1. International spillovers of unconventional monetary policy: A meta-analysis. (2025). Sochirca, Elena ; Arajo, Tiago ; Afonso, Scar ; Neves, Pedro Cunha.
   In: Portuguese Economic Journal.
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2. Fed-Driven Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications. (2025). Yang, Xiye ; Neely, Christopher ; Erdemlioglu, Deniz.
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3. .

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4. Unconventional Monetary Policy and Long‐Term Interest Rates. (2024). Wu, Tao.
   In: Journal of Money, Credit and Banking.
   RePEc:wly:jmoncb:v:56:y:2024:i:8:p:2061-2104.

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5. Time-varying variance decomposition of macro-finance term structure models. (2024). Hansen, Anne Lundgaard.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000975.

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6. A Model of QE, Reserve Demand, and the Money Multiplier. (2023). Whelan, Karl ; Ryan, Ellen.
   In: Journal of Money, Credit and Banking.
   RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:407-439.

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7. Central bank credibility during COVID-19: Evidence from Japan. (2023). Spiegel, Mark.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001917.

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8. Quantitative Easing, Bank Lending, and Aggregate Fluctuations. (2023). Segev, Nimrod ; Schaffer, Matthew.
   In: Bank of Israel Working Papers.
   RePEc:boi:wpaper:2023.01.

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9. US QE and the Indian Bond Market. (2022). Paul, Moumita ; Reddy, Kalluru Siva.
   In: Journal of Quantitative Economics.
   RePEc:spr:jqecon:v:20:y:2022:i:1:d:10.1007_s40953-021-00257-9.

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10. The bond market impact of the South African Reserve Bank bond purchase programme. (2022). Steenkamp, Daan ; Havemann, Roy ; van Jaarsveld, Rossouw ; van Vuuren, Henk Janse.
    In: Working Papers.
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11. 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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12. International portfolio bond spillovers. (2022). Romero, Damian ; Ceballos, Luis.
    In: Economics Letters.
    RePEc:eee:ecolet:v:220:y:2022:i:c:s0165176522003214.

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13. Market-stabilization QE. (2022). Motto, Roberto ; Ozen, Kadir.
    In: Working Paper Series.
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14. A Model of QE, Reserve Demand and the Money Multiplier. (2021). Whelan, Karl ; Ryan, Ellen.
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15. ECB’s unconventional monetary policy and bank lending supply and performance in the euro area. (2021). Kenourgios, Dimitris ; Ntaikou, Despoina.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:45:y:2021:i:2:d:10.1007_s12197-019-09503-6.

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16. Central Bank Credibility During COVID-19: Evidence from Japan. (2021). Spiegel, Mark ; Christensen, Jens.
    In: Working Paper Series.
    RePEc:fip:fedfwp:93581.

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17. Bond flows and liquidity: Do foreigners matter?. (2021). Shultz, Patrick J ; Fischer, Eric.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621000462.

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18. Overnight indexed swap-implied interest rate expectations. (2021). Lloyd, Simon.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310761.

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19. A Model of QE, Reserve Demand and the Money Multiplier. (2021). Whelan, Karl ; Ryan, Ellen.
    In: CEPR Discussion Papers.
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20. The United Kingdoms Asset Purchase Program (U.K. GFC). (2020). Smith, Ariel.
    In: Journal of Financial Crises.
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21. Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks. (2020). Tillmann, Peter.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:52:y:2020:i:4:p:803-833.

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22. An Analysis of the Literature on International Unconventional Monetary Policy. (2020). Neely, Christopher ; Bhattarai, Saroj.
    In: Working Papers.
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23. Monetary Policy Tradeoffs and the Federal Reserves Dual Mandate. (2020). Lubik, Thomas ; Cúrdia, Vasco ; Cairo, Isabel ; Ajello, Andrea ; Queralto, Albert.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2020-66.

