Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E43: Interest Rates: Determination, Term Structure, and Effects

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Forecasting Economic Activity Using Financial Variables
2. Monetary Theory

2024

• Yudai Hatayama & Yuto Iwasaki & Kyoko Nakagami & Tatsuyoshi Okimoto, 2024, "Globalization and Its Growing Impact on the Natural Rates of Interest in Developed Economies," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-13, Nov.
• Yudai Hatayama & Yuto Iwasaki, 2024, "Estimating the Natural Yield Curve in Japan Using a VAR with Common Trends," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-17, Dec.
• Atsuki Hirata & Sohei Kaihatsu & Yoshiyasu Kasai & Hiroki Yamamoto & Jouchi Nakajima, 2024, "Effects and Side Effects of Unconventional Monetary Policy: A Shadow Rate Approach," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-21, Dec.
• Lukas Hack & Klodiana Istrefi & Matthias Meier, 2024, "The Systematic Origins of Monetary Policy Shocks," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_557, Jun.
• Lukas Hack & Davud Rostam-Afschar, 2024, "Understanding Firm Dynamics with Daily Data," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_593, Sep.
• Soosalu Matt, 2024, "Monetary Policy Transmission in Canada – A High Frequency Identification Approach," The B.E. Journal of Macroeconomics, De Gruyter, volume 24, issue 2, pages 781-811, DOI: 10.1515/bejm-2023-0212.
• Hauzenberger Niko & Huber Florian & Koop Gary, 2024, "Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 201-225, April, DOI: 10.1515/snde-2022-0077.
• Jean-Bernard Chatelain & Kirsten Ralf, 2024, "Wealth in the Quadratic Loss Function of the Ramsey Malinvaud Cass Koopmans Model of Optimal Savings," Revue d'économie politique, Dalloz, volume 134, issue 3, pages 371-390.
• Bhattacharjee, A. & Holly, S. & Wasseja, M., 2024, "Network Structures and Heterogeneity in Policy Preferences at the FOMC," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2469, Dec.
• Serhii Savluk & Olena Breheda, 2024, "Deposit Channel of Monetary Policy in European Countries," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 13, issue 3, pages 141-166.
• Jeffrey Schafer, 2024, "Revisiting the Relationship Between Debt and Long-Term Interest Rates: Working Paper 2024-05," Working Papers, Congressional Budget Office, number 60314, Dec.
• Athanasios Geromichalos & Lucas Herrenbrueck & Changhyun Lee & Sukjoon Lee, 2024, "What’s so Inconvenient About TIPS?," Working Papers, University of California, Davis, Department of Economics, number 364, Dec.
• Mauro Sayar Ferreira & Joice Marques Figueiredo, 2024, "The influence of global uncertainty and financial shocks, and sovereign risk shock on the Brazilian term structure of interest rate," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number 674, Sep.
• Philipp Weber & Laura A. Zell & Lars P. Feld & Christoph A. Schaltegger, 2024, "Functionality of Fiscal Rules in a Low Interest Rate Environment – New Empirical Results for Swiss Cantons," CESifo Working Paper Series, CESifo, number 11351.
• Kelly Shue & Richard Townsend & Chen Wang, 2024, "Categorical Thinking About Interest Rates," CESifo Working Paper Series, CESifo, number 11558.
• Peter DeMarzo & Arvind Krishnamurthy & Stefan Nagel, 2024, "Interest Rate Risk in Banking," CESifo Working Paper Series, CESifo, number 11581.
• Davis, Leila & Michl, Thomas R., 2024, "The inverted yield curve in a 3-equation model," Working Papers, Department of Economics, Colgate University, number 2024-01, Jan.
• Kjell G. Nyborg & Jiri Woschitz, 2024, "Robust difference-in-differences analysis when there is a term structure," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-03, Jan.
• Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm, 2024, "Pension Liquidity Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-16, Feb.
• Kjell G. Nyborg & Jiri Woschitz, 2024, "The Price of Money: The Reserves Convertibility Premium over the Term Structure," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-17, Feb.
• Neil Bhutta & Andreas Fuster & Aurel Hizmo, 2024, "Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-21, Mar.
• Kjell G. Nyborg, 2024, "The Collateral Spread Puzzle: Why Do Repo Rates Often Exceed Unsecured Rates?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-37, Jul.
• Ales Bulir & Jan Vlcek, 2024, "The Mirage of Falling R-stars," Working Papers, Czech National Bank, Research and Statistics Department, number 2024/6, Aug.
• Carlos Giraldo & Iader Giraldo & Jose E. Gomez-Gonzalez & Jorge M. Uribe, 2024, "Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’," Documentos de trabajo, FLAR, number 21169, Jul.
• Iania, Leonardo & Lyrio, Marco & Nersisyan, Liana, 2024, "Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3299, Sep.
• Del Negro, Marco & Dogra, Keshav & Gleich, Aidan & Gundam, Pranay & Lee, Donggyu & Nallamotu, Ramya, 2024, "The NY Fed DSGE Model: A Post-Covid Assessment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18742, Jan.
