1. Asymmetric Mortgage Channel of Monetary Policy: Refinancing as a Call Option. (2024). Kim, Jiseob ; Choi, Sangyup ; Jeong, Kimoon.
   In: Working papers.
   RePEc:yon:wpaper:2024rwp-228.

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2. The inverted leading indicator property and redistribution effect of the interest rate. (2022). Wen, Yi ; Pintus, Patrick ; Xing, Xiaochuan.
   In: European Economic Review.
   RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001283.

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3. Effektivverzinsung und Volatilität bei Finanzierung mit Zinsbindung und variablen Zinsen. (2020). Seitz, Franz ; Clostermann, Jorg.
   In: Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research).
   RePEc:spr:gjorer:v:6:y:2020:i:1:d:10.1365_s41056-019-00029-w.

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4. The Wealth Building Home Loan. (2020). Peter, Tobias J ; Oliner, Stephen D ; Pinto, Edward J.
   In: Regional Science and Urban Economics.
   RePEc:eee:regeco:v:80:y:2020:i:c:s0166046217304738.

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5. Subprime borrowers, securitization and the transmission of business cycles. (2019). Grodecka-Messi, Anna ; Grodeckamessi, Anna.
   In: Canadian Journal of Economics/Revue canadienne d'économique.
   RePEc:wly:canjec:v:52:y:2019:i:4:p:1600-1654.

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6. A Farewell to ARMs or Ever Changing Market Segments?. (2019). Stafford, Frank ; Chen, Bing.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:59:y:2019:i:4:d:10.1007_s11146-018-9659-y.

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7. Measuring the cost of U.S. housing policy. (2019). Richard, Condor.
   In: Working Papers.
   RePEc:bdm:wpaper:2019-08.

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8. What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages. (2018). Ramadorai, Tarun ; Campbell, John ; Badarinza, Cristian.
   In: Management Science.
   RePEc:inm:ormnsc:v:64:y:2018:i:5:p:2275-2288.

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9. Mortgage Choice in the Euro Area: Macroeconomic Determinants and the Effect of Monetary Policy on Debt Burdens. (2017). Ziegelmeyer, Michael ; Ehrmann, Michael.
   In: Journal of Money, Credit and Banking.
   RePEc:wly:jmoncb:v:49:y:2017:i:2-3:p:469-494.

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10. Excess saving and low interest rates: Theory and empirical evidence. (2017). Bofinger, Peter ; Ries, Mathias.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12111.

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11. Interest Rate Dynamics, Variable-Rate Loans, and the Business Cycle. (2016). Wen, Yi ; Pintus, Patrick ; Xing, Xiaochuan.
    In: 2016 Meeting Papers.
    RePEc:red:sed016:293.

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12. Subprime Borrowers, Securitization and the Transmission of Business Cycles. (2016). Grodecka-Messi, Anna.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0317.

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13. The Inverted Leading Indicator Property and Redistribution Effect of the Interest Rate. (2016). Wen, Yi ; Pintus, Patrick ; Xing, Xiaochuan.
    In: Working Papers.
    RePEc:fip:fedlwp:2016-027.

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14. Cost of funds indexed mortgage contracts with government-backed catastrophic insurance (COFI-Cats): A realistic alternative to the 30-year fixed-rate mortgage?. (2016). Passmore, Wayne ; Hancock, Diana.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:84:y:2016:i:c:p:109-130.

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15. The Inverted Leading Indicator Property and Redistribution Effect of the Interest Rate.. (2016). Wen, Yi ; Pintus, Patrick ; Xing, X.
    In: Working papers.
    RePEc:bfr:banfra:616.

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16. Monetary Policy and the Redistribution Channel. (2015). Auclert, Adrien.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:381.

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17. Interest Rate Dynamics, Variable-Rate Loan Contracts, and the Business Cycle. (2015). Wen, Yi ; Pintus, Patrick ; Xing, Xiaochuan.
    In: Working Papers.
    RePEc:fip:fedlwp:2015-032.

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18. Housing, Finance, and the Macroeconomy. (2015). van Nieuwerburgh, Stijn ; Davis, Morris A.
    In: Handbook of Regional and Urban Economics.
    RePEc:eee:regchp:5-753.

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19. What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages. (2014). Ramadorai, Tarun ; Campbell, John ; Badarinza, Cristian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20408.

