Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy
Download full text from publisher
References listed on IDEAS
- Jeremy J. Siegel, 1972. "Risk, Interest Rates and the Forward Exchange," The Quarterly Journal of Economics, Oxford University Press, vol. 86(2), pages 303-309.
- Niemann, Stefan & Pichler, Paul & Sorger, Gerhard, 2013.
"Public debt, discretionary policy, and inflation persistence,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 37(6), pages 1097-1109.
- Paul Pichler & Gerhard Sorger & Stefan Niemann, 2011. "Public debt, discretionary policy, and inflation persistence," 2011 Meeting Papers 887, Society for Economic Dynamics.
- Brandt, Michael W. & Cochrane, John H. & Santa-Clara, Pedro, 2006. "International risk sharing is better than you think, or exchange rates are too smooth," Journal of Monetary Economics, Elsevier, vol. 53(4), pages 671-698, May.
- John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2013.
"Monetary Policy Drivers of Bond and Equity Risks,"
Harvard Business School Working Papers
14-031, Harvard Business School, revised Jun 2015.
- John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2014. "Monetary Policy Drivers of Bond and Equity Risks," NBER Working Papers 20070, National Bureau of Economic Research, Inc.
- Luis Viceira & Carolin Pflueger & John Campbell, 2014. "Monetary Policy Drivers of Bond and Equity Risks," 2014 Meeting Papers 137, Society for Economic Dynamics.
- Bohn, Henning, 1990.
"A positive theory of foreign currency debt,"
Journal of International Economics,
Elsevier, vol. 29(3-4), pages 273-292, November.
- Henning Bohn, "undated". "A Positive Theory of Foreign Currency Debt," Rodney L. White Center for Financial Research Working Papers 19-88, Wharton School Rodney L. White Center for Financial Research.
- Jesse Schreger & Wenxin Du, 2014. "Sovereign Risk, Currency Risk, and Corporate Balance Sheets," Working Paper 209056, Harvard University OpenScholar.
- Riccardo Colacito & Mariano M. Croce, 2011. "Risks for the Long Run and the Real Exchange Rate," Journal of Political Economy, University of Chicago Press, vol. 119(1), pages 153-181.
- Joel M. David & Espen Henriksen & Ina Simonovska, 2014. "The Risky Capital of Emerging Markets," NBER Working Papers 20769, National Bureau of Economic Research, Inc.
- Araujo, Aloisio & Leon, Marcia & Santos, Rafael, 2013. "Welfare analysis of currency regimes with defaultable debts," Journal of International Economics, Elsevier, vol. 89(1), pages 143-153.
- LeRoy, Stephen F & Porter, Richard D, 1981. "The Present-Value Relation: Tests Based on Implied Variance Bounds," Econometrica, Econometric Society, vol. 49(3), pages 555-574, May.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Diego Perez & Pablo Ottonello, 2016. "The Currency Composition of Sovereign Debt," 2016 Meeting Papers 596, Society for Economic Dynamics.
- Breach , Tomas & D'Amico, Stefania & Orphanides, Athanasios, 2016. "The Term Structure and Inflation Uncertainty," Working Paper Series WP-2016-22, Federal Reserve Bank of Chicago.
- Luigi Bocola & Guido Lorenzoni, 2017.
"Financial Crises and Lending of Last Resort in Open Economies,"
NBER Working Papers
23984, National Bureau of Economic Research, Inc.
- Bocola, Luigi & Lorenzoni, Guido, 2017. "Financial Crises and Lending of Last Resort in Open Economies," Staff Report 557, Federal Reserve Bank of Minneapolis.
More about this item
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- F3 - International Economics - - International Finance
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-09-18 (All new papers)
- NEP-CBA-2016-09-18 (Central Banking)
- NEP-MAC-2016-09-18 (Macroeconomics)
- NEP-MON-2016-09-18 (Monetary Economics)
- NEP-OPM-2016-09-18 (Open Economy Macroeconomics)
- NEP-SOG-2016-09-18 (Sociology of Economics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nbr:nberwo:22592. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (). General contact details of provider: http://edirc.repec.org/data/nberrus.html .