-
1
-
-
77955259593
-
The Term Structure of Inflation Expectations
-
Federal Reserve Bank of New York Staff Reports #362
-
Adrian T, Wu H. The Term Structure of Inflation Expectations. 2008, Federal Reserve Bank of New York Staff Reports #362
-
(2008)
-
-
Adrian, T.1
Wu, H.2
-
2
-
-
0037905686
-
A No-arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables
-
Ang A, Piazzesi M. A No-arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables. Journal of Monetary Economics 2003, 50:745-787. Vol., pp.
-
(2003)
Journal of Monetary Economics
, vol.50
, pp. 745-787
-
-
Ang, A.1
Piazzesi, M.2
-
3
-
-
33644514387
-
What Does the Yield Curve Tell Us about GDP Growth?
-
Ang A, Piazzesi M, Wei M. What Does the Yield Curve Tell Us about GDP Growth? Journal of Econometrics 2006, 131:359-403. Vol., pp.
-
(2006)
Journal of Econometrics
, vol.131
, pp. 359-403
-
-
Ang, A.1
Piazzesi, M.2
Wei, M.3
-
4
-
-
41649100866
-
The Term Structure of Real Rates and Expected Inflation
-
Ang A, Bekaert G, Wei M. The Term Structure of Real Rates and Expected Inflation. Journal of Finance 2008, 63:797-849. Vol., pp.
-
(2008)
Journal of Finance
, vol.63
, pp. 797-849
-
-
Ang, A.1
Bekaert, G.2
Wei, M.3
-
6
-
-
77955241047
-
Asset Prices in Business Cycle Analysis
-
Unpublished Manuscript, Columbia Business School
-
Backus D, Routledge B, Zin S. Asset Prices in Business Cycle Analysis. 2007, Unpublished Manuscript, Columbia Business School
-
(2007)
-
-
Backus, D.1
Routledge, B.2
Zin, S.3
-
8
-
-
38549092867
-
Zero-coupon Yield Curves: Technical Documentation
-
Bank for International Settlements, BIS Papers No. 25
-
Zero-coupon Yield Curves: Technical Documentation. 2005, Bank for International Settlements, BIS Papers No. 25
-
(2005)
-
-
-
9
-
-
52249115216
-
A Long-run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
-
Unpublished Manuscript, University of Pennsylvania
-
Bansal R, Shaliastovich I. A Long-run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. 2010, Unpublished Manuscript, University of Pennsylvania
-
(2010)
-
-
Bansal, R.1
Shaliastovich, I.2
-
10
-
-
73449136869
-
New-Keynesian Macroeconomics and the Term Structure
-
Bekaert G, Cho S, Moreno A. New-Keynesian Macroeconomics and the Term Structure. Journal of Money, Credit and Banking 2010, 42:33-62. Vol., pp.
-
(2010)
Journal of Money, Credit and Banking
, vol.42
, pp. 33-62
-
-
Bekaert, G.1
Cho, S.2
Moreno, A.3
-
11
-
-
48749143178
-
Staggered Prices in a Utility-maximizing Framework
-
Calvo G. Staggered Prices in a Utility-maximizing Framework. Journal of Monetary Economics 1983, 12:383-398. Vol., pp.
-
(1983)
Journal of Monetary Economics
, vol.12
, pp. 383-398
-
-
Calvo, G.1
-
12
-
-
0032771542
-
By Force of Habit: a Consumption-based Explanation of Aggregate Stock Market Behavior
-
Campbell J, Cochrane J. By Force of Habit: a Consumption-based Explanation of Aggregate Stock Market Behavior. Journal of Political Economy 1999, 107:205-251. Vol., pp.
-
(1999)
Journal of Political Economy
, vol.107
, pp. 205-251
-
-
Campbell, J.1
Cochrane, J.2
-
13
-
-
84959821636
-
Yield Spreads and Interest Rate Movements: a Bird's Eye View
-
Campbell J, Shiller R. Yield Spreads and Interest Rate Movements: a Bird's Eye View. Review of Economic Studies 1991, 58:495-514. Vol., pp.
