Projected Evolution of the SOMA Portfolio and the 10-Year Treasury Term Premium Effect
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DOI: 10.17016/2380-7172.2081
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Cited by:
- John C. Williams, 2017. "Interest Rates and the “New Normal”," Speech 182, Federal Reserve Bank of San Francisco.
- Luchelle Soobyah & Daan Steenkamp, 2020. "Term premium and rate expectation estimates from the South African yield curve," Working Papers 9998, South African Reserve Bank.
- Martin M. Andreasen & Kasper Joergensen & Andrew C. Meldrum, 2019. "Bond Risk Premiums at the Zero Lower Bound," Finance and Economics Discussion Series 2019-040, Board of Governors of the Federal Reserve System (U.S.).
- Christopher J. Neely, 2019. "What to Expect from Quantitative Tightening," Economic Synopses, Federal Reserve Bank of St. Louis, issue 8, April.
- John C. Williams, 2017. "Interest Rates and the \\"New Normal\\"," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Martin Møller Andreasen & Kasper Jørgensen & Andrew Meldrum, 2019. "Bond Risk Premiums at the Zero Lower Bound," CREATES Research Papers 2019-10, Department of Economics and Business Economics, Aarhus University.
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This paper has been announced in the following NEP Reports:- NEP-CBA-2017-10-01 (Central Banking)
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