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24. Impact of the Asset Purchase Programme on euro area government bond yields using market news. (2020). De Santis, Roberto.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:86:y:2020:i:c:p:192-209.

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25. A shadow rate without a lower bound constraint. (2020). Ristiniemi, Annukka ; B. De Rezende, Rafael.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0864.

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26. The causal relationship between short- and long-term interest rates: an empirical assessment of the United States. (2019). levrero, enrico ; Deleidi, Matteo.
    In: MPRA Paper.
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27. Assessing the Macroeconomic Impact of the ECB’s Asset Purchase Programme in a Dynamic Nelson–Siegel Modelling Framework. (2019). Zhou, Siwen.
    In: MPRA Paper.
    RePEc:pra:mprapa:92530.

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28. How Much Could Negative Rates Have Helped the Recovery?. (2019). Cúrdia, Vasco.
    In: FRBSF Economic Letter.
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29. Quantitative Easing and the Hot Potato Effect: Evidence from Euro Area Banks. (2019). Whelan, Karl ; Ryan, Ellen.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:1/rt/19.

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30. Unconventional monetary policy tools: a cross-country analysis. (2019). Bank for International Settlements, .
    In: CGFS Papers.
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31. Central bank-driven mispricing. (2018). Tomio, Davide ; Pelizzon, Loriana ; Uno, Jun ; Subrahmanyam, Marti G.
    In: SAFE Working Paper Series.
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32. The Effectiveness of the Fed?s Quantitative Easing Policy - A Survey of the Econometrics/La efectividad de expansión cuantitativa de la Fed. Una panorámica econométrica. (2018). Belke, Ansgar.
    In: Estudios de Economia Aplicada.
    RePEc:lrk:eeaart:36_1_20.

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33. The impact of the ECB asset purchases on the European bond market structure: Granular evidence on ownership concentration. (2018). Boermans, Martijn ; Keshkov, Viacheslav.
    In: Working Papers.
    RePEc:dnb:dnbwpp:590.

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34. Quantitative easing and preferred habitat investors in the euro area bond market. (2018). Boermans, Martijn ; Vermeulen, Robert.
    In: Working Papers.
    RePEc:dnb:dnbwpp:586.

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35. Non-monetary news in central bank communication. (2018). Schrimpf, Andreas ; Cieslak, Anna.
    In: BIS Working Papers.
    RePEc:bis:biswps:761.

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36. Central bank communication: Managing expectations through the monetary dialogue. (2017). Belke, Ansgar.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:692.

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37. Bond Yield Spillovers from Major Advanced Economies to Emerging Asia. (2017). Volz, Ulrich ; Dubova, Irina ; Belke, Ansgar.
    In: GLO Discussion Paper Series.
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38. Bond Yield Spillovers from Major Advanced Economies to Emerging Asia. (2017). Volz, Ulrich ; Dubova, Irina ; Belke, Ansgar.
    In: Working Papers.
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39. Central Bank Communication: Managing Expectations through the Monetary Dialogue. (2017). Belke, Ansgar.
    In: ROME Working Papers.
    RePEc:rmn:wpaper:201704.

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40. Bond Yield Spillovers from Major Advanced Economies to Emerging Asia. (2017). Volz, Ulrich ; Dubova, Irina ; Belke, Ansgar.
    In: ROME Working Papers.
    RePEc:rmn:wpaper:201702.

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41. Quantitative Easing by the Fed and International Capital Flows. (2017). Khatiwada, Sameer.
    In: IHEID Working Papers.
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42. Did quantitative easing affect interest rates outside the US? New evidence based on interest tate differentials. (2016). Gros, Daniel ; Belke, Ansgar ; Osowski, Thomas.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:600.

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43. Assessing the effects of unconventional monetary policy on pension funds risk incentives. (2016). Paltalidis, Nikos ; Nguyen, Duc Khuong ; Boubaker, Sabri ; Gounopoulos, Dimitrios.
    In: MPRA Paper.
    RePEc:pra:mprapa:73398.