-
(1991)
Review of Economic Studies
, vol.58
, pp. 495-514
-
-
Campbell, J.1
Shiller, R.2
-
14
-
-
77955238474
-
The Term Structure of Inflation Expectations
-
Manuscript, London Business School
-
Chernov M, Mueller P. The Term Structure of Inflation Expectations. 2008, Manuscript, London Business School
-
(2008)
-
-
Chernov, M.1
Mueller, P.2
-
15
-
-
77955256384
-
Inflation Expectations and Risk Premiums in an Arbitrage-free Model of Nominal and Real Bond Yields
-
Unpublished Manuscript, Federal Reserve Bank of San Francisco
-
Christensen J H, Lopez J A, Rudebusch G D. Inflation Expectations and Risk Premiums in an Arbitrage-free Model of Nominal and Real Bond Yields. 2008, Unpublished Manuscript, Federal Reserve Bank of San Francisco
-
(2008)
-
-
Christensen, J.H.1
Lopez, J.A.2
Rudebusch, G.D.3
-
16
-
-
77953039580
-
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?
-
Unpublished Manuscript, Federal Reserve Bank of San Francisco
-
Christensen J H, Lopez J A, Rudebusch G D. Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 2009, Unpublished Manuscript, Federal Reserve Bank of San Francisco
-
(2009)
-
-
Christensen, J.H.1
Lopez, J.A.2
Rudebusch, G.D.3
-
17
-
-
77955251490
-
Incorporating Stochastic Volatility into Arbitrage-free Nelson-Siegel Models
-
Unpublished Manuscript, Federal Reserve Bank of San Francisco
-
Christensen J H, Lopez J A, Rudebusch G D. Incorporating Stochastic Volatility into Arbitrage-free Nelson-Siegel Models. 2010, Unpublished Manuscript, Federal Reserve Bank of San Francisco
-
(2010)
-
-
Christensen, J.H.1
Lopez, J.A.2
Rudebusch, G.D.3
-
18
-
-
45749084696
-
The Affine Arbitrage-free Class of Nelson-Siegel Term Structure Models
-
Unpublished Working Paper, Federal Reserve Bank of San Francisco; forthcoming in Journal of Econometrics
-
Christensen J H E, Diebold F X, Rudebusch G D. The Affine Arbitrage-free Class of Nelson-Siegel Term Structure Models. 2007, Unpublished Working Paper, Federal Reserve Bank of San Francisco; forthcoming in Journal of Econometrics
-
(2007)
-
-
Christensen, J.H.E.1
Diebold, F.X.2
Rudebusch, G.D.3
-
21
-
-
0008766361
-
Specification Analysis of Affine Term Structure Models
-
Dai Q, Singleton K J. Specification Analysis of Affine Term Structure Models. Journal of Finance 2000, 55:1943-1978. Vol., pp.
-
(2000)
Journal of Finance
, vol.55
, pp. 1943-1978
-
-
Dai, Q.1
Singleton, K.J.2
-
22
-
-
34848899612
-
Tips from TIPS: the Informational Content of Treasury Inflation-protected Security Prices
-
Finance and Economics Discussion Series No. 2008-30, Federal Reserve Board
-
D'Amico S, Kim D H, Wei M. Tips from TIPS: the Informational Content of Treasury Inflation-protected Security Prices. 2008, Finance and Economics Discussion Series No. 2008-30, Federal Reserve Board
-
(2008)
-
-
D'Amico, S.1
Kim, D.H.2
Wei, M.3
-
23
-
-
30244510530
-
The Term Structure of Interest Rates in Real and Monetary Economies
-
Den Haan W. The Term Structure of Interest Rates in Real and Monetary Economies. Journal of Economic Dynamics and Control 1995, 19:909-940. Vol., pp.
-
(1995)
Journal of Economic Dynamics and Control
, vol.19
, pp. 909-940
-
-
Den Haan, W.1
-
24
-
-
33644763053
-
Macro Factors and the Term Structure of Interest Rates
-
Dewachter H, Lyrio M. Macro Factors and the Term Structure of Interest Rates. Journal of Money, Credit, and Banking 2006, 38:119-140. Vol., pp.
-
(2006)
Journal of Money, Credit, and Banking
, vol.38
, pp. 119-140
-
-
Dewachter, H.1
Lyrio, M.2
-
25
-
-
33745765405
-
A Joint Model for the Term Structure of Interest Rates and the Macroeconomy
-
Dewachter H, Lyrio M, Maes K. A Joint Model for the Term Structure of Interest Rates and the Macroeconomy. Journal of Applied Econometrics 2006, 21:439-462. Vol., pp.
-
(2006)
Journal of Applied Econometrics
, vol.21
, pp. 439-462
-
-
Dewachter, H.1
Lyrio, M.2
Maes, K.3
-
26
-
-
31344448314
-
Forecasting the Term Structure of Government Bond Yields
-
Diebold F X, Li C. Forecasting the Term Structure of Government Bond Yields. Journal of Econometrics 2006, 130:337-364. Vol., pp.