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20. Housing, Finance and the Macroeconomy. (2014). Van Nieuwerburgh, Stijn ; Davis, Morris.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20287.

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21. What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages. (2014). Ramadorai, Tarun ; Campbell, John ; Badarinza, Cristian.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10117.

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22. Portfolio Rebalancing Following the Bank of Japans Government Bond Purchases: Empirical Analysis Using Data on Bank Loans and Investment Flows. (2014). Hogen, Yoshihiko ; Saito, Masashi .
    In: Bank of Japan Research Papers.
    RePEc:boj:bojron:ron140619a.

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23. Securitization and the fixed-rate mortgage. (2013). Vickery, James ; Fuster, Andreas.
    In: Staff Reports.
    RePEc:fip:fednsr:594.

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1. A Private Lender Cooperative Model for Residential Mortgage Finance Toni Dechario,Patricia Mosser,Joseph Tracy,JamesVickery, and Joshua Wright Federal Reserve Bank of NewYork Staff Reports,no.466 August 2010 This study presents a set of six design principles for the reorganization of the U.S.housing finance system and applies them to one model for replacing Fannie Mae and Freddie Mac that has so far received frequent mention but little sustained analysis--the lender cooperative utility.The authors discuss the pros and cons of such a model and propose a method for organizing participation in a mutual loss pool and an explicit,priced government insurance mechanism.They also discuss how these principles and this model are consistent with preserving theto-beannounced, or TBA,market--particularly if the fixed-rate mortgage remains a focus of public policy.
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2. Adrian,Tobias,and Emanuel Moench.2010.Pricing the Term Structure with Linear Regressions.Federal Reserve Bank of NewYork Staff Reports,no.340,July.

3. Companion Video Joe Tracy and Joshua Wright assess the merits and drawbacks of the government-sponsored enterprises Fannie Mae and Freddie Mac,outline design principles for a reformed home finance system,and weigh the pros and cons of replacing Fannie Mae and Freddie Mac with a lender cooperative. Available at http://www.newyorkfed.org/research/video _interviews.html TBA Trading and Liquidity in the Agency MBS Market JamesVickery and Joshua Wright Federal Reserve Bank of NewYork Staff Reports,no.468 August 2010 Most mortgages in the United States are securitized through the agency mortgage-backed securities (MBS) market.These securities are generally traded on ato-be-announced,or TBA, basis.This trading convention significantly improves agency MBS liquidity,leading to lower borrowing costs for households. Evaluation of potential reforms to the U.S.housing finance system should take into account the effects of those reforms on the operation of the TBA market.
   Paper not yet in RePEc: Add citation now
   

4. Debelle,Guy.2004.Household Debt and the Macroeconomy.BIS Quarterly Review,March: 51-64.

5. Gagnon,Joseph,Matthew Raskin,Julie Remache,and Brian Sack.2010.LargeScale Asset Purchases by the Federal Reserve: Did They Work?Federal Reserve Bank of NewYork Staff Reports,no.441,March.

6. International Monetary Fund.2004.Three Current Policy Issues.Chap.2 in World Economic Outlook: The Global Demographic Transition.September. Available at http://www.imf.org/external/pubs/ft/weo/2004/02.
   Paper not yet in RePEc: Add citation now
   
7. Kim,Don,and Jonathan H.Wright.2005.An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-TermYields and DistantHorizon Forward Rates.Board of Governors of the Federal Reserve System, Finance and Economics Discussion Series,no.2005-33,August.
   Paper not yet in RePEc: Add citation now
   

8. Koijen,Ralph,Otto van Hemert,and Stijn van Nieuwerburgh.2009.Mortgage Timing.Journal of Financial Economics 93,no.2 (August): 292-324.

9. Miles,David.2004.The U.K.Mortgage Market--Taking a Longer-TermView: Final Report and Recommendations.Report Commissioned by HM Treasury, United Kingdom,March.
   Paper not yet in RePEc: Add citation now
   

10. Mishkin,Frederic.2007.Housing and the Monetary Transmission Mechanism. Board of Governors of the Federal Reserve System,Finance and Economics Discussion Series,no.2007-40,August.

