1. Mutual fund flows and government bond returns. (2024). Wohl, Avi ; Nathan, Daniel ; Abudy, Menachem Meni.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000396.

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2. Investor heterogeneity and large-scale asset purchases. (2024). de Falco, Veronica ; Breckenfelder, Johannes.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20242938.

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3. Quantitative easing, the repo market, and the term structure of interest rates. (2023). Subrahmanyam, Marti G ; Pelizzon, Loriana ; Jappelli, Ruggero.
   In: SAFE Working Paper Series.
   RePEc:zbw:safewp:395.

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4. Supply and Demand and the Term Structure of Interest Rates. (2023). Vayanos, Dimitri ; Hanson, Samuel ; Greenwood, Robin.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:31879.

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5. Crowded out from the beginning: Impact of government debt on corporate financing. (2023). James, Christopher M ; Ersahin, Nuri ; Akkoyun, Cagri.
   In: Journal of Financial Intermediation.
   RePEc:eee:jfinin:v:56:y:2023:i:c:s1042957323000293.

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6. Euro area sovereign bond risk premia before and during the Covid-19 pandemic. (2023). Schwaab, Bernd ; Corradin, Stefano.
   In: European Economic Review.
   RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000314.

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7. Long-term Investors, Demand Shifts, and Yields. (2023). Jansen, Kristy.
   In: Working Papers.
   RePEc:dnb:dnbwpp:769.

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8. Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo.
   In: Bank of England working papers.
   RePEc:boe:boeewp:1034.

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9. Exploring the market risk profiles of US and European stock insurers. (2023). Grndl, Helmut ; Browne, Mark J ; Grochola, Nicolaus ; Schltter, Sebastian.
   In: Risk Management and Insurance Review.
   RePEc:bla:rmgtin:v:26:y:2023:i:3:p:287-341.

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10. Stablecoins and the Financing of the Real Economy. (2023). Nguyen, Benoit ; Gardin, Paul ; Barthelemy, Jean.
    In: Working papers.
    RePEc:bfr:banfra:908.

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11. Fragility of Safe Asset Markets. (2022). Phelan, Gregory ; Eisenbach, Thomas M.
    In: Staff Reports.
    RePEc:fip:fednsr:94496.

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12. Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves. (2022). Chatziantoniou, Ioannis ; Gabauer, David ; Stenfors, Alexis.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001305.

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13. International Portfolio Rebalancing and Fiscal Policy Spillovers. (2022). Kabaca, Serdar ; Aysun, Uluc ; Alpanda, Sami.
    In: Working Papers.
    RePEc:cfl:wpaper:2022-01ua.

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14. The local supply channel of QE: evidence from the Bank of England’s gilt purchases. (2022). Joyce, Michael ; Froemel, Maren ; Kaminska, Iryna.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0980.

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15. Life insurance convexity. (2021). Grundl, Helmut ; Grochola, Nicolaus ; Kubitza, Christian.
    In: ICIR Working Paper Series.
    RePEc:zbw:icirwp:4221.

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16. Exploring the market risk profiles of U.S. and European life insurers. (2021). Schlutter, Sebastian ; Grundl, Helmut ; Browne, Mark Joseph ; Grochola, Nicolaus.
    In: ICIR Working Paper Series.
    RePEc:zbw:icirwp:3921.

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17. A Preferred?Habitat Model of the Term Structure of Interest Rates. (2021). Vayanos, Dimitri ; Vila, Jeanluc.
    In: Econometrica.
    RePEc:wly:emetrp:v:89:y:2021:i:1:p:77-112.

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18. The life cycle of trading activity and liquidity of Government of Canada bonds: Evidence from cash, repo and securities lending markets. (2021). Bulusu, Narayan ; Gungor, Sermin.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:54:y:2021:i:2:p:557-581.

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19. Essays on institutional investors, portfolio choice, and asset prices. (2021). Jansen, Kristy .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:fd998408-d282-4e0f-b542-40e6154f40d2.

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20. Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves. (2021). Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2021-06.

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21. Winners and losers from sovereign debt inflows. (2021). Williams, Tomas ; Pandolfi, Lorenzo ; Martin, Alberto ; Broner, Fernando.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:130:y:2021:i:c:s0022199621000234.