-
(2006)
Journal of Econometrics
, vol.130
, pp. 337-364
-
-
Diebold, F.X.1
Li, C.2
-
28
-
-
33644508092
-
The Macroeconomy and the Yield Curve: a Dynamic Latent Factor Approach
-
Diebold F X, Rudebusch G D, Aruoba S B. The Macroeconomy and the Yield Curve: a Dynamic Latent Factor Approach. Journal of Econometrics 2006, 131:309-338. Vol., pp.
-
(2006)
Journal of Econometrics
, vol.131
, pp. 309-338
-
-
Diebold, F.X.1
Rudebusch, G.D.2
Aruoba, S.B.3
-
29
-
-
53649093475
-
Global Yield Curve Dynamics and Interactions: a Generalized Nelson-Siegel Approach
-
Diebold F X, Li C, Yue V. Global Yield Curve Dynamics and Interactions: a Generalized Nelson-Siegel Approach. Journal of Econometrics 2008, 146:351-363. Vol., pp.
-
(2008)
Journal of Econometrics
, vol.146
, pp. 351-363
-
-
Diebold, F.X.1
Li, C.2
Yue, V.3
-
30
-
-
65649129793
-
What Moves the Yield Curve? Lessons from an Estimated Nonlinear Macro Model
-
Manuscript, University of Pennsylvania
-
Doh T. What Moves the Yield Curve? Lessons from an Estimated Nonlinear Macro Model. 2006, Manuscript, University of Pennsylvania
-
(2006)
-
-
Doh, T.1
-
32
-
-
77956133563
-
Forecasting with the Term Structure: the Role of No-arbitrage
-
Manuscript, Johns Hopkins University
-
Duffee G R. Forecasting with the Term Structure: the Role of No-arbitrage. 2008, Manuscript, Johns Hopkins University
-
(2008)
-
-
Duffee, G.R.1
-
33
-
-
0030305091
-
A Yield-factor Model of Interest Rates
-
Duffie D, Kan R. A Yield-factor Model of Interest Rates. Mathematical Finance 1996, 6:379-406. Vol., pp.
-
(1996)
Mathematical Finance
, vol.6
, pp. 379-406
-
-
Duffie, D.1
Kan, R.2
-
34
-
-
0000842941
-
Substitution, Risk Aversion and the Temporal Behavior of Consumption and Asset Returns: a Theoretical Framework
-
Epstein L, Zin S. Substitution, Risk Aversion and the Temporal Behavior of Consumption and Asset Returns: a Theoretical Framework. Econometrica 1989, 57:937-969. Vol., pp.
-
(1989)
Econometrica
, vol.57
, pp. 937-969
-
-
Epstein, L.1
Zin, S.2
-
35
-
-
0033211750
-
A Note on the Nelson-Siegel Family
-
Filipović D. A Note on the Nelson-Siegel Family. Mathematical Finance 1999, 9:349-359. Vol., pp.
-
(1999)
Mathematical Finance
, vol.9
, pp. 349-359
-
-
Filipović, D.1
-
37
-
-
27144441377
-
Taylor Rules, McCallum Rules and the Term Structure of Interest Rates
-
Gallmeyer M F, Hollifield B, Zin S E. Taylor Rules, McCallum Rules and the Term Structure of Interest Rates. Journal of Monetary Economics 2005, 52:921-950. Vol., pp.
-
(2005)
Journal of Monetary Economics
, vol.52
, pp. 921-950
-
-
Gallmeyer, M.F.1
Hollifield, B.2
Zin, S.E.3
-
38
-
-
20444380401
-
The Sensitivity of Long-term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models
-
Gürkaynak R, Sack B, Swanson E. The Sensitivity of Long-term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models. American Economic Review 2005, 95:425-436. Vol., pp.
-
(2005)
American Economic Review
, vol.95
, pp. 425-436
-
-
Gürkaynak, R.1
Sack, B.2
Swanson, E.3
-
40
-
-
84936526550
-
Intertemporal Substitution in Consumption
-
Hall R. Intertemporal Substitution in Consumption. Journal of Political Economy 1988, 96:339-357. Vol., pp.