• Nyborg, Kjell G. & Woschitz, Jiri, 2024, "Robust difference-in-differences analysis when there is a term structure," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18782, Jan.
• Hagedorn, Marcus, 2024, "The Failed Theory of the Price Level," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18786, Jan.
• Alder, Marie & Coimbra, Nuno & Szczerbowicz, Urszula, 2024, "Corporate debt structure and heterogeneous monetary policy transmission," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18787, Jan.
• Tatar, Balint & Wieland, Volker, 2024, "Taylor Rules and the Inflation Surge: The Case of the Fed," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18910, Mar.
• Hack, Lukas & Istrefi, Klodiana & Meier, Matthias, 2024, "The Systematic Origins of Monetary Policy Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19063, May.
• Dahlhaus, Tatjana & Sekhposyan, Tatevik, 2024, "Survey-based Monetary Policy Uncertainty and its Asymmetric Effects," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19131, Jun.
• Hagedorn, Marcus, 2024, "Inflation is always and everywhere Not Conflict," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19172, Jun.
• Nyborg, Kjell G., 2024, "The Collateral Spread Puzzle: Why Do Repo Rates Often Exceed Unsecured Rates?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19243, Jul.
• van Spronsen, Josha & Beetsma, Roel, 2024, "Yield Determinants and the Role of ESM Loans in the Primary Market for Spanish Sovereign Debt," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19341, Aug.
• Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin, 2024, "Asset pricing with costly and delayed firm entry," Macroeconomic Dynamics, Cambridge University Press, volume 28, issue 4, pages 855-879, June.
• Martin Kliem & Alexander Kriwoluzky & Gernot J. Müller & Alexander Scheer, 2024, "Financial Repression in General Equilibrium: The Case of the United States, 1948–1974," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2075.
• Kerstin Bernoth & Helmut Herwartz & Lasse Trienens, 2024, "Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2100.
• Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm, 2024, "Pension Liquidity Risk," Working Papers, DNB, number 801, Feb.
• Mika Akesaka & Ryo Mikami & Yoshiyasu Ono, 2024, "Insatiable Wealth Preference: Evidence from Japanese Household Survey," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1241rr, Apr, revised Oct 2024.
• Brand, Claus & Lisack, Noëmie & Mazelis, Falk, 2024, "Estimates of the natural interest rate for the euro area: an update," Economic Bulletin Boxes, European Central Bank, volume 1.
• Adalid, Ramón & Scopel, Silvia & Kazarian, Lucía & Malacrino, Davide, 2024, "Money and credit dynamics in the euro area and a comparison with the United States," Economic Bulletin Boxes, European Central Bank, volume 6.
• de Bondt, Gabe & Krustev, Georgi & Slavík, Michal & Tujula, Mika, 2024, "Net interest income of households and firms," Economic Bulletin Boxes, European Central Bank, volume 8.
• Adalid, Ramón & Lampe, Max & Scopel, Silvia, 2024, "Monetary dynamics during the tightening cycle," Economic Bulletin Boxes, European Central Bank, volume 8.
• Caccia, Enea & Tapking, Jens & Vlassopoulos, Thomas, 2024, "Central bank digital currency and monetary policy implementation," Occasional Paper Series, European Central Bank, number 345, Apr.
• Hudepohl, Tom & Malderez, Suzanne, 2024, "The use of the Eurosystem’s monetary policy instruments and its monetary policy implementation framework in 2022 and 2023," Occasional Paper Series, European Central Bank, number 355, Aug.
• González, Beatriz & Nuño, Galo & Thaler, Dominik & Albrizio, Silvia, 2024, "Unlocking efficiency: optimal monetary policy when capital misallocation matters," Research Bulletin, European Central Bank, volume 118.
• González, Beatriz & Nuño, Galo & Thaler, Dominik & Albrizio, Silvia, 2024, "Firm heterogeneity, capital misallocation and optimal monetary policy," Working Paper Series, European Central Bank, number 2890, Jan.
• Kho, Stephen, 2024, "Deposit market concentration and monetary transmission: evidence from the euro area," Working Paper Series, European Central Bank, number 2896, Jan.
• Lo Duca, Marco & Moccero, Diego & Parlapiano, Fabio, 2024, "The impact of macroeconomic and monetary policy shocks on credit risk in the euro area corporate sector," Working Paper Series, European Central Bank, number 2897, Jan.
• Burban, Valentin & De Backer, Bruno & Vladu, Andreea Liliana, 2024, "Inflation (de-)anchoring in the euro area," Working Paper Series, European Central Bank, number 2964, Jul.
• Gebauer, Stefan & Pool, Sebastiaan & Schumacher, Julian, 2024, "The inflationary consequences of prioritising central bank profits," Working Paper Series, European Central Bank, number 2985, Oct.
• Akkaya, Yıldız & Bitter, Lea & Brand, Claus & Fonseca, Luís, 2024, "A statistical approach to identifying ECB monetary policy," Working Paper Series, European Central Bank, number 2994, Oct.
• Dong, Mike & Goto, Shingo & Xu, Yan & Zhang, Yuzhao, 2024, "Beyond Carry: The Prospective Interest Rate Differential and Currencuy Excess Returns," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-03, Jan.
