1. The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo.
   In: Working Papers.
   RePEc:bdm:wpaper:2023-13.

   Full description at Econpapers || Download paper

2. A Microstructure Approach to Gross Portfolio Inflows. The Case of Chile. (2015). Ulloa, Barbara ; Moreno, Carola ; Saavedra, Carlos.
   In: Working Papers Central Bank of Chile.
   RePEc:chb:bcchwp:760.

   Full description at Econpapers || Download paper

1. ——— (2013): “Benign neglect of the long-term interest rate”, BIS Working Papers, no 403, February.
   Paper not yet in RePEc: Add citation now
   
2. ——— (2014): “The global long-term interest rate, financial risks and policy choices in EMEs”, BIS Working Papers, no 441, February.
   Paper not yet in RePEc: Add citation now
   

3. Adrian, T, R Crump, and E Moench (2013): “Pricing the term structure with linear regressions,” Journal of Financial Economics, no 110(1), pp 110–38.

4. Bank for International Settlements (2015): “International banking and financial market developments”, BIS Quarterly Review, March.
   Paper not yet in RePEc: Add citation now
   

5. Bernanke, B (2013): “Long-term interest rates”, remarks at the Annual Monetary/Macroeconomics Conference: The Past and Future of Monetary Policy, sponsored by Federal Reserve Bank of San Francisco, San Francisco, March.

6. BIS Papers No 83 International Monetary Fund (2014): Global Financial Stability Report, Chapter 2, “How do changes in the investor base and financial deepening affect emerging market economies?”, April.
   Paper not yet in RePEc: Add citation now
   

7. Blake, A, G Rule and O Rummel (2015): “Inflation targeting and term premia estimates for Latin America”, Latin American Economic Review, no 24(3), April.

8. Ceballos, L, A Naudón and D Romero (2015): “Nominal term structure and term premia: evidence from Chile“, Central Bank of Chile Working Paper, no 752.

9. Cetorelli, N (2014): “Hybrid intermediaries”, Federal Reserve Bank of New York Staff Report, no 705, December.
   Paper not yet in RePEc: Add citation now
   

10. Claro, S and C Soto, (2013): “Exchange rate policy and exchange rate interventions: the Chilean experience“, BIS Papers, no 73, pp 81–93.

11. Claro, S and L Opazo, (2014): “Monetary policy independence in Chile”, BIS Papers, no 78, pp 111–23.

12. Committee on the Global Financial System (2011): “Fixed income strategies of insurance companies and pension funds”, CGFS Papers, no 44.
    Paper not yet in RePEc: Add citation now
    

13. DAmico, S, W English, D Lopez-Salido and E Nelson (2012): “The Federal Reserves large-scale asset purchase programmes: rationale and effects”, Economic Journal, vol 122, pp 415–46.

14. Eichengreen, B and P Gupta (2013): “Tapering talk: the impact of expectations of reduced Federal Reserve securities purchases on emerging markets”, mimeo, December.
    Paper not yet in RePEc: Add citation now
    
15. Feroli M, A Kashyap, K Schoenholts and H S Shin (2014): “Market tantrums and monetary policy”, conference draft, US Monetary Policy Forum, February.
    Paper not yet in RePEc: Add citation now
    

16. Gagnon, J, M Raskin, J Remache and B Sack (2011): “The financial market effects of the Federal Reserve’s large-scale asset purchases”, International Journal of Central Banking, no 7(1), pp 3–43.

17. Hanson, S and J Stein (2015): “Monetary policy and long-term real rates,” Journal of Financial Economics, forthcoming.

18. Joyce, M, A Lasaosa, I Stevens and M Tong (2011): “The financial market impact of quantitative easing”, International Journal of Central Banking, no 7(3), pp 113–61.

19. Krishnamurthy A and A Vissing-Jorgensen (2011): “The effects of quantitative easing on interest rates: channels and implications for policy”, NBER Working Paper, no 17555, October.

20. Longstaff, F, J Pan, L Pedersen and K Singleton (2011): “How sovereign is sovereign credit risk?”, American Economic Journal: Macroeconomics, vol 3, pp 75–103.

21. Miyajima, K, M Mohanty and T Chan (2012): “Emerging market local currency bonds: diversification and stability”, BIS Working Papers, no 391, November.

22. Obstfeld, M (2014): “Trilemmas and tradeoffs: living with financial globalization”, manuscript, University of California, Berkeley.
    Paper not yet in RePEc: Add citation now
    

23. Raddatz, C and S Schmukler (2012): “On the international transmission of shocks: Micro-evidence from mutual fund portfolios,” Journal of International Economics, no 88(2), pp 357–74.