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44. Assessing the Effects of Unconventional Monetary Policy on Pension Funds Risk Incentives. (2016). Paltalidis, Nikos ; Nguyen, Duc Khuong ; Boubaker, Sabri ; Gounopoulos, Dimitrios.
    In: Working Papers.
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45. Why Are Long-Term Interest Rates So Low?. (2016). Rudebusch, Glenn ; Bauer, Michael.
    In: FRBSF Economic Letter.
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46. Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme. (2016). Schwaab, Bernd ; Eser, Fabian.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:119:y:2016:i:1:p:147-167.

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47. Bond portfolio optimization using dynamic factor models. (2016). Santos, Andre ; Moura, Guilherme ; Caldeira, Joo F.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:37:y:2016:i:c:p:128-158.

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48. U.S. Monetary Spillovers to Latin America: The Role of Long-term Interest Rates. (2016). Albagli, Elias ; Saravia, Diego ; Leiva-Leon, Danilo.
    In: Central Banking, Analysis, and Economic Policies Book Series.
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49. The Response of Sovereign Bond Yields to U.S. Monetary Policy. (2016). Yue, Vivian Z ; Gilchrist, Simon ; Zakrajek, Egon.
    In: Central Banking, Analysis, and Economic Policies Book Series.
    RePEc:chb:bcchsb:v24c08pp257-283.

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50. The response of sovereign bond yields to U.S. monetary policy. (2016). Zakrajšek, Egon ; Yue, Vivian ; Gilchrist, Simon ; Zakrajek, Egon.
    In: Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchec:v:19:y:2016:i:2:p:102-106.

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51. The Portfolio Balance Mechanism and QE in the Euro Area. (2016). Vogel, Lukas ; Priftis, Romanos.
    In: Manchester School.
    RePEc:bla:manchs:v:84:y:2016:i:s1:p:84-105.

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52. UK term structure decompositions at the zero lower bound.. (2016). Mouabbi, Sarah ; Carriero, Andrea ; Vangelista, E.
    In: Working papers.
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53. The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment. (2015). Malliaris, Anastasios ; Bhar, Ramaprasad.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:55:p:6010-6018.

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54. UK Term Structure Decompositions at the Zero Lower Bound. (2015). Mouabbi, Sarah ; Carriero, Andrea ; Vangelista, Elisabetta.
    In: Working Papers.
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55. The Monetary Policy of the European Central Bank (2002-2015). (2015). Micossi, Stefano.
    In: CEPS Papers.
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56. Financial conditions, macroeconomic factors and disaggregated bond excess returns. (2015). Menkhoff, Lukas ; Fricke, Christoph.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:58:y:2015:i:c:p:80-94.

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57. The impact of unconventional monetary policy on the tail risks of stock markets between U.S. and Japan. (2015). Wang, Yi-Chen ; Huang, Chia-Hsing.
    In: International Review of Financial Analysis.
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58. The Monetary Policy of the European Central Bank (2002-2015). (2015). Micossi, Stefano.
    In: Bruges European Economic Policy Briefings.
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59. Monetary Policy at the Zero Lower Bound and After: A Reassessment of Quantitative Easing and Critique of the Federal Reserves Proposed Exit Strategy. (2015). Palley, Thomas.
    In: Metroeconomica.
    RePEc:bla:metroe:v:66:y:2015:i:1:p:1-27.

