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1. Yield drifts when issuance comes before macro news. (2025). Üslü, Semih ; Pinter, Gabor ; Lou, Dong ; Walker, Danny.
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2. Term premia and credit risk in emerging markets: The role of U.S. monetary policy. (2025). Sols, Pavel.
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3. Assessing the impact of the COVID-19 crisis on sovereign default risk. (2024). Kanno, Masayasu.
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4. Borrow now, pay even later: A quantitative analysis of student debt payment plans. (2024). Clara, Nuno ; Boutros, Michael ; Gomes, Francisco.
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   RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001211.

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5. The pricing of U.S. Treasury floating rate notes. (2024). Jermann, Urban ; Hartley, Jonathan S.
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   RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000370.

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7. The intertemporal choice study of individual water-saving irrigation construction under three water pricing and subsidy scenarios. (2024). Yang, Yang ; He, Weijun ; Ramsey, Thomas Stephen ; Xu, Shasha ; Jiang, Ningye ; Yuan, Liang.
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8. Treasury Richness. (2024). Longstaff, Francis A ; Fleckenstein, Matthias.
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9. The Term Structure of Covered Interest Rate Parity Violations. (2024). Song, Dongho ; Chernov, Mikhail ; Schmid, Lukas ; Augustin, Patrick.
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10. Treasury Safety, Liquidity, and Money Premium Dynamics: Evidence from Debt Limit Impasses. (2023). Klee, Elizabeth ; Syron, Erin E ; Cashin, David.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:55:y:2023:i:6:p:1475-1506.

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11. Quantitative Easing During the COVID-19 Pandemic: A Cross-Country Study. (2023). Stefaski, Maciej.
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12. Hedging demand and near-zero swap spreads: Evidence from the Chinese interest rate swap market. (2023). Shang, Yuhuang ; Li, Shaoyu ; Zhu, Chunhui.
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13. Intermediary balance sheets and the treasury yield curve. (2023). Hebert, Benjamin ; Du, Wenxin ; Li, Wenhao.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001629.