24. Rey, H (2013): “Dilemma, not trilemma: the global financial cycle and monetary policy independence”, Proceedings of the Jackson Hole conference, Federal Reserve Bank of Kansas City.
    Paper not yet in RePEc: Add citation now
    
25. Shin, H S (2013): “The second phase of global liquidity and its impact on emerging economies”, Evening Keynote Address, Asia Economic Policy Conference.
    Paper not yet in RePEc: Add citation now
    

26. Turner, P (2011): “Is the long-term interest rate a policy victim, a policy variable or a policy lodestar?”, BIS Working Papers, no 367, December.

27. Ulloa, B, C Saavedra and C Moreno (2015): “A microstructure approach to gross equity portfolio inflows: the case of Chile”, Central Bank of Chile Working Paper 760 Wright, J (2011): “Term premia and inflation uncertainty: empirical evidence from an international panel dataset”, American Economic Review, no 101(4), pp 1514–34.

1. Quantitative Easing During the COVID-19 Pandemic: A Cross-Country Study. (2023). Stefaski, Maciej.
   In: KAE Working Papers.
   RePEc:sgh:kaewps:2023088.

   Full description at Econpapers || Download paper

2. Special Repo Rates and the Cross-Section of Bond Prices: The Role of the Special Collateral Risk Premium*. (2022). Damico, Stefania ; Pancost, Aaron N.
   In: Review of Finance.
   RePEc:oup:revfin:v:26:y:2022:i:1:p:117-162..

   Full description at Econpapers || Download paper

3. A Macroeconomic Approach to the Term Premium. (2018). Williams, Peter D ; Kopp, Emanuel.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2018/140.

   Full description at Econpapers || Download paper

4. The Term Premium as a Leading Macroeconomic Indicator. (2016). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis.
   In: Working Papers.
   RePEc:pre:wpaper:201613.

   Full description at Econpapers || Download paper

5. U.S. Monetary Policy Normalization and Global Interest Rates. (2016). Demir, İshak ; Carrière-Swallow, Yan ; Caceres, Carlos ; Carriere-Swallow, Yan ; Gruss, Bertrand.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2016/195.

   Full description at Econpapers || Download paper

6. The term structure of expectations and bond yields. (2016). Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard.
   In: Staff Reports.
   RePEc:fip:fednsr:775.

   Full description at Econpapers || Download paper

7. The international transmission of risk: Causal relations among developed and emerging countries’ term premia. (2016). Moreno Gutiérrez, José ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Espinosa Torres, Juan ; Espinosa-Torres, Juan Andres ; Moreno-Gutierrez, Jose Fernando .
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:37:y:2016:i:c:p:646-654.

   Full description at Econpapers || Download paper

8. Global corporate bond issuance: What role for US quantitative easing?. (2016). Lo Duca, Marco ; Nicoletti, Giulio ; Martinez, Ariadna Vidal .
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:60:y:2016:i:c:p:114-150.

   Full description at Econpapers || Download paper

9. Evaluating the robustness of UK term structure decompositions using linear regression methods. (2016). Meldrum, Andrew ; Malik, Sheheryar.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:67:y:2016:i:c:p:85-102.

   Full description at Econpapers || Download paper

10. The economic value of predicting bond risk premia. (2016). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:37:y:2016:i:c:p:247-267.

    Full description at Econpapers || Download paper

11. Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution. (2016). Andreasen, Martin M ; Jorgensen, Kasper.
    In: CREATES Research Papers.
    RePEc:aah:create:2016-16.

    Full description at Econpapers || Download paper

12. Inflation targeting and term premia estimates for Latin America. (2015). Rule, Garreth ; Rummel, Ole ; Blake, Andrew.
    In: Latin American Economic Review.
    RePEc:spr:laecrv:v:24:y:2015:i:1:p:1-21:10.1007/s40503-015-0017-7.

    Full description at Econpapers || Download paper

13. Forward Guidance in the Yield Curve: Short Rates versus Bond Supply. (2015). Vayanos, Dimitri ; Hanson, Samuel ; Greenwood, Robin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21750.

    Full description at Econpapers || Download paper

14. Term-Structure Modelling at the Zero Lower Bound: Implications for Estimating the Term Premium. (2015). Chung, Tsz-Kin ; Li, Ka-Fai ; Hui, Cho-Hoi.
    In: Working Papers.
    RePEc:hkm:wpaper:212015.

    Full description at Econpapers || Download paper

15. The First Arrow Hitting the Currency Target: A Long-run Risk Perspective. (2015). Kano, Takashi ; Wada, Kenji.
    In: Discussion paper series.
    RePEc:hit:hiasdp:hias-e-13.

