A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers
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- Vayanos, Dimitri & Gourinchas, Pierre-Olivier & Ray, Walker, 2022. "A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers," CEPR Discussion Papers 17119, C.E.P.R. Discussion Papers.
Citations
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Cited by:
- Ostry, D. A., 2023. "Tails of Foreign Exchange-at-Risk (FEaR)," Cambridge Working Papers in Economics 2343, Faculty of Economics, University of Cambridge.
- Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2023. "An unconventional FX tail risk story," LSE Research Online Documents on Economics 120052, London School of Economics and Political Science, LSE Library.
- James Costain & Galo Nuño & Carlos Thomas, 2022.
"The Term Structure of Interest Rates in a Heterogeneous Monetary Union,"
CESifo Working Paper Series
9844, CESifo.
- James Costain & Galo Nuño & Carlos Thomas, 2022. "The Term Structure of Interest Rates in a Heterogeneous Monetary Union," Working Papers 2223, Banco de España.
- James Costain & Galo Nuño Barrau & Carlos Thomas, 2024. "The term structure of interest rates in a heterogeneous monetary union," BIS Working Papers 1165, Bank for International Settlements.
- Carlos Cañon & Eddie Gerba & Alberto Pambira & Evarist Stoja, 2023. "An Unconventional FX Tail Risk Story," CESifo Working Paper Series 10629, CESifo.
- Luca Fornaro & Christoph Grosse-Steffen, 2024. "Fragmented monetary unions," Economics Working Papers 1883, Department of Economics and Business, Universitat Pompeu Fabra.
- Malliaropulos, Dimitris & Migiakis, Petros, 2023.
"A global monetary policy factor in sovereign bond yields,"
Journal of Empirical Finance, Elsevier, vol. 70(C), pages 445-465.
- Dimitris Malliaropulos & Petros Migiakis, 2022. "A global monetary policy factor in sovereign bond yields," Working Papers 301, Bank of Greece.
- Luca Fornaro & Christoph Grosse-Steffen, 2024. "Fragmented Monetary Unions," Working Papers 1437, Barcelona School of Economics.
- Jappelli, Ruggero & Pelizzon, Loriana & Subrahmanyam, Marti G., 2023. "Quantitative easing, the repo market, and the term structure of interest rates," SAFE Working Paper Series 395, Leibniz Institute for Financial Research SAFE.
- International Monetary Fund, 2022. "Denmark: Selected Issues," IMF Staff Country Reports 2022/170, International Monetary Fund.
- Matías Moretti & Lorenzo Pandolfi & Sergio L. Schmukler & Germán Villegas Bauer & Tomás Williams, 2024. "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," CSEF Working Papers 713, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
More about this item
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- F42 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Policy Coordination and Transmission
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2022-05-16 (Central Banking)
- NEP-IFN-2022-05-16 (International Finance)
- NEP-MAC-2022-05-16 (Macroeconomics)
- NEP-MON-2022-05-16 (Monetary Economics)
- NEP-OPM-2022-05-16 (Open Economy Macroeconomics)
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