• A. H. M. Shahriar & Al Amin Biswas & Nishat Rumaly & Md. Johir Rayhan & Mohammad Jahangir Alam & Uttam Golder, 2024, "Macroeconomic Stability in Bangladesh: Unraveling the Nexus between Exchange Rate, Inflation, and Export Dynamics through Nonlinear Modeling," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 6, pages 174-181, October.
• Prabheesh, K.P. & Padhan, Rakesh & Bhat, Javed Ahmad, 2024, "Do financial markets react to emerging economies’ asset purchase program? Evidence from the COVID-19 pandemic period," Journal of Asian Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.asieco.2023.101678.
• Kang, Kyu Ho & Do, Kyeongtak, 2024, "Korea’s neutral interest rate: Estimates, determinants, and monetary policy stance," Journal of Asian Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.asieco.2024.101732.
• Li, Junye & Sarno, Lucio & Zinna, Gabriele, 2024, "Risks and risk premia in the US Treasury market," Journal of Economic Dynamics and Control, Elsevier, volume 158, issue C, DOI: 10.1016/j.jedc.2023.104788.
• Granziera, Eleonora & Sihvonen, Markus, 2024, "Bonds, currencies and expectational errors," Journal of Economic Dynamics and Control, Elsevier, volume 158, issue C, DOI: 10.1016/j.jedc.2023.104790.
• Castle, Jennifer L. & Kurita, Takamitsu, 2024, "Stability between cryptocurrency prices and the term structure," Journal of Economic Dynamics and Control, Elsevier, volume 165, issue C, DOI: 10.1016/j.jedc.2024.104890.
• Nasir, Muhammad Ali & Huynh, Toan Luu Duc, 2024, "Nexus between inflation and inflation expectations at the zero lower bound: A tiger by the tail," Economic Modelling, Elsevier, volume 131, issue C, DOI: 10.1016/j.econmod.2023.106601.
• Buncic, Daniel, 2024, "Econometric issues in the estimation of the natural rate of interest," Economic Modelling, Elsevier, volume 132, issue C, DOI: 10.1016/j.econmod.2023.106641.
• Gupta, Sargam, 2024, "Inefficient shocks and optimal monetary policy," Economic Modelling, Elsevier, volume 135, issue C, DOI: 10.1016/j.econmod.2024.106720.
• Pathberiya, Lasitha R.C., 2024, "Monetary policy rules and zero lower bound on nominal interest rates in a cost-channel economy," Economic Modelling, Elsevier, volume 139, issue C, DOI: 10.1016/j.econmod.2024.106808.
• Benavides-Franco, Julian & Carabali, Jaime & Meneses, Luis Angel & Perez, Alex, 2024, "Understanding the heterogeneity of interest rate adjustments to monetary policy: Evidence for Colombia," Economic Modelling, Elsevier, volume 139, issue C, DOI: 10.1016/j.econmod.2024.106829.
• Harju, Antti J., 2024, "Target rate factors in short rate models," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102033.
• Guo, Junjie & Li, Xuelian & Zhang, Weiran & Li, Youshu, 2024, "Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2024.102077.
• Haddou, Samira, 2024, "Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102087.
• Umar, Zaghum & Iqbal, Najaf & Teplova, Tamara & Tan, Duojiao, 2024, "Dynamic impact of the US yield curve on green bonds: Navigating through recent crises," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102223.
• Audrino, Francesco & Serwart, Jan, 2024, "Yield curve trading strategies exploiting sentiment data," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102226.
• Wang, Mei-Chih & Chang, Tsangyao & Mikhaylov, Alexey & Linyu, Jia, 2024, "A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102232.
• Caraiani, Petre & Călin, Adrian Cantemir, 2024, "The comovement of bubbles’ responses to monetary policy shocks," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102244.
• Giese, Julia & Joyce, Michael & Meaning, Jack & Worlidge, Jack, 2024, "Do preferred habitat investors exist? Evidence from the UK government bond market," Economics Letters, Elsevier, volume 234, issue C, DOI: 10.1016/j.econlet.2023.111462.
• Gordon, Matthew V. & Lunsford, Kurt G., 2024, "The effects of the Federal Reserve Chair’s testimony on interest rates and stock prices," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111537.
• Laumer, Sebastian & Morais Santos, Italo, 2024, "The impact of monetary policy shocks — Do not rule out central bank information effects or economic news," Economics Letters, Elsevier, volume 237, issue C, DOI: 10.1016/j.econlet.2024.111634.
• Lloyd, Simon & Ostry, Daniel, 2024, "The asymmetric effects of quantitative tightening and easing on financial markets," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111722.
• Gigante, Gimede & Guarniero, Pieralberto & Pasini, Simona, 2024, "Markovian analysis of U.S. Treasury volatility: Asymmetric responses to macroeconomic announcements," Economics Letters, Elsevier, volume 239, issue C, DOI: 10.1016/j.econlet.2024.111723.
• Yang, Bohan & Wang, Bin, 2024, "The time-varying U.S. treasury bond demand elasticity," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111806.