    Full description at Econpapers || Download paper

16. Betting against beta (and gamma) using government bonds. (2015). Durham, J. Benson.
    In: Staff Reports.
    RePEc:fip:fednsr:708.

    Full description at Econpapers || Download paper

17. Regression-based estimation of dynamic asset pricing models. (2015). Moench, Emanuel ; Crump, Richard ; Adrian, Tobias.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:118:y:2015:i:2:p:211-244.

    Full description at Econpapers || Download paper

18. Identifying fiscal inflation. (2015). Queijo von Heideken, Virginia ; De Graeve, Ferre.
    In: European Economic Review.
    RePEc:eee:eecrev:v:80:y:2015:i:c:p:83-93.

    Full description at Econpapers || Download paper

19. Forward Guidance in the Yield Curve: Short Rates versus Bond Supply. (2015). Vayanos, Dimitri ; Hanson, Samuel ; Greenwood, Robin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11005.

    Full description at Econpapers || Download paper

20. Expectativas de inflación, prima de riesgo inflacionario y prima de liquidez: una descomposición del break-even inflation para los bonos del gobierno colombiano. (2015). Moreno Gutiérrez, José ; Melo-Velandia, Luis ; Espinosa Torres, Juan ; Espinosa-Torres, Juan Andres ; Moreno-Gutierrez, Jose Fernando .
    In: Borradores de Economia.
    RePEc:col:000094:013700.

    Full description at Econpapers || Download paper

21. The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries Term Premia. (2015). Moreno Gutiérrez, José ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Espinosa Torres, Juan ; Espinosa-Torres, Juan Andres ; Moreno-Gutierrez, Jose Fernando .
    In: Borradores de Economia.
    RePEc:col:000094:012609.

    Full description at Econpapers || Download paper

22. Channels of US Monetary Policy Spillovers into International Bond Markets. (2015). Romero, Damian ; Claro, Sebastian ; Ceballos, Luis ; Albagli, Elias.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:771.

    Full description at Econpapers || Download paper

23. Tasas de Interés de Largo Plazo en Economías Desarrolladas: Tendencias Recientes e Implicancias de Política Monetaria en Chile.. (2015). Vergara, Rodrigo ; Albagli, Elias.
    In: Economic Policy Papers Central Bank of Chile.
    RePEc:chb:bcchep:52.

    Full description at Econpapers || Download paper

24. Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model. (2015). Nakajima, Jouchi ; Imakubo, Kei.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:wp15e01.

    Full description at Econpapers || Download paper

25. A global factor in variance risk premia and local bond pricing. (2015). Roberts-Sklar, Matt ; Kaminska, Iryna.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0576.

    Full description at Econpapers || Download paper

26. Long-run priors for term structure models. (2015). Roberts-Sklar, Matt ; Meldrum, Andrew.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0575.

    Full description at Econpapers || Download paper

27. Dynamic term structure models: the best way to enforce the zero lower bound in the United States. (2015). Meldrum, Andrew ; Andreasen, Martin M.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0550.

    Full description at Econpapers || Download paper

28. Market beliefs about the UK monetary policy life-off horizon: a no-arbitrage shadow rate term structure model approach. (2015). Meldrum, Andrew ; Andreasen, Martin M.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0541.

    Full description at Econpapers || Download paper

29. Long-term rates and the term premium: evidence from Chile. (2015). Claro, Sebastian ; Moreno, Carola.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:83-06.

    Full description at Econpapers || Download paper

30. Expectativas de inflación, prima de riesgo inflacionario y prima de liquidez: una descomposición del break-even inflation para los bonos del gobierno colombiano. (2015). Moreno Gutiérrez, José ; Melo-Velandia, Luis ; Espinosa Torres, Juan ; Espinosa-Torres, Juan Andres ; Moreno-Gutierrez, Jose Fernando .
    In: Borradores de Economia.
    RePEc:bdr:borrec:903.

    Full description at Econpapers || Download paper

31. The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries’ Term Premia. (2015). Moreno Gutiérrez, José ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Espinosa Torres, Juan ; Espinosa-Torres, Juan Andres ; Moreno-Gutierrez, Jose Fernando .
    In: Borradores de Economia.
    RePEc:bdr:borrec:869.

    Full description at Econpapers || Download paper

32. Tractable Term Structure Models. (2015). Fontaine, Jean-Sebastien ; Feunou, Bruno ; Lundblad, Christian ; Le, An H.
    In: Staff Working Papers.
    RePEc:bca:bocawp:15-46.

    Full description at Econpapers || Download paper

33. Financial conditions, macroeconomic factors and (un)expected bond excess returns. (2014). Menkhoff, Lukas ; Fricke, Christoph.
    In: Discussion Papers.
    RePEc:zbw:bubdps:352014.