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60. Quantitative Easing as a Policy Tool Under the Effective Lower Bound. (2015). Santor, Eric ; Reza, Abeer ; Suchanek, Lena.
    In: Discussion Papers.
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61. Quantitative Easing in an Open Economy: Prices, Exchange Rates and Risk Premia. (2015). Peiris, Udara ; Polemarchakis, Herakles.
    In: Economic Research Papers.
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62. Unconventional monetary policy normalization in high-income countries : implications for emerging market capital flows and crisis risks. (2014). Mohapatra, Sanket ; Lim, Jamus ; Kida, Mizuho ; Burns, Andrew ; Stocker, Marc.
    In: Policy Research Working Paper Series.
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63. CO-MOVEMENTS OF REGIME SHIFTS IN GBP CURRENCY PAIRS AROUND BOE QUANTITATIVE EASING ANNOUNCEMENTS. (2014). Lupu, Radu ; Calin, Adrian Cantemir.
    In: Studii Financiare (Financial Studies).
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64. Portfolio balance effects of the Swiss National Bank’s bond purchase program. (2014). Krogstrup, Signe ; Kettemann, Andreas.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:40:y:2014:i:c:p:132-149.

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65. Expansive monetary policy in a portfolio model with endogenous asset supply. (2014). Schuder, Stefan .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:41:y:2014:i:c:p:239-252.

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66. Dynamic term structure models: The best way to enforce the zero lower bound. (2014). Meldrum, Andrew ; Andreasen, Martin M..
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67. Evaluating Quantitative Easing: A DSGE Approach. (2013). Falagiarda, Matteo.
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68. A Regime-Switching Model of the Yield Curve at the Zero Bound. (2013). Christensen, Jens ; Jens H. E. Christensen, .
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69. Does Quantitative Easing Affect Market Liquidity?. (2013). Christensen, Jens ; Jens H. E. Christensen, ; Gillan, James M..
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70. Estimating Shadow-Rate Term Structure Models with Near-Zero Yields. (2013). Rudebusch, Glenn ; Christensen, Jens ; Jens H. E. Christensen, .
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71. Unconventional Monetary Policy in the UK: A Modern Money Critique. (2013). Sharpe, Timothy ; Watts, Martin.
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72. Essential concepts necessary to consider when evaluating the efficacy of quantitative easing. (2013). Putnam, Bluford H..
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73. Estimating Term Premia at the Zero Bound: An Analysis of Japanese, US, and UK Yields. (2013). Ichiue, Hibiki ; Ueno, Yoichi.
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74. Deleveraging and Monetary Policy: Japan since the 1990s and the United States since 2007. (2012). Ueda, Kazuo.
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4. Christensen, Jens H. E., Jose A. Lopez, and Glenn D. Rudebusch, 2009, âDo Central Bank Liquidity Facilities Aïect Interbank Lending Rates?,â Working Paper #2009-13, Federal Reserve Bank of San Francisco.

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15. Gagnon, Joseph, Matthew Raskin, Julie Remache, and Brian Sack, 2011, âLarge-Scale Asset Purchases by the Federal Reserve: Did They Work?â International Journal of Central Banking, Vol. 7, No. 1, 3-43.

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1. Term Premium Dynamics and its Determinants: The Mexican Case. (2020). Elizondo, Rocio ; Diego-Fernandez, Maria ; Roldan-Pea, Jessica ; Aguilar-Argaez, Ana.
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2. The asymmetric effects of U.S. large-scale asset purchases on the volatility of the Canadian dollar futures market. (2018). Chang, Kuang-Liang ; della Chang, Jui-Chuan.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:46:y:2018:i:c:p:15-28.

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3. Estimating nominal interest rate expectations: overnight indexed swaps and the term structure. (2018). Lloyd, Simon.
   In: Bank of England working papers.
   RePEc:boe:boeewp:0763.

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4. Did quantitative easing boost bank lending? The Slovak experience. (2017). Lojschova, Adriana.
   In: Working and Discussion Papers.
   RePEc:svk:wpaper:1042.

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5. On the International Spillovers of US Quantitative Easing. (2015). Straub, Roland ; Lo Duca, Marco ; Fratzscher, Marcel.
   In: IMES Discussion Paper Series.
   RePEc:ime:imedps:15-e-07.