• Le, Anh H. & Uddin, Gazi Salah & Lucey, Brian, 2024, "Green targeted lending operations in the Euro Area," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111893.
• Griller, Stefan & Huber, Florian & Pfarrhofer, Michael, 2024, "Financial markets and legal challenges to unconventional monetary policy," European Economic Review, Elsevier, volume 163, issue C, DOI: 10.1016/j.euroecorev.2024.104680.
• Altermatt, Lukas & Wang, Zijian, 2024, "Oligopoly banking, risky investment, and monetary policy," European Economic Review, Elsevier, volume 164, issue C, DOI: 10.1016/j.euroecorev.2024.104704.
• Equiza, Juan & Gimeno, Ricardo & Moreno, Antonio & Thomas, Carlos, 2024, "Evaluating the yield curve effects of central bank asset purchases under a forward-looking supply factor," European Economic Review, Elsevier, volume 165, issue C, DOI: 10.1016/j.euroecorev.2024.104744.
• Pagliari, Maria Sole, 2024, "Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies," European Economic Review, Elsevier, volume 168, issue C, DOI: 10.1016/j.euroecorev.2024.104817.
• Liu, Yu-Chen & Li, Yiting, 2024, "Corporate finance, collateralized borrowing, and monetary policy," European Economic Review, Elsevier, volume 170, issue C, DOI: 10.1016/j.euroecorev.2024.104878.
• Nigmonov, Asror & Shams, Syed & Alam, Khorshed, 2024, "Liquidity risk in FinTech lending: Early impact of the COVID-19 pandemic on the P2P lending market," Emerging Markets Review, Elsevier, volume 58, issue C, DOI: 10.1016/j.ememar.2023.101084.
• Hansen, Anne Lundgaard, 2024, "Time-varying variance decomposition of macro-finance term structure models," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101563.
• Kim, Myunghyun, 2024, "Declining real interest rates: The role of energy prices in energy importers," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107226.
• Chen, Shiu-Sheng & Lin, Tzu-Yu, 2024, "Monetary policy and renewable energy production," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107495.
• Shahzad, Umer & Orsi, Bianca & Sharma, Gagan Deep, 2024, "Managing inflation expectations and the efficiency of monetary policy responses to energy crises," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107474.
• Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2024, "Credit default swaps and corporate carbon emissions in Japan," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107504.
• Jawadi, Fredj & Rozin, Philippe & Cheffou, Abdoulkarim Idi, 2024, "Toward green central banking: Proposing an augmented Taylor rule," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107539.
• Zheng, Tingguo & Zhang, Hongyin & Ye, Shiqi, 2024, "Monetary policies on green financial markets: Evidence from a multi-moment connectedness network," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107739.
• Iania, Leonardo & Lyrio, Marco & Nersisyan, Liana, 2024, "Oil price shocks and bond risk premia: Evidence from a panel of 15 countries," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107940.
• Gill, Balbinder Singh, 2024, "COVID-19 mortality risk premium and the interest rate on mortgage loans," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103183.
• Bossone, Biagio, 2024, "A Modigliani-Miller theorem for the public finances of globalized economies," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103257.
• Audrino, Francesco & Offner, Eric A., 2024, "The impact of macroeconomic news sentiment on interest rates," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103293.
• Suzuki, Masataka, 2024, "A consumption-based term structure model of bonds and equity," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103310.
• Zhan, Zhihao & Zhang, Anqi & Zhang, Mingxin & Zhang, Mingxin, 2024, "Unveiling the adverse selection problem in China's digital lending market: Evidence from CHFS," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103631.
• Fu, Buben & Wang, Bin, 2024, "Demographic change and natural interest rate of China," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104812.
• Ko, Eunmi, 2024, "An affine term structure model with Fed chairs’ speeches," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105336.
• Du, Shuaishuai & He, Shijun & Huang, Guitian & Kong, Dongmin, 2024, "Financial development and money market integration in Qing China, 1800–1911," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105347.
• Kumar, Ankit & Dash, Pradyumna, 2024, "Sectoral capital flows and income inequality," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105625.
• Gong, Zhenting & Chen, Yanbei & Zhang, He & Chen, Fan, 2024, "Tail risk connectedness in the Carbon-Finance nexus: Evidence from a quantile spillover approach in China," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105803.
• Filep-Mosberger, Palma & Kaszab, Lorant, 2024, "The endogenous growth and asset prices nexus revisited with closed-form solution," Finance Research Letters, Elsevier, volume 68, issue C, DOI: 10.1016/j.frl.2024.105986.
• Choi, Youngran & Josecliff Gladson, Eben & Adhikari, Hari, 2024, "Global dynamics of bond co-movements: insights from the response to the US bond yields using wavelet methods," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106000.
• Di Serio, Mario, 2024, "Public debt determinants: A time-varying analysis of core and peripheral Euro area countries," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106101.
• Chari, Anusha & Garcés, Felipe & Martínez, Juan Francisco & Valenzuela, Patricio, 2024, "Sovereign credit spreads, banking fragility, and global factors," Journal of Financial Stability, Elsevier, volume 72, issue C, DOI: 10.1016/j.jfs.2024.101235.
