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2. Monetary policy through the risk-taking channel: Evidence from an emerging market. (2024). Carrasco-Gutierrez, Carlos Enrique ; Passos, Felipe Vieira ; Amorim, Paulo Roberto.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001297.

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3. The role of international currency spillovers in shaping exchange rate dynamics in Latin America. (2024). Corbet, Shaen ; Kyriazis, Nikolaos.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:94:y:2024:i:c:p:1-10.

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4. Whatever-it-takes policymaking during the pandemic. (2024). Dominguez, Kathryn ; Foschi, Andrea.
   In: Journal of International Economics.
   RePEc:eee:inecon:v:149:y:2024:i:c:s0022199624000394.

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5. Financial market volatility: Does banking concentration play a role?. (2024). Zeeshan, Mohammad.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324009905.

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6. The macro driving factors of co-movement of RMB with other currencies in FX markets. (2024). Dai, Yixin ; Teng, Fengfan ; Zhou, Jindie ; Xu, Xiangyun ; Yu, Cong.
   In: International Review of Financial Analysis.
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7. International transmission of quantitative easing policies: Evidence from Canada. (2024). Tuzcuoglu, Kerem ; Kabaca, Serdar.
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8. Fear (no more) of Floating: Asset Purchases and Exchange Rate Dynamics. (2023). Mimir, Yasin.
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9. Collateral Advantage: Exchange Rates, Capital Flows and Global Cycles. (2023). Wu, Steve Pak Yeung ; Engel, Charles ; Devereux, Michael ; Yeung, Steve Pak.
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10. Countering Appreciation Pressure with Unconventional Monetary Policy: The Role of Financial Frictions. (2023). Leutert, Jessica ; Aregger, Nicole.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2023:q:4:a:7.

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11. Exploring the vital role of geopolitics in the oil market: The case of Russia. (2023). Lee, Zhengzheng ; Wang, Xinghua ; Wu, Shuang ; Qin, Meng.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006207.

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12. Do term premiums matter? Transmission via exchange rate dynamics. (2023). Katagiri, Mitsuru ; Takahashi, Koji.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001481.

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13. A Gordon growth formula for wealth-income ratios and its implications on cross-country differences. (2023). Nilsen, Jeffrey ; Kim, Daehwan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323009819.

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14. Market Beta is not dead: An approach from Random Matrix Theory. (2023). TRINIDAD-SEGOVIA, JUAN ; Sanchez-Granero, M A ; Molero-Gonzalez, L ; Garcia-Medina, A.
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15. Banks funding costs: Do ESG factors really matter?. (2023). Agnese, Paolo ; Giacomini, Emanuela.
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    RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006146.

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16. The COVID-19 pandemic and financial markets in Central Europe: Macroeconomic measures and international policy spillovers. (2023). Grabowski, Wojciech ; Janus, Jakub ; Stawasz-Grabowska, Ewa.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:54:y:2023:i:c:s156601412200108x.

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17. A tale of two global monetary policies. (2022). Nenova, Tsvetelina ; Miranda-Agrippino, Silvia.
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    RePEc:eee:inecon:v:136:y:2022:i:c:s0022199622000381.

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18. Spillover effects of sovereign debt-based quantitative easing in the euro area. (2022). Gnewuch, Matthias.
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    RePEc:eee:eecrev:v:145:y:2022:i:c:s0014292122000654.

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19. Quantitative Easing and Macroeconomic Performance in the United States. (2022). Mulaahmetovi, Inda.
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    RePEc:cbk:journl:v:11:y:2022:i:3:p:79-98.

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20. Evaluating the Effectiveness of Quantitative Easing Measures of the Federal Reserve and the European Central Bank. (2022). Mulaahmetovic, Inda.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:v:12:y:2022:i:3:p:141-163:id:4436.

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21. The COVID-19 pandemic haunting the transmission of the quantitative easing to the exchange rate. (2021). Aloui, Donia.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001069.