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6. QE and the bank lending channel in the United Kingdom. (2015). Schanz, Jochen ; McMahon, Michael ; Churm, Rohan ; Butt, Nick ; Morotz, Arpad.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:86286.

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7. The side effects of quantitative easing: Evidence from the UK bond market. (2015). Steeley, James.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:51:y:2015:i:c:p:303-336.

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8. Unconventional monetary policy had large international effects. (2015). Neely, Christopher.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:52:y:2015:i:c:p:101-111.

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9. International financial transmission of the Feds monetary policy. (2014). Mirkov, Nikola.
   In: International Journal of Business and Economic Sciences Applied Research (IJBESAR).
   RePEc:tei:journl:v:7:y:2014:i:2:p:7-49.

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10. QE: is there a portfolio balance effect?. (2014). Thornton, Daniel.
    In: Review.
    RePEc:fip:fedlrv:00017.

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11. Global effects of U.S. monetary policy: is unconventional policy different?. (2014). Berge, Travis ; Cao, Guangye.
    In: Economic Review.
    RePEc:fip:fedker:00010.

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12. Monetary policy: Why money matters (and interest rates don’t). (2014). Thornton, Daniel.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:40:y:2014:i:c:p:202-213.

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13. Portfolio balance effects of the Swiss National Bank’s bond purchase program. (2014). Krogstrup, Signe ; Kettemann, Andreas.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:40:y:2014:i:c:p:132-149.

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14. Applying a macro-finance yield curve to UK quantitative Easing. (2014). Waters, Alex ; Chadha, Jagjit.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:39:y:2014:i:c:p:68-86.

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15. QE and the bank lending channel in the United Kingdom. (2014). Schanz, Jochen ; McMahon, Michael ; Churm, Rohan ; Butt, Nick ; Morotz, Arpad.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0511.

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16. Forward guidance at the zero lower bound. (2014). Hofmann, Boris ; Filardo, Andrew.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:1403f.

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17. Portfolio balance effects of the SNBs bond purchase program. (2013). Krogstrup, Signe ; Kettemann, Andreas.
    In: ECON - Working Papers.
    RePEc:zur:econwp:116.

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18. Can forward guidance be ambiguous yet effective?. (2013). Tesfaselassie, Mewael F. ; Floro, Danvee.
    In: Kiel Policy Brief.
    RePEc:zbw:ifwkpb:65.

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19. Portfolio balance effects of the SNBs bond purchase program. (2013). Krogstrup, Signe ; Kettemann, Andreas.
    In: Working Papers.
    RePEc:snb:snbwpa:2013-01.

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20. Term Structure Modeling with Supply Factors and the Federal Reserves Large-Scale Asset Purchase Progarms. (2013). Wei, Min ; Li, Canlin.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2013:q:1:a:1.

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21. Monetary Transmission via the Central Bank Balance Sheet. (2013). Behrendt, Stefan.
    In: Global Financial Markets Working Paper Series.
    RePEc:hlj:hljwrp:49-2013.

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

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23. An Evaluation of Event-Study Evidence on the Effectiveness of the FOMC’s LSAP Program: Are the Announcement Effects Identified?. (2013). Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2013-033.

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24. A History of Large-Scale Asset Purchases before the Federal Reserve. (2013). Chabot, Benjamin ; Herman, Gabe .
    In: Economic Perspectives.
    RePEc:fip:fedhep:00002.

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25. The Federal Reserves framework for monetary policy - recent changes and new questions. (2013). Tetlow, Robert ; Lopez-Salido, David ; English, William B..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-76.

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26. Yield curve impacts of forward guidance and maturity extension programs. (2013). Seligman, Jason ; Huther, Jeff W..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-72.

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27. 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..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-35.

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28. A Probability-Based Stress Test of Federal Reserve Assets and Income. (2013). Rudebusch, Glenn ; Lopez, Jose ; Christensen, Jens ; Christensen, Jens H. E., .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2013-38.