• Benchimol, Jonathan & Bozou, Caroline, 2024, "Desirable banking competition and stability," Journal of Financial Stability, Elsevier, volume 73, issue C, DOI: 10.1016/j.jfs.2024.101266.
• Sarmiento, Miguel, 2024, "Sudden yield reversals and financial intermediation in emerging markets," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2022.101050.
• Narayan, Shivani & Kumar, Dilip, 2024, "Macroprudential policy and systemic risk in G20 nations," Journal of Financial Stability, Elsevier, volume 75, issue C, DOI: 10.1016/j.jfs.2024.101340.
• Nigmonov, Asror & Shams, Syed & Urbonas, Povilas, 2024, "Estimating probability of default via delinquencies? Evidence from European P2P lending market," Global Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.gfj.2024.101050.
• Davis, Josh & Fuenzalida, Cristian & Huetsch, Leon & Mills, Benjamin & Taylor, Alan M., 2024, "Global natural rates in the long run: Postwar macro trends and the market-implied r∗ in 10 advanced economies," Journal of International Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.jinteco.2024.103919.
• Beauregard, Remy & Christensen, Jens H.E. & Fischer, Eric & Zhu, Simon, 2024, "Inflation expectations and risk premia in emerging bond markets: Evidence from Mexico," Journal of International Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.jinteco.2024.103961.
• Ahmed, Rashad & Rebucci, Alessandro, 2024, "Dollar reserves and U.S. yields: Identifying the price impact of official flows," Journal of International Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jinteco.2024.103974.
• Klaassen, Franc & Mavromatis, Kostas, 2024, "Exchange market pressure in interest rate rules," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 93, issue C, DOI: 10.1016/j.intfin.2024.102005.
• Han, Fei, 2024, "The impact of demographic change on the natural rate of interest in Japan," Japan and the World Economy, Elsevier, volume 69, issue C, DOI: 10.1016/j.japwor.2023.101237.
• Yim, Geunhyung & Nah, Seungho & Oh, Daun, 2024, "Cross-country differences in the effects of monetary policy shocks on output and prices and their determinants," Japan and the World Economy, Elsevier, volume 70, issue C, DOI: 10.1016/j.japwor.2024.101255.
• Sigaux, Jean-David, 2024, "Trading ahead of treasury auctions," Journal of Banking & Finance, Elsevier, volume 158, issue C, DOI: 10.1016/j.jbankfin.2023.107032.
• Abudy, Menachem Meni & Nathan, Daniel & Wohl, Avi, 2024, "Mutual fund flows and government bond returns," Journal of Banking & Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jbankfin.2024.107119.
• Mouabbi, Sarah & Renne, Jean-Paul & Sahuc, Jean-Guillaume, 2024, "Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective," Journal of Banking & Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jbankfin.2024.107131.
• Shambaugh, Jay C. & Zhou, Hang, 2024, "Interest rates across the world: Global, regional, and idiosyncratic factors," Journal of Banking & Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jbankfin.2024.107192.
• Ann Xing, Bingxin & Feunou, Bruno & Nongni-Donfack, Morvan & Sekkel, Rodrigo, 2024, "U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K," Journal of Banking & Finance, Elsevier, volume 168, issue C, DOI: 10.1016/j.jbankfin.2024.107270.
• Delli Gatti, Domenico & Gallegati, Mauro & Palestrini, Antonio & Tedeschi, Gabriele & Vidal-Tomás, David, 2024, "Market power, technical progress and financial fragility," Journal of Economic Behavior & Organization, Elsevier, volume 217, issue C, pages 435-452, DOI: 10.1016/j.jebo.2023.10.037.
• Dietrich, Alexander M. & Müller, Gernot J. & Schoenle, Raphael S., 2024, "Big news: Climate-disaster expectations and the business cycle," Journal of Economic Behavior & Organization, Elsevier, volume 227, issue C, DOI: 10.1016/j.jebo.2024.106719.
• Kaminskas, Rokas & Jurkšas, Linas, 2024, "ECB communication sentiments: How do they relate to the economic environment and financial markets?," Journal of Economics and Business, Elsevier, volume 131, issue C, DOI: 10.1016/j.jeconbus.2024.106198.
• Gouel, Christophe & Ma, Qingyin & Stachurski, John, 2024, "Interest rate dynamics and commodity prices," Journal of Economic Theory, Elsevier, volume 222, issue C, DOI: 10.1016/j.jet.2024.105915.
• Hanson, Samuel G. & Malkhozov, Aytek & Venter, Gyuri, 2024, "Demand-and-supply imbalance risk and long-term swap spreads," Journal of Financial Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jfineco.2024.103814.
• Bosshardt, Joshua & Di Maggio, Marco & Kakhbod, Ali & Kermani, Amir, 2024, "The credit supply channel of monetary policy tightening and its distributional impacts," Journal of Financial Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.jfineco.2024.103914.
• Doshi, Hitesh & Jacobs, Kris & Liu, Rui, 2024, "Modeling volatility in dynamic term structure models," Journal of Financial Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jfineco.2024.103926.