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22. Gilt auctions and secondary market dynamics. (2021). Fuhrer, Lucas ; Giese, Julia.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309134.

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23. Heterogeneity in corporate debt structures and the transmission of monetary policy. (2021). Thurwachter, Claire ; Holm-Hadulla, Federic.
    In: European Economic Review.
    RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121000969.

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24. Preferred habitat investors in the UK government bond market. (2021). Worlidge, Jack ; Meaning, Jack ; Joyce, Michael ; Giese, Julia.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0939.

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25. Currency hedging and quantitative easing: Evidence from global bond markets. (2021). Zhong, Rui ; Zhang, Jie ; Kryzanowski, Lawrence.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:21:y:2021:i:2:p:555-597.

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26. Interest rate risk of life insurers: Evidence from accounting data. (2021). Möhlmann, Axel ; Mohlmann, Axel .
    In: Financial Management.
    RePEc:bla:finmgt:v:50:y:2021:i:2:p:587-612.

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27. Procyclical asset management and bond risk premia. (2020). Moench, Emanuel ; Monch, Emanuel ; Fricke, Christoph ; Barbu, Alexandru.
    In: Discussion Papers.
    RePEc:zbw:bubdps:382020.

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28. Winners and Losers from Sovereign Debt Inflows. (2020). Williams, Tomas ; Pandolfi, Lorenzo ; Martin, Alberto ; Broner, Fernando.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:562.

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29. Winners and Losers from Sovereign Debt Inflows. (2020). Williams, Tomas ; Pandolfi, Lorenzo ; Martin, Alberto ; Broner, Fernando.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27772.

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30. It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities. (2020). Shachar, Or ; Kovner, Anna ; Boyarchenko, Nina.
    In: Staff Reports.
    RePEc:fip:fednsr:88407.

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31. Capital Flows, Asset Prices, and the Real Economy: A China Shock in the U.S. Real Estate Market. (2020). Zhang, Calvin ; Shen, Leslie Sheng ; Li, Zhimin.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1286.

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32. The Hedging Channel of Exchange Rate Determination. (2020). Zhang, Tony ; Liao, Gordon Y.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1283.

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33. A preferred-habitat model of the term structure of interest rates. (2020). Vila, Jean-Luc ; Vayanos, Dimitri.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:106509.

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34. Credit migration and covered interest rate parity. (2020). Liao, Gordon.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:138:y:2020:i:2:p:504-525.

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35. Its what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities. (2020). Kovner, Anna ; Boyarchenko, Nina ; Shachar, OR.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15432.

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36. Its What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities. (2020). Kovner, Anna ; Boyarchenko, Nina ; Shachar, OR.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8679.

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37. Dissecting interbank risk using basis swap spreads. (2020). Serrano, Pedro ; Ruiz, Jesus ; Petit, Nuria ; Lafuente, Juan Angel.
    In: The World Economy.
    RePEc:bla:worlde:v:43:y:2020:i:3:p:729-757.

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38. Winners and Losers from Sovereign Debt Inflows: Evidence from the Stock Market. (2020). Williams, Tomas ; Pandolfi, Lorenzo ; Broner, Fernando ; Martin, Alberto.
    In: Working Papers.
    RePEc:bge:wpaper:1152.

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39. Den Strukturwandel meistern. Jahresgutachten 2019/20. (2019). Wieland, Volker ; Truger, Achim ; Schnabel, Isabel ; Schmidt, Christoph M ; Feld, Lars P.
    In: Annual Economic Reports / Jahresgutachten.
    RePEc:zbw:svrwjg:201920.

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40. The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach. (2019). Tai, Tzu ; Lee, Cheng Few ; Chen, Hong-Yi.
    In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
    RePEc:wsi:rpbfmp:v:22:y:2019:i:02:n:s0219091519500139.

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41. Accounting for Sustainable Finance: Does Fair value Accounting Fit for Long-term Investing in Equity?. (2019). Palea, Vera.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
    RePEc:uto:dipeco:201912.

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42. Winners and losers from Sovereign debt inflows: evidence from the stock market. (2019). Broner, Fernando ; Williams, Tomas ; Pandolfi, Lorenzo ; Martin, Alberto.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1693.

