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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.
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4. Did quantitative easing boost bank lending? The Slovak experience. (2017). Lojschova, Adriana.
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5. On the International Spillovers of US Quantitative Easing. (2015). Straub, Roland ; Lo Duca, Marco ; Fratzscher, Marcel.
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   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.
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7. The side effects of quantitative easing: Evidence from the UK bond market. (2015). Steeley, James.
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8. Unconventional monetary policy had large international effects. (2015). Neely, Christopher.
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9. International financial transmission of the Feds monetary policy. (2014). Mirkov, Nikola.
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10. QE: is there a portfolio balance effect?. (2014). Thornton, Daniel.
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11. Global effects of U.S. monetary policy: is unconventional policy different?. (2014). Berge, Travis ; Cao, Guangye.
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12. Monetary policy: Why money matters (and interest rates don’t). (2014). Thornton, Daniel.
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13. Portfolio balance effects of the Swiss National Bank’s bond purchase program. (2014). Krogstrup, Signe ; Kettemann, Andreas.
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14. Applying a macro-finance yield curve to UK quantitative Easing. (2014). Waters, Alex ; Chadha, Jagjit.
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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.
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16. Forward guidance at the zero lower bound. (2014). Hofmann, Boris ; Filardo, Andrew.
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17. Portfolio balance effects of the SNBs bond purchase program. (2013). Krogstrup, Signe ; Kettemann, Andreas.
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18. Can forward guidance be ambiguous yet effective?. (2013). Tesfaselassie, Mewael F. ; Floro, Danvee.
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19. Portfolio balance effects of the SNBs bond purchase program. (2013). Krogstrup, Signe ; Kettemann, Andreas.
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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.
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21. Monetary Transmission via the Central Bank Balance Sheet. (2013). Behrendt, Stefan.
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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.
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24. A History of Large-Scale Asset Purchases before the Federal Reserve. (2013). Chabot, Benjamin ; Herman, Gabe .
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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..
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26. Yield curve impacts of forward guidance and maturity extension programs. (2013). Seligman, Jason ; Huther, Jeff W..
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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..
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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., .
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29. A Regime-Switching Model of the Yield Curve at the Zero Bound. (2013). Christensen, Jens ; Jens H. E. Christensen, .
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30. How stimulatory are large-scale asset purchases?. (2013). Ferrero, Andrea ; Cúrdia, Vasco ; Curdia, Vasco.
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32. Would a Bagehot style corporate bond backstop have helped counter the Great Recession?. (2013). Murphy, Anthony ; Duca, John.
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33. On the international spillovers of US quantitative easing. (2013). Straub, Roland ; Lo Duca, Marco ; Fratzscher, Marcel.
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34. On the International Spillovers of US Quantitative Easing. (2013). Straub, Roland ; Lo Duca, Marco ; Fratzscher, Marcel.
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35. Central Banking after the Crisis. (2013). Mishkin, Frederic.
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36. The response of tail risk perceptions to unconventional monetary policy. (2013). Sushko, Vladyslav ; Schrimpf, Andreas ; Hattori, Masazumi.
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37. Liquidity Effects of Quantitative Easing on Long-Term Interest Rates. (2012). Reynard, Samuel ; Krogstrup, Signe ; Sutter, Barbara .
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38. The forward guidance puzzle. (2012). Giannoni, Marc ; Del Negro, Marco ; Patterson, Christina.
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39. How unconventional are large-scale asset purchases? The impact of monetary policy on asset prices. (2012). Rosa, Carlo.
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40. Monetary policy: why money matters, and interest rates don’t. (2012). Thornton, Daniel.
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41. Evidence on the portfolio balance channel of quantitative easing. (2012). Thornton, Daniel.
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42. Commentary: methods of policy accommodation at the interest-rate lower bound. (2012). Posen, Adam.
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43. Methods of policy accommodation at the interest-rate lower bound. (2012). Woodford, Michael.
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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.
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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, .
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46. Fed asset buying and private borrowing rates. (2012). Bauer, Michael.
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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.
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48. A global monetary tsunami? On the spillovers of US Quantitative Easing. (2012). Straub, Roland ; Lo Duca, Marco ; Fratzscher, Marcel.
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49. A model of the euro-area yield curve with discrete policy rates.. (2012). Renne, Jean-Paul ; Renne, J-P., .
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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.
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