• Tobe, Reiko & Uno, Jun, 2024, "Central bank asset purchases and lending: Impact on search frictions," Journal of Financial Intermediation, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfi.2024.101075.
• Nsafoah, Dennis & Dery, Cosmas, 2024, "Effect of conventional and unconventional monetary policy shocks on housing prices in Canada," Journal of Housing Economics, Elsevier, volume 64, issue C, DOI: 10.1016/j.jhe.2024.101993.
• Pang, Ke & Shiamptanis, Christos, 2024, "Is the Bank of Canada concerned about inflation or the state of the economy?," Journal of International Money and Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jimonfin.2023.102977.
• Christensen, Jens H.E. & Lopez, Jose A. & Mussche, Paul L., 2024, "International evidence on extending sovereign debt maturities," Journal of International Money and Finance, Elsevier, volume 141, issue C, DOI: 10.1016/j.jimonfin.2023.103009.
• de Haan, Jakob & Hoogduin, Lex, 2024, "ECB communication policies: An overview and comparison with the Federal Reserve," Journal of International Money and Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jimonfin.2024.103050.
• Heylen, Freddy & Mareels, Marthe & Van Langenhove, Christophe, 2024, "Long-run perspectives on r-g in OECD countries: An empirical analysis," Journal of International Money and Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jimonfin.2024.103093.
• Freriks, Jorien & Kakes, Jan, 2024, "Lessons from low interest rate policy: How did euro area banks respond?," Journal of International Money and Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jimonfin.2024.103122.
• Kumar, Abhishek & Mallick, Sushanta & Sinha, Apra, 2024, "Fiscal spillover in emerging economies: Real versus financial channels," Journal of International Money and Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jimonfin.2024.103168.
• Belongia, Michael T. & Ireland, Peter N., 2024, "The transmission of monetary policy shocks through the markets for reserves and money," Journal of Macroeconomics, Elsevier, volume 80, issue C, DOI: 10.1016/j.jmacro.2024.103590.
• Koirala, Niraj P. & Koirala, Dhiroj Prasad & Nyiwul, Linus & Hu, Zhining, 2024, "Economic uncertainty, households’ credit situations, and higher education," Journal of Macroeconomics, Elsevier, volume 80, issue C, DOI: 10.1016/j.jmacro.2024.103598.
• Greenwood-Nimmo, Matthew & Steenkamp, Daan & van Jaarsveld, Rossouw, 2024, "A bank-level analysis of interest rate pass-through in South Africa," Journal of Macroeconomics, Elsevier, volume 82, issue C, DOI: 10.1016/j.jmacro.2024.103639.
• Agiomirgianakis, George & Arvanitis, Stavros & Mamatzakis, Emmanuel & Sfakianakis, George, 2024, "Net Interest Income of Greek Banks: is it a case of Bankflation?," Journal of Policy Modeling, Elsevier, volume 46, issue 2, pages 417-431, DOI: 10.1016/j.jpolmod.2024.01.013.
• Jurkšas, Linas & Pereira, Francisco Gomes, 2024, "Fiscal stance role for ECB monetary policy," Journal of Policy Modeling, Elsevier, volume 46, issue 6, pages 1210-1227, DOI: 10.1016/j.jpolmod.2024.06.008.
• Ramlogan, Avinash & Nelson, Andell, 2024, "Assessing the influence of fiscal and monetary policies on carbon dioxide emissions," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 5, issue 3, DOI: 10.1016/j.latcb.2023.100114.
• Walz, Stefan, 2024, "How does the fed affect corporate credit costs? Default risk, creditor segmentation and the post-FOMC drift," Journal of Monetary Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.jmoneco.2023.10.008.
• Kerssenfischer, Mark & Schmeling, Maik, 2024, "What moves markets?," Journal of Monetary Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.jmoneco.2024.103560.
• Fang, Dong-Jie & Yeh, Zong-Wei & He, Jie-Cao & Lin, Shih-Kuei, 2024, "What drives jumps in the secured Overnight Financing Rate? Evidence from the arbitrage-free Nelson–Siegel model with jump diffusion," Pacific-Basin Finance Journal, Elsevier, volume 86, issue C, DOI: 10.1016/j.pacfin.2024.102392.
• Elias, Nikolaos & Smyrnakis, Dimitris & Tzavalis, Elias, 2024, "The forward premium anomaly and the currency carry trade hypothesis," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 203-218, DOI: 10.1016/j.qref.2024.03.013.
• Salisu, Afees A. & Isah, Kazeem O. & Cepni, Oguzhan, 2024, "Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels," The Quarterly Review of Economics and Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.qref.2024.101890.
• Passos, Felipe Vieira & Carrasco-Gutierrez, Carlos Enrique & Loureiro, Paulo Roberto Amorim, 2024, "Monetary policy through the risk-taking channel: Evidence from an emerging market," The Quarterly Review of Economics and Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.qref.2024.101923.
• Ma, Liang, 2024, "Using stock prices to help identify unconventional monetary policy shocks for external instrument SVAR," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1234-1247, DOI: 10.1016/j.iref.2023.08.002.