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43. Credit Migration and Covered Interest Rate Parity. (2019). Liao, Gordon Y.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1255.

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44. Capital flows and sovereign debt markets: Evidence from index rebalancings. (2019). Williams, Tomas ; Pandolfi, Lorenzo.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:132:y:2019:i:2:p:384-403.

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45. Fiscal consolidations and the cost of credit. (2019). Igan, Deniz ; Aca, Enay .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:120:y:2019:i:c:p:84-108.

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46. A Supply and Demand Approach to Equity Pricing. (2019). Jo, Evan ; Calvet, Laurent ; Betermier, Sebastien.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13974.

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47. Money Market Funds and Unconventional Monetary Policy. (2019). Dunne, Peter ; Sorbo, Jacopo ; Bua, Giovanna.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:7/rt/19.

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48. Monetary Policy and Money Market Funds. (2019). Dunne, Peter ; Bua, Giovanna.
    In: Economic Letters.
    RePEc:cbi:ecolet:9/el/19.

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49. Much ado about nothing: A study of differential pricing and liquidity of short and long term bonds. (2018). Simon, Zorka ; Nijman, Theodore E ; Driessen, Joost.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:238.

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50. ECB interventions in distressed sovereign debt markets: The case of Greek bonds. (2018). Trebesch, Christoph ; Zettelmeyer, Jeromin.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:2101.

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51. ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds. (2018). Trebesch, Christoph ; Zettelmeyer, Jeromin.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:66:y:2018:i:2:d:10.1057_s41308-018-0051-y.

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52. ECB Policies Involving Government Bond Purchases: Impact and Channels*. (2018). Nagel, Stefan ; Vissing-Jorgensen, Annette ; Krishnamurthy, Arvind.
    In: Review of Finance.
    RePEc:oup:revfin:v:22:y:2018:i:1:p:1-44..

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53. Forecasting Bond Yields with Segmented Term Structure Models. (2018). Almeida, Caio ; Vicente, Jose ; Simonsen, Axel ; Kubudi, Daniela ; Ardison, Kym .
    In: Journal of Financial Econometrics.
    RePEc:oup:jfinec:v:16:y:2018:i:1:p:1-33..

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54. A cost-risk analysis of sovereign debt composition in CESEE. (2018). Beer, Sebastian.
    In: Focus on European Economic Integration.
    RePEc:onb:oenbfi:y:2018:i:q1-18:b:1.

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55. Scarcity and Spotlight Effects on Liquidity and Yield: Quantitative Easing in Japan. (2018). Pelizzon, Loriana ; Uno, Jun ; Tobe, Reiko ; Subrahmanyam, Marti G.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:18-e-14.

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56. The Impact of Pensions and Insurance on Global Yield Curves. (2018). Vissing-Jorgensen, Annette ; Greenwood, Robin.
    In: Harvard Business School Working Papers.
    RePEc:hbs:wpaper:18-109.

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57. Unconventional U.S. Monetary Policy: New Tools, Same Channels?. (2018). Huber, Florian ; Feldkircher, Martin.
    In: JRFM.
    RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:71-:d:178738.

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58. The macroeconomic effects of asset purchases revisited. (2018). Hofmann, Boris ; Weber, James Michael ; Hesse, Henning.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:58:y:2018:i:c:p:115-138.

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59. Home away from home? Foreign demand and London house prices. (2018). Badarinza, Cristian ; Ramadorai, Tarun.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:130:y:2018:i:3:p:532-555.

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60. Large-scale bond purchases in a currency union with segmentation in the market for government debt. (2018). Tischbirek, Andreas.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:95:y:2018:i:c:p:37-69.

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61. A hybrid spline-based parametric model for the yield curve. (2018). Almeida, Caio ; Faria, Adriano .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:86:y:2018:i:c:p:72-94.

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62. ECB interventions in distressed sovereign debt markets: The case of Greek bonds. (2018). Trebesch, Christoph ; Zettelmeyer, Jeromin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12635.

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63. What drives flight to quality?. (2018). Opitz, Sebastian ; Szimayer, Alexander.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:58:y:2018:i:s1:p:529-571.