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29. A Regime-Switching Model of the Yield Curve at the Zero Bound. (2013). Christensen, Jens ; Jens H. E. Christensen, .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2013-34.

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30. How stimulatory are large-scale asset purchases?. (2013). Ferrero, Andrea ; Cúrdia, Vasco ; Curdia, Vasco.
    In: FRBSF Economic Letter.
    RePEc:fip:fedfel:y:2013:i:aug12:n:2013-22.

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31. Euro area CDS spreads in the crisis: The role of open market operations and contagion. (2013). Gerlach-Kristen, Petra.
    In: Papers.
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32. Would a Bagehot style corporate bond backstop have helped counter the Great Recession?. (2013). Murphy, Anthony ; Duca, John.
    In: Economics Letters.
    RePEc:eee:ecolet:v:119:y:2013:i:3:p:351-353.

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33. On the international spillovers of US quantitative easing. (2013). Straub, Roland ; Lo Duca, Marco ; Fratzscher, Marcel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131557.

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34. On the International Spillovers of US Quantitative Easing. (2013). Straub, Roland ; Lo Duca, Marco ; Fratzscher, Marcel.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1304.

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35. Central Banking after the Crisis. (2013). Mishkin, Frederic.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:714.

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36. The response of tail risk perceptions to unconventional monetary policy. (2013). Sushko, Vladyslav ; Schrimpf, Andreas ; Hattori, Masazumi.
    In: BIS Working Papers.
    RePEc:bis:biswps:425.

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37. Liquidity Effects of Quantitative Easing on Long-Term Interest Rates. (2012). Reynard, Samuel ; Krogstrup, Signe ; Sutter, Barbara .
    In: Working Papers.
    RePEc:snb:snbwpa:2012-02.

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38. The forward guidance puzzle. (2012). Giannoni, Marc ; Del Negro, Marco ; Patterson, Christina.
    In: Staff Reports.
    RePEc:fip:fednsr:574.

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39. How unconventional are large-scale asset purchases? The impact of monetary policy on asset prices. (2012). Rosa, Carlo.
    In: Staff Reports.
    RePEc:fip:fednsr:560.

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40. Monetary policy: why money matters, and interest rates don’t. (2012). Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2012-020.

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41. Evidence on the portfolio balance channel of quantitative easing. (2012). Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2012-015.

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42. Commentary: methods of policy accommodation at the interest-rate lower bound. (2012). Posen, Adam.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2012:p:289-302.

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43. Methods of policy accommodation at the interest-rate lower bound. (2012). Woodford, Michael.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2012:p:185-288.

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44. The Federal Reserves large-scale asset purchase programs: rationale and effects. (2012). Nelson, Edward ; Lopez-Salido, David ; D'Amico, Stefania ; English, William.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2012-85.

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45. The response of interest rates to U.S. and U.K. quantitative easing. (2012). Rudebusch, Glenn ; Christensen, Jens ; Jens H. E. Christensen, .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2012-06.

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46. Fed asset buying and private borrowing rates. (2012). Bauer, Michael.
    In: FRBSF Economic Letter.
    RePEc:fip:fedfel:y:2012:i:may21:n:2012-16.

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47. Central bank announcements of asset purchases and the impact on global financial and commodity markets. (2012). Leduc, Sylvain ; Glick, Reuven.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:8:p:2078-2101.

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48. A global monetary tsunami? On the spillovers of US Quantitative Easing. (2012). Straub, Roland ; Lo Duca, Marco ; Fratzscher, Marcel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9195.

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49. A model of the euro-area yield curve with discrete policy rates.. (2012). Renne, Jean-Paul ; Renne, J-P., .
    In: Working papers.
    RePEc:bfr:banfra:395.

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50. Central bank announcements of asset purchases and the impact on global financial and commodity markets. (2011). Leduc, Sylvain ; Glick, Reuven.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2011-30.

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