• Köhler, Ekkehard A. & Hirsch, Patrick & Palhuca, Leonardo, 2024, "A database: How the euro crisis ended: Not with a (fiscal) bang but a whimper," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1422-1441, DOI: 10.1016/j.iref.2023.07.050.
• Cavaca, Igor Bastos & Meurer, Roberto, 2024, "The asymmetry and uncertainty effects on the response of the yield curve to Brazilian monetary policy," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 831-844, DOI: 10.1016/j.iref.2023.07.042.
• Lin, Mucai & Hong, Zhiwu & Su, Ge, 2024, "Transmission of liquidity and credit risks in the Chinese bond market: Analysis based on joint modeling of multiple yield curves," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 597-615, DOI: 10.1016/j.iref.2024.01.017.
• Lan, Jiajun & Peng, Zhiyu & Pan, Yinghao & Liu, Yihan, 2024, "Interest rate liberalization and household investment in China," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103631.
• Giraldo, Carlos & Giraldo, Iader & Gomez-Gonzalez, Jose E. & Uribe, Jorge M., 2024, "Term spread spillovers to Latin America and emergence of the ‘Twin Ds’," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103682.
• Hong, Zhiwu & Wang, Zhenhan & Li, Xinda, 2024, "Foreign trade and China’s yield curve during the COVID-19 pandemic: An analysis based on an extended arbitrage-free Nelson–Siegel model," Research in International Business and Finance, Elsevier, volume 70, issue PB, DOI: 10.1016/j.ribaf.2024.102369.
• Kukk, Merike & Levenko, Natalia, 2024, "Interest rate spreads: Different stories for different types of loan," Research in International Business and Finance, Elsevier, volume 72, issue PA, DOI: 10.1016/j.ribaf.2024.102524.
• Hafedh Bouakez & Takashi Kano, 2024, "Deciphering the Neo-Fisherian Effect," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-49, Aug, revised Dec 2024.
• Ray, Walker & Droste, Michael & Gorodnichenko, Yuriy, 2024, "Unbundling quantitative easing: taking a cue from treasury auctions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120833, Sep.
• Mamatzakis, Emmanuel C., 2024, "High Greek bank net interest margins, recapitalisations and competition," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 124476, Aug.
• Greenwood, Robin & Hanson, Samuel & Vayanos, Dimitri, 2024, "Supply and demand and the term structure of interest rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126107, Nov.
• Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian, 2024, "Consumption in asset returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126152, Sep.
• Kelly, Paul V., 2024, "Eighteenth-century Irish interest rates – market failure in a booming economy," Economic History Working Papers, London School of Economics and Political Science, Department of Economic History, number 127155, Dec.
• Ozan Ekin Kurt, 2024, "A post-Kaleckian econometric analysis of interest rates, income distribution, capacity utilization, accumulation and profit rates: the case of Italy," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 21, issue 3, pages 416-439, October.
• Rabail Chandio & Ani L. Katchova & Dipak Subedi & Anil K. Giri, 2024, "Government payments and farm debt utilization during the pandemic," Agricultural Finance Review, Emerald Group Publishing Limited, volume 85, issue 2, pages 289-314, October, DOI: 10.1108/AFR-09-2023-0127.
• Aijaz Ahmad Bhat & Javaid Iqbal Khan & Javed Ahmad Bhat & Sajad Ahmad Bhat, 2024, "Measuring central bank independence in India – a legal and behavioural case of Reserve Bank of India," International Journal of Social Economics, Emerald Group Publishing Limited, volume 52, issue 3, pages 406-421, June, DOI: 10.1108/IJSE-02-2023-0098.
• Burak Pirgaip & Ozgur Arslan-Ayaydin, 2024, "Exploring the greenium in the green Sukuk universe: evidence from the primary market," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 17, issue 3, pages 423-440, May, DOI: 10.1108/IMEFM-05-2023-0186.
• Takayasu Ito, 2024, "Term Structure of Interbank Interest Rates in Japan Under Different Regimes of Non-traditional Monetary Policy," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "The Finance-Innovation Nexus: Implications for Socio-Economic Development", DOI: 10.1108/S1571-038620240000034019.
• Mohit Kumar & P. Krishna Prasanna, 2024, "Credit spread drivers and cross-country connectedness: a study of emerging economies in Asia," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 31, issue 5, pages 338-350, October, DOI: 10.1108/JABES-10-2023-0392.
• Doddy Ariefianto & Citra Amanda & Zaafri Ananto Husodo, 2024, "Term structure of interest rate and macro economy: an empirical study on selected emerging countries sovereign bond," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 8, issue 2, pages 195-211, September, DOI: 10.1108/JCMS-05-2024-0022.
• Vighneswara Swamy & Vijayakumar Narayanamurthy, 2024, "Are private banks more sensitive to changes in reserve requirements? Evidence from an emerging market," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 30, issue 59, pages 79-115, December, DOI: 10.1108/JEFAS-11-2022-0261.
• Mohit Kumar & P. Krishna Prasanna, 2024, "The interplay between economic policy uncertainty and corporate bond yield in emerging Asian markets," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 7, pages 1425-1439, January, DOI: 10.1108/JES-07-2023-0385.