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22. Do term premiums matter? Transmission via exchange rate dynamics. (2021). Takahashi, Koji ; Katagiri, Mitsuru.
    In: BIS Working Papers.
    RePEc:bis:biswps:971.

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1. Quantitative Easing During the COVID-19 Pandemic: A Cross-Country Study. (2023). Stefaski, Maciej.
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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.
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3. A Macroeconomic Approach to the Term Premium. (2018). Williams, Peter D ; Kopp, Emanuel.
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4. The Term Premium as a Leading Macroeconomic Indicator. (2016). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis.
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5. U.S. Monetary Policy Normalization and Global Interest Rates. (2016). Demir, İshak ; Carrière-Swallow, Yan ; Caceres, Carlos ; Carriere-Swallow, Yan ; Gruss, Bertrand.
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6. The term structure of expectations and bond yields. (2016). Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard.
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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 .
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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.

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9. Evaluating the robustness of UK term structure decompositions using linear regression methods. (2016). Meldrum, Andrew ; Malik, Sheheryar.
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10. The economic value of predicting bond risk premia. (2016). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio.
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11. Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution. (2016). Andreasen, Martin M ; Jorgensen, Kasper.
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12. Inflation targeting and term premia estimates for Latin America. (2015). Rule, Garreth ; Rummel, Ole ; Blake, Andrew.
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13. Forward Guidance in the Yield Curve: Short Rates versus Bond Supply. (2015). Vayanos, Dimitri ; Hanson, Samuel ; Greenwood, Robin.
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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.
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15. The First Arrow Hitting the Currency Target: A Long-run Risk Perspective. (2015). Kano, Takashi ; Wada, Kenji.
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16. Betting against beta (and gamma) using government bonds. (2015). Durham, J. Benson.
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17. Regression-based estimation of dynamic asset pricing models. (2015). Moench, Emanuel ; Crump, Richard ; Adrian, Tobias.
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18. Identifying fiscal inflation. (2015). Queijo von Heideken, Virginia ; De Graeve, Ferre.
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19. Forward Guidance in the Yield Curve: Short Rates versus Bond Supply. (2015). Vayanos, Dimitri ; Hanson, Samuel ; Greenwood, Robin.
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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 .
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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 .
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22. Channels of US Monetary Policy Spillovers into International Bond Markets. (2015). Romero, Damian ; Claro, Sebastian ; Ceballos, Luis ; Albagli, Elias.
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23. Tasas de Interés de Largo Plazo en Economías Desarrolladas: Tendencias Recientes e Implicancias de Política Monetaria en Chile.. (2015). Vergara, Rodrigo ; Albagli, Elias.
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24. Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model. (2015). Nakajima, Jouchi ; Imakubo, Kei.
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25. A global factor in variance risk premia and local bond pricing. (2015). Roberts-Sklar, Matt ; Kaminska, Iryna.
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26. Long-run priors for term structure models. (2015). Roberts-Sklar, Matt ; Meldrum, Andrew.
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27. Dynamic term structure models: the best way to enforce the zero lower bound in the United States. (2015). Meldrum, Andrew ; Andreasen, Martin M.
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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.
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29. Long-term rates and the term premium: evidence from Chile. (2015). Claro, Sebastian ; Moreno, Carola.
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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 .
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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 .
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32. Tractable Term Structure Models. (2015). Fontaine, Jean-Sebastien ; Feunou, Bruno ; Lundblad, Christian ; Le, An H.
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33. Financial conditions, macroeconomic factors and (un)expected bond excess returns. (2014). Menkhoff, Lukas ; Fricke, Christoph.
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34. Nominal Term Structure and Term Premia. Evidence from Chile. (2014). Romero, Damian ; Naudon, Alberto ; Ceballos, Luis.
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35. Term structure estimation in the presence of autocorrelation. (2014). Juneja, Januj.
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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, .
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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.
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38. Evaluating the robustness of UK term structure decompositions using linear regression methods. (2014). Meldrum, Andrew ; Malik, Sheheryar.
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39. 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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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, .
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