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14. Conversion risk on 19th century French consols and embedded options: A simple exercise. (2023). Ureche-Rangau, Loredana ; Vaslin, Jacques-Marie.
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15. Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Montes, Gabriel ; Neves, Joo Pedro.
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16. Intermediary Balance Sheets and the Treasury Yield Curve. (2022). Hebert, Benjamin ; Du, Wenxin ; Li, Wenhao.
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17. Quantitative Easing and the Hot Potato Effect: Evidence from Euro Area Banks. (2019). Whelan, Karl ; Ryan, Ellen.
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18. Scarcity Effects of Quantitative Easing on Market Liquidity: Evidence from the Japanese Government Bond Market. (2018). Han, Fei ; Seneviratne, Dulani.
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19. Flow effects of central bank asset purchases on euro area sovereign bond yields: evidence from a natural experiment. (2017). Holm-Hadulla, Fédéric ; De Santis, Roberto.
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20. The credit channel is alive at the zero lower bound but how does it operate? Firm level evidence on the asymmetric effects of U.S. monetary policy.. (2016). Aysun, Uluc.
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21. Risk Management for Monetary Policy at the Zero Lower Bound. (2015). Gourio, Francois ; Fisher, Jonas.
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22. The Impact of Unconventional Monetary Policy Measures by the Systemic Four on Global Liquidity and Monetary Conditions. (2015). Loukoianova, Elena ; Korniyenko, Yevgeniya.
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23. The Federal Reserve and the Global Economy : a speech at the conference held in honor of Professor Haim Ben-Shahar, former president of Tel Aviv University, Tel Aviv University, Tel Aviv, Israel, May 26, 2015. (2015). Fischer, Stanley.
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24. Monetary Policy Lessons and the Way Ahead : a speech at the Economic Club of New York, New York, New York, March 23, 2015. (2015). Fischer, Stanley.
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25. Conducting Monetary Policy with a Large Balance Sheet : a speech at the 2015 U.S. Monetary Policy Forum, Sponsored by the University of Chicago Booth School of Business, New York, New York, February 27, 2015. (2015). Fischer, Stanley.
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26. An agency problem in the MBS market and the solicited refinancing channel of large-scale asset purchases. (2015). Kandrac, John ; Schlusche, Bernd.
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27. Analyzing Federal Reserve asset purchases: From whom does the Fed buy?. (2015). Klee, Elizabeth ; Demiralp, Selva ; Carpenter, Seth ; Ihrig, Jane.
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28. Unconventional monetary policy had large international effects. (2015). Neely, Christopher.
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29. Global dollar credit: links to US monetary policy and leverage. (2015). Sushko, Vladyslav ; McGuire, Patrick ; McCauley, Robert.
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30. Inflation, financial conditions and non-standard monetary policy in a monetary union. A model-based evaluation. (2015). Pisani, Massimiliano ; Notarpietro, Alessandro ; Gerali, Andrea ; Burlon, Lorenzo.
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31. The Financial and Macroeconomic Effects of the OMT Announcements. (2014). Lenza, Michele ; Giannone, Domenico ; Altavilla, Carlo.
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32. Monetary Policy and Real Borrowing Costs at the Zero Lower Bound. (2014). Zakrajšek, Egon ; Lopez-Salido, David ; Gilchrist, Simon ; Zakrajek, Egon.
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33. Unconventional Monetary Policy and Long-Term Interest Rates. (2014). Wu, Tao.
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34. Federal Reserve Policy Before, During, and After the Fall. (2014). Blinder, Alan S..
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35. The Federal Reserve and the Global Economy : a speech at the Per Jacobsson Foundation Lecture, 2014 Annual Meetings of the International Monetary Fund and the World Bank Group, Washington, D.C., October 11, 2014. (2014). Fischer, Stanley.
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36. The Federal Reserve: Looking Back, Looking Forward : a speech at the Annual Meeting of the American Economic Association, Philadelphia, Pennsylvania, January 3, 2014. (2014). Bernanke, Ben.
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37. The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors. (2014). D'Amico, Stefania ; Kitsul, Yuriy ; Fan, Roger.
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38. QE Auctions of Treasury Bonds. (2014). Zhu, Haoxiang ; SONG, ZHAOGANG.
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39. Monetary Policy and Real Borrowing Costs at the Zero Lower Bound. (2014). Zakrajšek, Egon ; Lopez-Salido, David ; Gilchrist, Simon ; Zakrajsek, Egon.
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40. Monetary Policy and Real Borrowing Costs at the Zero Lower Bound. (2014). Zakrajšek, Egon ; Lopez-Salido, David ; Gilchrist, Simon ; Zakrajsek, Egon.
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41. Capital flows to emerging market economies: A brave new world?. (2014). Zlate, Andrei ; Ahmed, Shaghil.
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42. The intra-day impact of communication on euro-dollar volatility and jumps. (2014). LECOURT, Christelle ; Gnabo, Jean-Yves ; Erdemlioglu, Deniz ; Dewachter, Hans.
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43. Unconventional monetary policies and the corporate bond market. (2014). Pedio, Manuela ; Orlov, Alexei ; Guidolin, Massimo.
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44. Unconventional government debt purchases as a supplement to conventional monetary policy. (2014). Tischbirek, Andreas ; Ellison, Martin.
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45. The financial and macroeconomic effects of OMT announcements. (2014). Lenza, Michele ; Giannone, Domenico ; Altavilla, Carlo.
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46. Monetary Policy and Real Borrowing Costs at the Zero Lower Bound. (2014). Zakrajšek, Egon ; Lopez-Salido, David ; Gilchrist, Simon ; Zakrajsek, Egon.
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47. The Financial and Macroeconomic Effects of OMT Announcements. (2014). Lenza, Michele ; Giannone, Domenico ; Altavilla, Carlo.
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48. 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.
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49. ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds. (2014). Trebesch, Christoph ; Zettelmeyer, Jeromin.
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50. Quantitative easing and bank lending: a panel data approach. (2014). Joyce, Michael ; Spaltro, Marco.
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51. Spillovers of US unconventional monetary policy to Asia: the role of long-term interest rates. (2014). Yetman, James ; Mohanty, Madhusudan ; Miyajima, Ken.
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52. An empirical analysis of the relationship between US and Colombian long-term sovereign bond yields. (2014). Moreno, Jose Fernando ; Vargas, Hernando ; Guarin, Alexander.
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53. 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.
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54. Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis. (2013). Giuliodori, Massimo ; Beetsma, Roel ; de Jong, Frank ; Widijanto, Daniel .
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55. Evaluating Quantitative Easing: A DSGE Approach. (2013). Falagiarda, Matteo.
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56. The Impact of the Federal Reserves Large-Scale Asset Purchase Programs on Corporate Credit Risk. (2013). Zakrajšek, Egon ; Gilchrist, Simon ; Zakrajsek, Egon.
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57. The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors. (2013). D'Amico, Stefania ; Kitzul, Yuriy ; Fan, Roger.
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58. A Portfolio-Balance Approach to the Nominal Term Structure. (2013). King, Thomas.
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59. A History of Large-Scale Asset Purchases before the Federal Reserve. (2013). Chabot, Benjamin ; Herman, Gabe .
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60. Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserves asset purchase announcements. (2013). Li, Canlin ; D'Amico, Stefania ; Damico, Stefania ; Cahill, Michael E. ; Sears, John S..
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61. Flow effects of large-scale asset purchases. (2013). Kandrac, John ; Schlusche, Bernd.
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62. Price effects of sovereign debt auctions in the Euro-zone: the role of the crisis. (2013). Giuliodori, Massimo ; Beetsma, Roel ; de Jong, Frank ; Widijanto, Daniel .
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63. Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis. (2013). Giuliodori, Massimo ; Beetsma, Roel ; de Jong, Frank ; Widijanto, Daniel .
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64. Identification and Inference Using Event Studies. (2013). Wright, Jonathan ; Gürkaynak, Refet ; Gurkaynak, Refet S..
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65. Improving the International Monetary and Financial System : a speech at the Banque de France International Symposium, Paris, France, March 4, 2011. (2011). Yellen, Janet ; Bernanke, Ben S..
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66. Callable U.S. Treasury bonds: optimal calls, anomalies, and implied volatilities. (1997). Bliss, Robert R. ; Ronn, Ehud I..
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