• Emmanuel Mamatzakis, 2024, "The impact of recapitalisations and bank competition on Greek bank net interest margins," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 6, pages 1304-1321, January, DOI: 10.1108/JES-08-2023-0461.
• Martina Luskova, 2024, "The Effect of Face Masks on Covid Transmission: A Meta-Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2024/2, Jan, revised Jan 2024.
• Tersoo David Iorngurum, 2024, "Interest Rate Pass-Through Asymmetry: A Meta-Analytical Approach," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2024/17, Apr, revised Apr 2024.
• Anton Grui, 2024, "Wartime Interest Rate Pass-Through in Ukraine: The Role of Prudential Indicators," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2024/33, Sep, revised Sep 2024.
• Junko Koeda & Bin Wei, 2024, "Quantifying Forward Guidance and Yield Curve Control," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2024-8, Sep, DOI: 10.29338/wp2024-08.
• Enrique Martínez García & Yixiang Zhang, 2024, "The Contribution of Foreign Holdings of U.S. Treasury Securities to the U.S. Long-Term Interest Rate: An Empirical Investigation of the Impact of the Zero Lower Bound," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 430, Sep, DOI: 10.24149/gwp430.
• Isabel Gödl-Hanisch & Ron Mau & Jonathan Rawls, 2024, "Monetary Policy Interactions: The Policy Rate, Asset Purchases and Optimal Policy with an Interest Rate Peg," Working Papers, Federal Reserve Bank of Dallas, number 2412, Nov, DOI: 10.24149/wp2412.
• Rami Najjar & Adam Hale Shapiro, 2024, "Not All Inflation Is the Same: State-Dependent Transmission of Monetary Policy," Working Paper Series, Federal Reserve Bank of San Francisco, number 2025, Nov, DOI: 10.24148/wp2025-28.
• Luis Ceballos & Jens H. E. Christensen & Damian Romero, 2024, "A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-04, Aug, DOI: 10.24148/wp2024-04.
• Jens H. E. Christensen & Sarah Mouabbi, 2024, "The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-08, Mar, DOI: 10.24148/wp2024-08.
• Jens H. E. Christensen & Mark M. Spiegel, 2024, "Inflation Expectations, Liquidity Premia and Global Spillovers in Japanese Bond Markets," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-12, Jul, DOI: 10.24148/wp2024-12.
• Jens H. E. Christensen & Xin Zhang, 2025, "Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-13, Aug, DOI: 10.24148/wp2024-13.
• James A. Clouse, 2024, "A Field Guide to Monetary Policy Implementation Issues in a New World with CBDC, Stablecoin, and Narrow Banks," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-001, Jan, DOI: 10.17016/FEDS.2024.001.
• Michael T. Kiley, 2024, "Why Have Long-term Treasury Yields Fallen Since the 1980s? Expected Short Rates and Term Premiums in (Quasi-) Real Time," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-054, Jul, DOI: 10.17016/FEDS.2024.054.
• Bradley Katcher & Geng Li & Alvaro Mezza & Steve Ramos, 2024, "One Month Longer, One Month Later? Prepayments in the Auto Loan Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-056, Jul, DOI: 10.17016/FEDS.2024.056.
• Daniel R. Ringo, 2024, "Inframarginal Borrowers and the Mortgage Payment Channel of Monetary Policy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-069, Aug, DOI: 10.17016/FEDS.2024.069.
• Christoph E. Boehm & Niklas Kroner, 2024, "Monetary Policy without Moving Interest Rates: The Fed Non-Yield Shock," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1392, Jul, DOI: 10.17016/IFDP.2024.1392.
• Stefania D'Amico & Max Gillet & Sam Schulhofer-Wohl & Tim Seida, 2024, "Open-Ended Treasury Purchases: From Market Functioning to Financial Easing," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2024-08, Mar, DOI: 10.21033/wp-2024-08.
• François Gourio & Phuong Ngo, 2024, "Downward Nominal Rigidities and Bond Premia," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2024-09, Mar, DOI: 10.21033/wp-2024-09.
• Isabel Schnabel, 2024, "The Last Mile," Review, Federal Reserve Bank of St. Louis, volume 106, issue 2, pages 72-86, April, DOI: 10.20955/r.106.72-86.
• Gara Afonso & Gonzalo Cisternas & Will Riordan, 2024, "Who Is Borrowing and Lending in the Eurodollar and Selected Deposit Markets?," Liberty Street Economics, Federal Reserve Bank of New York, number 20240513, May.
• Marco Del Negro & Keshav Dogra & Aidan Gleich & Pranay Gundam & Donggyu Lee & Ramya Nallamotu & Brian Pacula, 2024, "The New York Fed DSGE Model: A Post-Covid Assessment," Staff Reports, Federal Reserve Bank of New York, number 1082, Jan, DOI: 10.59576/sr.1082.
• Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2024, "Is There Hope for the Expectations Hypothesis?," Staff Reports, Federal Reserve Bank of New York, number 1098, Apr, DOI: 10.59576/sr.1098.