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64. An explanation of negative swap spreads: demand for duration from underfunded pension plans. (2018). Sundaresan, Suresh ; Klingler, Sven.
    In: BIS Working Papers.
    RePEc:bis:biswps:705.

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65. Government of Canada Securities in the Cash, Repo and Securities Lending Markets. (2018). Gungor, Sermin ; Bulusu, Narayan.
    In: Discussion Papers.
    RePEc:bca:bocadp:18-4.

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66. Interest rate risk of life insurers: Evidence from accounting data. (2017). Möhlmann, Axel ; Mohlmann, Axel.
    In: Discussion Papers.
    RePEc:zbw:bubdps:102017.

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67. Scarcity effects of QE: A transaction-level analysis in the Bund market. (2017). Schrimpf, Andreas ; Hofer, Heiko ; Riordan, Ryan ; Schlepper, Kathi .
    In: Discussion Papers.
    RePEc:zbw:bubdps:062017.

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68. ECB Policies Involving Government Bond Purchases: Impact and Channels. (2017). Nagel, Stefan ; Vissing-Jorgensen, Annette ; Krishnamurthy, Arvind.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23985.

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69. Cross-border spillover effects of unconventional monetary policies on Swiss asset prices. (2017). Bernhard, Severin ; Ebner, Till .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:75:y:2017:i:c:p:109-127.

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70. The market for lemmings: The herding behavior of pension funds. (2017). Zinna, Gabriele ; Sarno, Lucio ; Blake, David.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:36:y:2017:i:c:p:17-39.

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71. Flow effects of central bank asset purchases on euro area sovereign bond yields: evidence from a natural experiment. (2017). Holm-Hadulla, Fédéric ; De Santis, Roberto A.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172052.

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72. Safe assets: a review. (2017). Perotti, Enrico ; Golec, Pascal .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172035.

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73. Dissecting interbank risk. (2017). Lafuente, Juan Angel ; Petit, Nuria ; Aguilar, Pedro Serrano .
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:24553.

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74. ECB Policies Involving Government Bond Purchases: Impacts and Channels. (2017). Nagel, Stefan ; Vissing-Jorgensen, Annette ; Krishnamurthy, Arvind.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12399.

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75. Optimal quantitative easing. (2017). Harrison, Richard.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0678.

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76. The impact of Solvency II regulations on life insurers’ investment behaviour. (2017). Vause, Nicholas ; Noss, Joseph ; Douglas, Graeme .
    In: Bank of England working papers.
    RePEc:boe:boeewp:0664.

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77. Long-term Interest Rates and Public Debt Maturity. (2017). Beetsma, Roel ; Sakalauskaite, Ieva ; Giuliodori, Massimo.
    In: Economica.
    RePEc:bla:econom:v:84:y:2017:i:335:p:541-558.

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78. Scarcity effects of QE: A transaction-level analysis in the Bund market. (2017). Schrimpf, Andreas ; Hofer, Heiko ; Riordan, Ryan ; Schlepper, Kathi .
    In: BIS Working Papers.
    RePEc:bis:biswps:625.

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79. Unconventional US Monetary Policy: New Tools, Same Channels?. (2016). Huber, Florian ; Feldkircher, Martin.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:4934.

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80. Unconventional US Monetary Policy: New Tools, Same Channels?. (2016). Huber, Florian ; Feldkircher, Martin.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp222.

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81. The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds. (2016). Brooks, Jordan ; Boudoukh, Jacob ; Xu, Zhikai ; Richardson, Matthew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22576.

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82. Unconventional Monetary Policy in a Currency Union with Segmentation in the Market for Government Debt. (2016). Tischbirek, Andreas.
    In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
    RePEc:lau:crdeep:16.16.

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83. A Literature Review of the Efficient Market Hypothesis. (2016). Fakhry, Bachar.
    In: Turkish Economic Review.
    RePEc:ksp:journ2:v:3:y:2016:i:3:p:431-442.

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84. Is the supply of long-term debt independent of the term premia? Evidence from Portugal. (2016). Afonso, Antonio ; Singh, Manish K.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp112016.

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85. Strategy and tactics in public debt management. (2016). Manna, Michele ; Dottori, Davide.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:38:y:2016:i:1:p:1-25.

