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The Impact of Pensions and Insurance on Global Yield Curves

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Cited by:

  1. Giese, Julia & Joyce, Michael & Meaning, Jack & Worlidge, Jack, 2021. "Preferred habitat investors in the UK government bond market," Bank of England working papers 939, Bank of England.
  2. Gordon Y. Liao & Tony Zhang, 2020. "The Hedging Channel of Exchange Rate Determination," International Finance Discussion Papers 1283, Board of Governors of the Federal Reserve System (U.S.).
  3. Valentin Haddad & Alan Moreira & Tyler Muir, 2021. "When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response [Funding value adjustments]," Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5309-5351.
  4. Kubitza, Christian & Grochola, Nicolaus & Gründl, Helmut, 2021. "Life insurance convexity," ICIR Working Paper Series 42/21, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
  5. Balter, Anne G. & Pelsser, Antoon & Schotman, Peter C., 2021. "What does a term structure model imply about very long-term interest rates?," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 202-219.
  6. De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason, 2021. "Monetary policy uncertainty and monetary policy surprises," Journal of International Money and Finance, Elsevier, vol. 112(C).
  7. Amariei, Cosmina, 2020. "Asset Allocation in Europe: Reality vs. Expectations," ECMI Papers 27304, Centre for European Policy Studies.
  8. Viral V Acharya & Ryan Niladri & Matteo Crosignani & Tim Eisert & Renée Spigt, 2022. "Exorbitant privilege? Quantitative easing and the bond market subsidy of prospective fallen angels," BIS Working Papers 1002, Bank for International Settlements.
  9. De Pooter, Michiel & Favara, Giovanni & Modugno, Michele & Wu, Jason, 2021. "Reprint: Monetary policy uncertainty and monetary policy surprises," Journal of International Money and Finance, Elsevier, vol. 114(C).
  10. Joseph Kopecky & Alan M. Taylor, 2020. "The Murder-Suicide of the Rentier: Population Aging and the Risk Premium," NBER Working Papers 26943, National Bureau of Economic Research, Inc.
  11. Barbu, Alexandru & Fricke, Christoph & ,, 2020. "Procyclical Asset Management and Bond Risk Premia," CEPR Discussion Papers 15123, C.E.P.R. Discussion Papers.
  12. Todd M. Hazelkorn & Tobias J. Moskowitz & Kaushik Vasudevan, 2023. "Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price," Journal of Finance, American Finance Association, vol. 78(1), pages 301-345, February.
  13. Wilson, Christian & Caldecott, Ben, 2023. "Investigating the role of passive funds in carbon-intensive capital markets: Evidence from U.S. bonds," Ecological Economics, Elsevier, vol. 209(C).
  14. Johan Hombert & Victor Lyonnet, 2022. "Can Risk Be Shared across Investor Cohorts? Evidence from a Popular Savings Product," Review of Financial Studies, Society for Financial Studies, vol. 35(12), pages 5387-5437.
  15. Kubitza, Christian, 2021. "Investor-driven corporate finance: Evidence from insurance markets," ICIR Working Paper Series 43/21, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
  16. Jansen, Kristy, 2021. "Essays on institutional investors, portfolio choice, and asset prices," Other publications TiSEM fd998408-d282-4e0f-b542-4, Tilburg University, School of Economics and Management.
  17. Driessen, Joost & Nijman, Theodore E. & Simon, Zorka, 2022. "A simple approach to estimate long-term interest rates," SAFE Working Paper Series 238, Leibniz Institute for Financial Research SAFE, revised 2022.
  18. Becker, Christoph, 2021. "The liquidity mechanics of dealer banks in the market-based credit system," Economic Modelling, Elsevier, vol. 105(C).
  19. Dirk Broeders & Kristy Jansen, 2021. "Pension Funds and Drivers of Heterogeneous Investment Strategies," Working Papers 712, DNB.
  20. Liao, Gordon Y., 2020. "Credit migration and covered interest rate parity," Journal of Financial Economics, Elsevier, vol. 138(2), pages 504-525.
  21. Thiago Revil T. Ferreira & Samer Shousha, 2020. "Scarcity of Safe Assets and Global Neutral Interest Rates," International Finance Discussion Papers 1293, Board of Governors of the Federal Reserve System (U.S.).
  22. Lugo, Stefano, 2021. "Short-term debt catering," Journal of Corporate Finance, Elsevier, vol. 66(C).
  23. Wenxin Du & Alessandro Fontana & Petr Jakubik & Ralph S J Koijen & Hyun Song Shin, 2023. "International portfolio frictions," BIS Working Papers 1137, Bank for International Settlements.
  24. Lugo, Stefano, 2023. "Cost of monitoring and risk taking in the money market funds industry," Journal of Financial Intermediation, Elsevier, vol. 53(C).
  25. Valentin Haddad & Alan Moreira & Tyler Muir, 2020. "When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response," NBER Working Papers 27168, National Bureau of Economic Research, Inc.
  26. Stolyarov, Dmitriy & Tesar, Linda L., 2021. "Interest rate trends in a global context," Economic Modelling, Elsevier, vol. 101(C).
  27. Ge, Shan & Weisbach, Michael S., 2021. "The role of financial conditions in portfolio choices: The case of insurers," Journal of Financial Economics, Elsevier, vol. 142(2), pages 803-830.
  28. Thiago Revil T. Ferreira & Samer Shousha, 2021. "Supply of Sovereign Safe Assets and Global Interest Rates," International Finance Discussion Papers 1315, Board of Governors of the Federal Reserve System (U.S.).
  29. Fuhrer, Lucas Marc & Giese, Julia, 2021. "Gilt auctions and secondary market dynamics," Finance Research Letters, Elsevier, vol. 38(C).
  30. Dmitriy Stolyarov & Linda L. Tesar, 2019. "Interest Rate Trends in a Global Context," Working Papers wp402, University of Michigan, Michigan Retirement Research Center.
  31. Chen Kang & Mingwang Cheng & Xinyu Wei, 2024. "Institutional Pension Insurance in Sustainable Development of Urban–Rural Intergenerational Support," Agriculture, MDPI, vol. 14(3), pages 1-19, March.
  32. Kristy Jansen, 2023. "Long-term Investors, Demand Shifts, and Yields," Working Papers 769, DNB.
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