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Citations for "Debt Management and the Term Structure of Interest Rates: An Empirical Analysis of Recent Experience"

by Franco Modigliani & Richard Sutch

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  1. Canlin Li & Min Wei, 2012. "Term structure modelling with supply factors and the Federal Reserve's Large Scale Asset Purchase programs," Finance and Economics Discussion Series 2012-37, Board of Governors of the Federal Reserve System (U.S.).
  2. Benjamin M. Friedman, 1980. "Effects of Shifting Saving Patterns on Interest Rates and Economic Activity," NBER Working Papers 0587, National Bureau of Economic Research, Inc.
  3. Stefania D'Amico & William English & David López-Salido & Edward Nelson, 2012. "The Federal Reserve's large-scale asset purchase programs: rationale and effects," Finance and Economics Discussion Series 2012-85, Board of Governors of the Federal Reserve System (U.S.).
  4. James E. Pesando, 1980. "On Expectations, Term Premiums and the Volatility of Long-Term Interest Rates," NBER Working Papers 0595, National Bureau of Economic Research, Inc.
  5. James E. Pesando, 1979. "On Forecasting Interest Rates: An Efficient Markets Perspective," NBER Working Papers 0410, National Bureau of Economic Research, Inc.
  6. Raphael Espinoza & Dimitrios Tsomocos & Charles Goodhart, 2007. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," FMG Discussion Papers dp583, Financial Markets Group.
  7. Gürkaynak, Refet S. & Wright, Jonathan, 2010. "Macroeconomics and the Term Structure," CEPR Discussion Papers 8018, C.E.P.R. Discussion Papers.
  8. Campbell, John Y & Shiller, Robert J, 1984. "A Simple Account of the Behavior of Long-Term Interest Rates," American Economic Review, American Economic Association, vol. 74(2), pages 44-48, May.
  9. Benjamin M. Friedman, 1980. "The Effect of Shifting Wealth Ownership on the Term Structure of Interest Rates," NBER Working Papers 0239, National Bureau of Economic Research, Inc.
  10. Joseph Gagnon & Matthew Raskin & Julie Remache & Brian Sack, 2010. "Large-scale asset purchases by the Federal Reserve: did they work?," Staff Reports 441, Federal Reserve Bank of New York.
  11. David S. Jones & V. Vance Roley, 1982. "Rational Expectations, the Expectations Hypothesis, and Treasury Bill Yields: An Econometric Analysis," NBER Working Papers 0869, National Bureau of Economic Research, Inc.
  12. Ignazio Visco, 2005. "Dalla teoria alla pratica nei modelli macroeconomici: l’eclettismo post-keynesiano," Moneta e Credito, Economia civile, vol. 58(230-231), pages 71-96.
  13. Luis Eduardo Arango & Luis Fernando Melo, 2002. "Estimación de la Estructura a Plazo de las Tasas de Interés en Colombia," BORRADORES DE ECONOMIA 002594, BANCO DE LA REPÚBLICA.
  14. Vitols, Sigurt, 1995. "Financial systems and industrial policy in Germany and Great Britain: the limits of convergence," Discussion Papers, Research Unit: Economic Change and Employment FS I 95-311, Social Science Research Center Berlin (WZB).
  15. Terenzio Cozzi, 2005. "Una rivisitazione delle teorie di Modigliani sulla finanza," Moneta e Credito, Economia civile, vol. 58(230-231), pages 233-254.
  16. Morten Balling & Ernest Gnan, 2013. "The development of financial markets and financial theory: 50 years of interaction," SUERF 50th Anniversary Volume Chapters, SUERF - The European Money and Finance Forum.
  17. Robert J. Shiller & J. Huston McCulloch, 1987. "The Term Structure of Interest Rates," NBER Working Papers 2341, National Bureau of Economic Research, Inc.
  18. Frederic S. Mishkin, 2010. "Over The Cliff: From the Subprime to the Global Financial Crisis," NBER Working Papers 16609, National Bureau of Economic Research, Inc.
  19. Ben S. Bernanke & Vincent R. Reinhart & Brian P. Sack, 2004. "Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 35(2), pages 1-100.
  20. Lenz, Rainer, 2010. "Yield Curve Analysis: Choosing the optimal maturity date of investments and financing," MPRA Paper 27781, University Library of Munich, Germany.
  21. Terenzio Cozzi, 2005. "A reappraisal of Modigliani's finance theories," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 58(233-234), pages 215-235.
  22. Kano, Masaji & Tsutsui, Yoshiro, 2003. "Geographical segmentation in Japanese bank loan markets," Regional Science and Urban Economics, Elsevier, vol. 33(2), pages 157-174, March.
  23. Kenneth Kuttner, 2006. "Can Central Banks Target Bond Prices?," NBER Working Papers 12454, National Bureau of Economic Research, Inc.
  24. Jagjit S Chadha & Philip Turner & Fabrizio Zampolli, 2013. "The interest rate effects of government debt maturity," BIS Working Papers 415, Bank for International Settlements.
  25. John Y. Campbell, 1995. "Some Lessons from the Yield Curve," Harvard Institute of Economic Research Working Papers 1713, Harvard - Institute of Economic Research.
  26. Terenzio Cozzi, 2005. "A reappraisal of Modigliani's finance theories," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 58(233-234), pages 215-235.
  27. Jagjit S. Chadha & Philip Turner & Fabrizio Zampolli, 2013. "The Ties that Bind: Monetary Policy and Government Debt Management," Studies in Economics 1318, Department of Economics, University of Kent.
  28. Jonathan H. Wright, 2012. "What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?," Economic Journal, Royal Economic Society, vol. 122(564), pages F447-F466, November.
  29. Robert J. Shiller, 1985. "Conventional Valuation and the Term Structure of Interest Rates," NBER Working Papers 1610, National Bureau of Economic Research, Inc.
  30. Benjamin M. Friedman, 1980. "Interest Rate Expectations Versus Forward Rates: Evidence From An Expectations Survey," NBER Working Papers 0295, National Bureau of Economic Research, Inc.
  31. Melino, Angelo, 1988. " The Term Structure of Interest Rates: Evidence and Theory," Journal of Economic Surveys, Wiley Blackwell, vol. 2(4), pages 335-66.
  32. Lenz, Rainer, 2010. "Analyse der Renditestrukturkurve: Zur Laufzeitenstruktur von Investitions- und Finanzierungsentscheidungen
    [Yield curve analysis]
    ," MPRA Paper 26621, University Library of Munich, Germany.
  33. Ignazio Visco, 2005. "From theory to practice in macroeconomic models: post-Keynesian eclecticism," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 58(233-234), pages 67-90.
  34. Jonathan H. Wright, 2011. "What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound?," NBER Working Papers 17154, National Bureau of Economic Research, Inc.
  35. Paul Boothe & Debra Glassman, 1988. "Alternative Tests of International Asset Substitutability," UCLA Economics Working Papers 463, UCLA Department of Economics.
  36. Ignazio Visco, 2005. "From theory to practice in macroeconomic models: post-Keynesian eclecticism," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 58(233-234), pages 67-90.
  37. Byeongseon Seo, 2000. "Nonlinear Mean Reversion In The Term Structure Of Interest Rates," Computing in Economics and Finance 2000 121, Society for Computational Economics.