    Full description at Econpapers || Download paper

34. Nominal Term Structure and Term Premia. Evidence from Chile. (2014). Romero, Damian ; Naudon, Alberto ; Ceballos, Luis.
    In: MPRA Paper.
    RePEc:pra:mprapa:60911.

    Full description at Econpapers || Download paper

35. Term structure estimation in the presence of autocorrelation. (2014). Juneja, Januj.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:28:y:2014:i:c:p:119-129.

    Full description at Econpapers || Download paper

36. Estimación de la prima por vencimiento de los TES en pesos del gobierno colombiano. (2014). Moreno Gutiérrez, José ; Melo-Velandia, Luis ; Espinosa Torres, Juan ; Melovelandia, Luis Fernando ; Juan Andres Espinosa Torres, ; Jose Fernando Moreno Gutierrez, .
    In: Borradores de Economia.
    RePEc:col:000094:012333.

    Full description at Econpapers || Download paper

37. An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields?. (2014). Vargas-Herrera, Hernando ; Moreno Gutiérrez, José ; Guarín López, Alexander ; Guarin, Alexander.
    In: Borradores de Economia.
    RePEc:col:000094:011311.

    Full description at Econpapers || Download paper

38. Evaluating the robustness of UK term structure decompositions using linear regression methods. (2014). Meldrum, Andrew ; Malik, Sheheryar.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0518.

    Full description at Econpapers || Download paper

39. An empirical analysis of the relationship between US and Colombian long-term sovereign bond yields. (2014). Moreno, Jose Fernando ; Vargas, Hernando ; Guarin, Alexander.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:78-09.

    Full description at Econpapers || Download paper

40. Specification Analysis of International Treasury Yield Curve Factors. (2014). Tiozzo Pezzoli, Luca ; Pegoraro, Fulvio ; Siegel, A. F..
    In: Working papers.
    RePEc:bfr:banfra:490.

    Full description at Econpapers || Download paper

41. Estimación de la prima por vencimiento de los TES en pesos del gobierno colombiano. (2014). Moreno Gutiérrez, José ; Melo-Velandia, Luis ; Espinosa Torres, Juan ; Melovelandia, Luis Fernando ; Juan Andres Espinosa Torres, ; Jose Fernando Moreno Gutierrez, .
    In: Borradores de Economia.
    RePEc:bdr:borrec:854.

    Full description at Econpapers || Download paper

42. An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields. (2014). Vargas-Herrera, Hernando ; Moreno Gutiérrez, José ; Guarín López, Alexander ; Guarin, Alexander.
    In: Borradores de Economia.
    RePEc:bdr:borrec:822.

    Full description at Econpapers || Download paper

43. Dynamic term structure models: The best way to enforce the zero lower bound. (2014). Meldrum, Andrew ; Andreasen, Martin M..
    In: CREATES Research Papers.
    RePEc:aah:create:2014-47.

    Full description at Econpapers || Download paper

44. The US Economy, the Treasury Bond Market and the Specification of Macro-Finance Models. (2013). Spencer, Peter.
    In: Discussion Papers.
    RePEc:yor:yorken:13/22.

    Full description at Econpapers || Download paper

45. More on U.S. Treasury term premiums: spot and expected measures. (2013). Durham, J. Benson.
    In: Staff Reports.
    RePEc:fip:fednsr:658.

    Full description at Econpapers || Download paper

46. Financial stability monitoring. (2013). Adrian, Tobias ; Liang, Nellie J. ; Covitz, Daniel .
    In: Staff Reports.
    RePEc:fip:fednsr:601.

    Full description at Econpapers || Download paper

47. Financial stability monitoring. (2013). Adrian, Tobias ; Liang, Nellie ; Covitz, Daniel .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-21.

    Full description at Econpapers || Download paper

48. A New Linear Estimator for Gaussian Dynamic Term Structure Models. (2013). Diez de los Rios, Antonio.
    In: Staff Working Papers.
    RePEc:bca:bocawp:13-10.

    Full description at Econpapers || Download paper

49. Forecasting through the rear-view mirror: data revisions and bond return predictability. (2012). Moench, Emanuel ; Ghysels, Eric.
    In: Staff Reports.
    RePEc:fip:fednsr:581.

    Full description at Econpapers || Download paper

50. Decomposing real and nominal yield curves. (2012). Moench, Emanuel ; Crump, Richard ; Adrian, Tobias ; Abrahams, Michael.
    In: Staff Reports.
    RePEc:fip:fednsr:570.

    Full description at Econpapers || Download paper

Report date: 2025-10-01 03:41:32 || Missing content? Let us know