A Portfolio Model of Quantitative Easing
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DOI: 10.24148/wp2016-12
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- Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Papers 2016-19, Swiss National Bank.
- Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Paper Series WP16-7, Peterson Institute for International Economics.
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Citations
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Cited by:
- Arce, Óscar & Nuño, Galo & Thaler, Dominik & Thomas, Carlos, 2020.
"A large central bank balance sheet? Floor vs corridor systems in a New Keynesian environment,"
Journal of Monetary Economics, Elsevier, vol. 114(C), pages 350-367.
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- David M. Arseneau & David Rappoport & Alexandros Vardoulakis, 2017. "Private and Public Liquidity Provision in Over-the-Counter Markets," Finance and Economics Discussion Series 2017-033, Board of Governors of the Federal Reserve System (U.S.).
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"Term structure dynamics at low and negative interest rates—evidence from Switzerland,"
Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 154(1), pages 1-17, December.
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- Jan Willem van den End, 2019. "Effects of QE on sovereign bond spreads through the safe asset channel," DNB Working Papers 647, Netherlands Central Bank, Research Department.
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More about this item
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2016-08-21 (Central Banking)
- NEP-MAC-2016-08-21 (Macroeconomics)
- NEP-MON-2016-08-21 (Monetary Economics)
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