felix.
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39. Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia. (2018). Finlay, Richard ; Hambur, Jonathan.
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40. Bootstrapping Factor Models With Cross Sectional Dependence. (2018). Perron, Benoit ; Goncalves, Silvia ; Gonalves, Silvia.
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41. Bootstrapping factor models with cross sectional dependence. (2018). Perron, Benoit ; Goncalves, Silvia ; Gonalves, Silvia.
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42. Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias. (2018). Juneja, Januj.
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43. Equilibrium Yield Curve, the Phillips Curve, and Monetary Policy. (2018). Katagiri, Mitsuru.
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44. A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt. (2018). Rudebusch, Glenn ; Christensen, Jens.
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45. Oil price dynamics and market-based inflation expectations. (2018). Reboredo, Juan ; Hammoudeh, Shawkat.
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46. The information in the joint term structures of bond yields. (2018). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew.
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47. (Un)expected monetary policy shocks and term premia. (2017). Meyer-Gohde, Alexander ; Kliem, Martin.
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48. Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates. (2017). Wright, Jonathan ; Lucca, David ; Hanson, Samuel.
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49. Bond Premiums and the Natural Real Rate of Interest. (2017). Smith, Andrew ; Hakkio, Craig.
    In: Economic Review.
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50. The TIPS Liquidity Premium. (2017). Riddell, Simon ; Andreasen, Martin M.
    In: CREATES Research Papers.
    RePEc:aah:create:2017-27.

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