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86. What is the effect of unconventional monetary policy on bank performance?. (2016). mamatzakis, emmanuel ; Bermpei, Theodora.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:67:y:2016:i:c:p:239-263.

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87. Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme. (2016). Schwaab, Bernd ; Eser, Fabian.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:119:y:2016:i:1:p:147-167.

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88. Domestic and Cross-Border Auction Cycle Effects of Sovereign Bond Issuance in the Euro Area. (2016). Beetsma, Roel ; Hanson, Jesper ; Giuliodori, Massimo ; de Jong, Frank.
    In: CEPR Discussion Papers.
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89. A CRISE FINANCEIRA AMERICANA E AS IMPLICAÇÕES PARA A POLÍTICA MONETÁRIA. (2016). Saraiva, Paulo Jose ; de Melo, Andre ; de Paula, Luiz Fernando ; dePaula, Luiz Fernando .
    In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting].
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90. ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds. (2015). Zettelmeyer, Jeromin ; Trebesch, Christoph.
    In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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91. Analysis of the Economic Research Context after the Outbreak of the Economic Crisis of 2007-2009. (2015). Opreana, Alin ; Vinerean, Simona .
    In: Expert Journal of Economics.
    RePEc:exp:econcs:v:3:y:2015:i:1:p:77-92.

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92. Capital inflows and euro area long-term interest rates. (2015). Fidora, Michael ; Carvalho, Daniel.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:54:y:2015:i:c:p:186-204.

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93. Monetary policy and long-term real rates. (2015). Stein, Jeremy ; Hanson, Samuel.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:3:p:429-448.

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94. Capital inflows and euro area long-term interest rates. (2015). Fidora, Michael ; Carvalho, Daniel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151798.

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95. Capital inflows and euro area long-term interest rates. (2015). Carvalho, Daniel ; Fidora, Michael.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141798.