11. standards around the MBS market peak between the start of 2005 and mid-2007.They observe,conditional on initial ratings,underperformance (high mortgage defaults and losses and large rating downgrades) among deals with observably higher-risk mortgages based on a simple ex ante model and deals with a high fraction of opaque low-documentation loans.These findings hold over the entire sample period,not just for the deal cohorts most affected by the crisis.
    Paper not yet in RePEc: Add citation now
    

12. Stroebel,Johannes,and John Taylor.2009.Estimated Impact of the Fed's Mortgage-Backed Securities Purchase Program.Unpublished paper,Stanford University.

13. Tsatsaronis,Kostas,and Haibin Zhu.2004.What Drives House Price Dynamics: Cross-Country Evidence.BIS Quarterly Review,March: 65-78.
    Paper not yet in RePEc: Add citation now
    

14. Vickery,James.2007.Interest Rates and Consumer Choice in the Residential Mortgage Market.Unpublished paper,Federal Reserve Bank of NewYork.

1. Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada. (2024). Feunou, Bruno ; Tarshi, Zabi.
   In: Discussion Papers.
   RePEc:bca:bocadp:24-09.

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2. PRINCIPAL-COMPONENT-BASED GAUSSIAN AFFINE TERM STRUCTURE MODELS: CONSTRAINTS AND THEIR FINANCIAL IMPLICATIONS. (2020). Putiatyn, Vlad ; Rebonato, Riccardo ; Saroka, Ivan.
   In: International Journal of Theoretical and Applied Finance (IJTAF).
   RePEc:wsi:ijtafx:v:23:y:2020:i:02:n:s0219024920500089.

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3. An empirical method of calculating the term premium. (2017). Leister, Michael ; James, Jessica ; Rieger, Christoph.
   In: Quantitative Finance.
   RePEc:taf:quantf:v:17:y:2017:i:12:p:1783-1793.

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4. Measuring monetary policy and its impact on the bond market of an emerging economy. (2016). Sensarma, Rudra ; Bhattacharyya, Indranil.
   In: Macroeconomics and Finance in Emerging Market Economies.
   RePEc:taf:macfem:v:9:y:2016:i:2:p:109-130.

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5. Measuring monetary policy and its impact on the bond market of an emerging economy. (2015). Sensarma, Rudra ; Bhattacharyya, Indranil.
   In: MPRA Paper.
   RePEc:pra:mprapa:81067.

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6. 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.

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7. What factors influence the yield curve?. (2014). Kocsis, Zalan ; Kalman, Peter ; Ligeti, Imre ; Horvath, Daniel.
   In: MNB Bulletin (discontinued).
   RePEc:mnb:bullet:v:9:y:2014:i:1:p:28-39.

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

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

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10. 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.

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11. Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects. (2012). Fricke, Christoph.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-493.

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

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

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14. Risk Sharing and Financial Contagion in Asia: An Asset Price Perspective. (2011). Rungcharoenkitkul, Phurichai.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/242.

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15. Global bond risk premiums. (2011). Hellerstein, Rebecca.
    In: Staff Reports.
    RePEc:fip:fednsr:499.

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16. Financial amplification of foreign exchange risk premia. (2011). Groen, Jan ; Etula, Erkko ; Adrian, Tobias ; Groen, Jan J. J., .
    In: European Economic Review.
    RePEc:eee:eecrev:v:55:y:2011:i:3:p:354-370.

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17. Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals?. (2010). Caceres, Carlos ; Guzzo, Vincenzo ; Segoviano, Miguel A.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2010/120.

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18. Funding liquidity risk and the cross-section of stock returns. (2010). Etula, Erkko ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:464.

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19. Financial amplification of foreign exchange risk premia. (2010). Groen, Jan ; Etula, Erkko ; Adrian, Tobias ; Jan J. J. Groen, .
    In: Staff Reports.
    RePEc:fip:fednsr:461.

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20. Why is the market share of adjustable-rate mortgages so low?. (2010). Vickery, James ; Moench, Emanuel ; Aragon, Diego.
    In: Current Issues in Economics and Finance.
    RePEc:fip:fednci:y:2010:i:dec:n:v.16no.8.

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21. Broker-dealer risk appetite and commodity returns. (2009). Etula, Erkko.
    In: Staff Reports.
    RePEc:fip:fednsr:406.

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22. Risk appetite and exchange Rates. (2009). Shin, Hyun Song ; Etula, Erkko ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:361.

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