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2. What the current yield curve says, and what the future prices of energy do. (2022). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud.
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3. Economic-State Variation in Uncertainty-Yield Dynamics. (2021). Connolly, Robert ; Dubofsky, David ; Stivers, Chris.
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4. US quantitative easing and firm’s default risk: The role of Corporate Social Responsibility (CSR). (2021). Chen, Sheng-Hung ; Hsu, Feng-Jui.
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7. The Effects of Quantitative Easing Announcements on the Mortgage Market: An Event Study Approach. (2019). Wang, Gang.
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8. The behaviour of bidders in quantitative-easing auctions of sovereign bonds in Japan: Determinants of the popularity of the 9 to 10-year maturity segment. (2019). Inaba, Kei-Ichiro.
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10. Macroeconomic uncertainty and the distant forward-rate slope. (2018). Connolly, Robert ; Dubofsky, David ; Stivers, Chris.
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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.
    In: Bank of England working papers.
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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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40. Specification Analysis of International Treasury Yield Curve Factors. (2014). Tiozzo Pezzoli, Luca ; Pegoraro, Fulvio ; Siegel, A. F..
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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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42. 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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43. Dynamic term structure models: The best way to enforce the zero lower bound. (2014). Meldrum, Andrew ; Andreasen, Martin M..
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44. The US Economy, the Treasury Bond Market and the Specification of Macro-Finance Models. (2013). Spencer, Peter.
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45. More on U.S. Treasury term premiums: spot and expected measures. (2013). Durham, J. Benson.
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46. Financial stability monitoring. (2013). Adrian, Tobias ; Liang, Nellie J. ; Covitz, Daniel .
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47. Financial stability monitoring. (2013). Adrian, Tobias ; Liang, Nellie ; Covitz, Daniel .
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48. A New Linear Estimator for Gaussian Dynamic Term Structure Models. (2013). Diez de los Rios, Antonio.
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49. Forecasting through the rear-view mirror: data revisions and bond return predictability. (2012). Moench, Emanuel ; Ghysels, Eric.
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50. Decomposing real and nominal yield curves. (2012). Moench, Emanuel ; Crump, Richard ; Adrian, Tobias ; Abrahams, Michael.
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