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96. Heterogenous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds. (2015). Ramadorai, Tarun ; Babina, Tania ; Lundblad, Christian T ; Jotikasthira, Chotibhak .
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97. International Spillovers of Large-Scale Asset Purchases. (2015). Kabaca, Serdar ; Alpanda, Sami.
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98. Capital Inflows and euro area long-term interest rates. (2014). Fidora, Michael ; Carvalho, Daniel.
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99. The exchange rate effect of multi-currency risk arbitrage. (2014). Hau, Harald.
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100. Mortgage convexity. (2014). Hanson, Samuel.
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101. Government Debt Management: The Long and the Short of It. (2014). Scott, Andrew ; Oikonomou, Rigas ; Marcet, Albert ; Faraglia, Elisa .
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102. ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds. (2014). Zettelmeyer, Jeromin.
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103. What Determines CDS Prices? Evidence from the Estimation of Protection Demand and Supply. (2014). Miyakawa, Daisuke ; Watanabe, Shuji ; Titman, Sheridan.
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104. Government Debt Management: The Long and the Short of It (Plus Appendix). (2014). Scott, Andrew ; Oikonomou, Rigas ; Marcet, Albert ; Faraglia, Elisa .
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105. Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt. (2013). Vayanos, Dimitri ; Nosbusch, Yves ; Guibaud, Stéphane.
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106. The Impact of the Federal Reserves Large‐Scale Asset Purchase Programs on Corporate Credit Risk. (2013). Zakrajsek, Egon ; Gilchrist, Simon ; Zakrajek, Egon.
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107. Real Money Investors and Sovereign Bond Yields. (2013). Zhang, Yuanyan S ; Jaramillo, Laura.
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108. Testing the Preferred-Habitat Theory: The Role ofTime-Varying Risk Aversion. (2013). Strohsal, Till.
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109. Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity. (2013). Viceira, Luis ; Pflueger, Carolin.
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110. The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors. (2013). D'Amico, Stefania ; Kitzul, Yuriy ; Fan, Roger .
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111. A Portfolio-Balance Approach to the Nominal Term Structure. (2013). King, Thomas.
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112. Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserves asset purchase announcements. (2013). D'Amico, Stefania ; Li, Canlin ; Damico, Stefania ; Cahill, Michael E. ; Sears, John S..
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113. Do inflation-linked bonds contain information about future inflation?. (2013). Guillén, Osmani ; Guillén, Osmani ; Guillen, Osmani Teixeira de Carvalho, ; Vicente, Jose Valentim Machado, ; Guillén, Osmani.
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114. Do inflation-linked bonds contain information about future inflation?. (2013). Guillén, Osmani ; Guillén, Osmani ; Jose Valentim Machado Vicente, ; Guillén, Osmani ; Osmani Teixeira De Carvalho Guillen, ; Osmani Teixeira de Carvalho Guillen, .
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115. Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply. (2013). King, Thomas ; D'Amico, Stefania ; Damico, Stefania.
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116. Credit and liquidity components of corporate CDS spreads. (2013). Dufour, Alfonso ; Varotto, Simone ; Coro, Filippo .
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117. The contribution of US bond demand to the US bond yield conundrum of 2004–2007: An empirical investigation. (2013). Stewart, Chris ; Goda, Thomas ; Lysandrou, Photis.
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118. Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt. (2013). Vayanos, Dimitri ; Guibaud, Stéphane ; Nosbusch, Yves .
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119. Unconventional monetary policy: the assessment. (2012). Radia, Amar ; Bowdler, Christopher .
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120. Why are excess returns on China’s Treasury bonds so predictable? The role of the monetary system. (2012). Zhang, Chu ; Tian, Shu ; Fan, Longzhen .
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121. Inflation-Indexed Bonds and the Expectations Hypothesis. (2011). Viceira, Luis ; Pflueger, Carolin.
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122. Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity. (2011). Viceira, Luis ; Pflueger, Carolin.
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123. Bond market clienteles, the yield curve and the optimal maturity structure of government debt. (2011). Vayanos, Dimitri ; Nosbusch, Yves ; Guibaud, Stephane.
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124. Rollover Risk and Credit Risk. (2010). Xiong, Wei ; He, Zhiguo.
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125. Macroeconomics and the Term Structure. (2010). Gürkaynak, Refet ; Wright, Jonathan.
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126. Fire sales of safe assets. (). Pinter, Gabor ; Walker, Danny ; Siriwardane, Emil.
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2. Restoring rational choice: The challenge of consumer financial regulation. (2016). Campbell, John.
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3. The Role of Prepayment Penalties in Mortgage Loans. (2015). Gavazza, Alessandro ; Benetton, Matteo ; Beltratti, Andrea E.
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4. Mortgage risk and the yield curve. (2015). Venter, Gyuri ; Mueller, Philippe ; Vedolin, Andrea ; Malkhozov, Aytek.
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5. Securitization and the fixed-rate mortgage. (2014). Vickery, James ; Fuster, Andreas.
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6. Groupthink: Collective Delusions in Organizations and Markets. (2013). Benabou, Roland.
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7. Groupthink: Collective Delusions in Organizations and Markets. (2013). Benabou, Roland.
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8. The ins and outs of LSAPs.. (2013). Vissing-Jorgensen, Annette ; Krishnamurthy, Arvind.
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9. The impact of the Federal Reserves Large-Scale Asset Purchase programs on corporate credit risk. (2013). Zakrajsek, Egon ; Gilchrist, Simon.
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10. Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserves asset purchase announcements. (2013). D'Amico, Stefania ; Li, Canlin ; Damico, Stefania ; Cahill, Michael E. ; Sears, John S..
    In: Finance and Economics Discussion Series.
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11. Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply. (2013). King, Thomas ; D'Amico, Stefania ; Damico, Stefania.
    In: Journal of Financial Economics.
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12. Delegated asset management, investment mandates, and capital immobility. (2013). He, Zhiguo ; Xiong, Wei.
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13. Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply. (2012). King, Thomas ; D'Amico, Stefania.
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14. Aggregate implications of micro asset market segmentation. (2012). Weill, Pierre-Olivier ; Edmond, Chris.
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15. Limited arbitrage between equity and credit markets. (2012). Kapadia, Nikunj ; Pu, Xiaoling .
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16. Do arbitrageurs amplify economic shocks?. (2012). Hong, Harrison ; Fishman, Tal ; Kubik, Jeffrey D..
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17. The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy. (2011). Vissing-Jorgensen, Annette ; Krishnamurthy, Arvind.
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18. Complex Mortgages. (2011). Sialm, Clemens ; Huang, Jennifer ; Amromin, Gene ; Zhong, Edward .
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19. Discount Rates. (2011). Cochrane, John.
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20. Demographics, dividend clienteles and the dividend premium. (2011). Lee, King Fuei.
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21. The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy. (2011). Vissing-Jorgensen, Annette ; Krishnamurthy, Arvind.
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22. Reduced-form valuation of callable corporate bonds: Theory and evidence. (2010). LI, HAITAO ; Jarrow, Robert ; Wu, Chunchi ; Liu, Sheen.
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23. How Debt Markets Have Malfunctioned in the Crisis. (2010). Krishnamurthy, Arvind.
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24. Amplification Mechanisms in Liquidity Crises. (2010). Krishnamurthy, Arvind.
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25. Price Pressure in the Government Bond Market. (2010). Vayanos, Dimitri ; Greenwood, Robin.
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26. A Preferred-Habitat Model of the Term Structure of Interest Rates. (2009). Vayanos, Dimitri ; Vila, Jean-Luc .
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27. Aggregate Implications of Micro Asset Market Segmentation. (2009). Weill, Pierre-Olivier ; Edmond, Chris.
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28. An Empirical Test of a Contingent Claims Lease Valuation Model. (2009). Wallace, Nancy ; Stanton, Richard.
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29. A preferred-habitat model of the term structure of interest rates. (2009). Vayanos, Dimitri ; Vila, Jean-Luc .
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30. Mortgage timing. (2009). Van Nieuwerburgh, Stijn ; koijen, ralph ; Koijen,Ralph S. J., ; Van Hemert, Otto ; Koijen, Ralph S. J., .
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31. Groupthink: Collective Delusions in Organizations and Markets. (2009). Benabou, Roland.
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32. Delegated Asset Management, Investment Mandates, and Capital Immobility. (2008). Xiong, Wei ; He, Zhiguo.
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33. Bond Supply and Excess Bond Returns. (2008). Vayanos, Dimitri ; Greenwood, Robin.
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34. Arbitrage networks. (2008). Rahi, Rohit ; Zigrand, Jean-Pierre.
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35. Bond supply and excess bond returns. (2008). Vayanos, Dimitri ; Greenwood, Robin.
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36. Quantifying and understanding the economics of large financial movements. (2008). Gabaix, Xavier ; Stanley, Eugene H. ; Plerou, Vasiliki ; Gopikrishnan, Parameswaran .
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37. Bond Supply and Excess Bond Returns. (2008). Vayanos, Dimitri ; Greenwood, Robin.
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38. Optimal Mortgage Refinancing: A Closed Form Solution. (2008). Laibson, David ; Driscoll, John ; Agarwal, Sumit.
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39. How Sovereign is Sovereign Credit Risk?. (2007). Singleton, Kenneth ; Pedersen, Lasse ; pan, jun ; Longstaff, Francis.
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40. Optimal Mortgage Refinancing: A Closed Form Solution. (2007). Laibson, David ; Driscoll, John ; Agarwal, Sumit.
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41. Mortgage Timing. (2007). Van Nieuwerburgh, Stijn ; koijen, ralph ; Van Hemert, Otto ; Ralph S. J Koijen, .
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42. Collective Risk Management in a Flight to Quality Episode. (2007). Caballero, Ricardo ; Krishnamurthy, Arvind.
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43. Central bank intervention with limited arbitrage. (2007). Neely, Christopher ; Weller, Paul A..
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44. Strategic financial innovation in segmented markets. (2007). Rahi, Rohit ; Zigrand, Jean-Pierre.
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45. Collateralized Borrowing and Life-Cycle Portfolio Choice. (2006). Kubler, Felix ; Willen, Paul.
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46. Household Finance. (2006). Campbell, John.
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47. Household Finance. (2006). Campbell, John.
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48. Collateralized borrowing and life-cycle portfolio choice. (2006). Kubler, Felix ; Willen, Paul.
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49. Demand-Based Option Pricing. (2005). Pedersen, Lasse ; Poteshman, Allen M. ; Garleanu, Nicolae.
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50. Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller?. (2005). Yu, Fan ; Duarte, Jefferson ; Longstaff, Francis A..
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