-
(1988)
Journal of Political Economy
, vol.96
, pp. 339-357
-
-
Hall, R.1
-
41
-
-
70349253777
-
Estimating Real and Nominal Term Structures Using Treasury Yields, Inflation, Inflation Forecasts and Inflation Swap Rates
-
Federal Reserve Bank of Cleveland Working Paper #2008-10
-
Haubrich J, Pennacchi G, Ritchken P. Estimating Real and Nominal Term Structures Using Treasury Yields, Inflation, Inflation Forecasts and Inflation Swap Rates. 2008, Federal Reserve Bank of Cleveland Working Paper #2008-10
-
(2008)
-
-
Haubrich, J.1
Pennacchi, G.2
Ritchken, P.3
-
42
-
-
84875632883
-
Inflation Risk Premia in the U.S. and the Euro Area
-
Manuscript, Bank for International Settlements
-
Hördahl P, Tristani O. Inflation Risk Premia in the U.S. and the Euro Area. 2008, Manuscript, Bank for International Settlements
-
(2008)
-
-
Hördahl, P.1
Tristani, O.2
-
43
-
-
33644519376
-
A Joint Econometric Model of Macroeconomic and Term Structure Dynamics
-
Hördahl P, Tristani O, Vestin D. A Joint Econometric Model of Macroeconomic and Term Structure Dynamics. Journal of Econometrics 2006, 131:405-444. Vol., pp.
-
(2006)
Journal of Econometrics
, vol.131
, pp. 405-444
-
-
Hördahl, P.1
Tristani, O.2
Vestin, D.3
-
44
-
-
54049088980
-
The Yield Curve and Macroeconomic Dynamics
-
Hördahl P, Tristani O, Vestin D. The Yield Curve and Macroeconomic Dynamics. Economic Journal 2008, 118:1937-1970. Vol., pp.
-
(2008)
Economic Journal
, vol.118
, pp. 1937-1970
-
-
Hördahl, P.1
Tristani, O.2
Vestin, D.3
-
45
-
-
77955246513
-
Risk-premium Accounting in Macro-dynamic Term Structure Models
-
Working Paper
-
Joslin S, Priebsch M, Singleton K J. Risk-premium Accounting in Macro-dynamic Term Structure Models. 2009, Working Paper
-
(2009)
-
-
Joslin, S.1
Priebsch, M.2
Singleton, K.J.3
-
46
-
-
77955237076
-
Zero Bound, Option-implied PDFs, and Term Structure Models
-
Finance and Economics Discussion Series No. 31, Board of Governors of the Federal Reserve System
-
Kim D H. Zero Bound, Option-implied PDFs, and Term Structure Models. 2008, Finance and Economics Discussion Series No. 31, Board of Governors of the Federal Reserve System
-
(2008)
-
-
Kim, D.H.1
-
48
-
-
34848919280
-
Term Structure Estimation with Survey Data on Interest Rate Forecasts
-
Finance and Economics Discussion Series No. 48, Board of Governors of the Federal Reserve System
-
Kim D H, Orphanides A. Term Structure Estimation with Survey Data on Interest Rate Forecasts. 2005, Finance and Economics Discussion Series No. 48, Board of Governors of the Federal Reserve System
-
(2005)
-
-
Kim, D.H.1
Orphanides, A.2
-
49
-
-
0006178565
-
Shifting Endpoints in the Term Structure of Interest Rates
-
Kozicki S, Tinsley P A. Shifting Endpoints in the Term Structure of Interest Rates. Journal of Monetary Economics 2001, 47:613-652. Vol., pp.
-
(2001)
Journal of Monetary Economics
, vol.47
, pp. 613-652
-
-
Kozicki, S.1
Tinsley, P.A.2
-
50
-
-
73849083609
-
The Aggregate Demand for Treasury Debt
-
Working Paper, Northwestern University
-
Krishnamurthy A, Vissing-Jorgenson A. The Aggregate Demand for Treasury Debt. 2008, Working Paper, Northwestern University
-
(2008)
-
-
Krishnamurthy, A.1
Vissing-Jorgenson, A.2
-
51
-
-
53349096468
-
The Effect of the Term Auction Facility on the London Inter-bank Offered Rate
-
Staff Report No. 335, Federal Reserve Bank of New York
-
McAndrews J, Sarkar A, Wang Z. The Effect of the Term Auction Facility on the London Inter-bank Offered Rate. 2008, Staff Report No. 335, Federal Reserve Bank of New York
-
(2008)
-
-
McAndrews, J.1
Sarkar, A.2
Wang, Z.3
-
54
-
-
0001491925
-
Parsimonious Modeling of Yield Curves
-
Nelson C R, Siegel A F. Parsimonious Modeling of Yield Curves. Journal of Business 1987, 60:473-489. Vol., pp.
-
(1987)
Journal of Business
, vol.60
, pp. 473-489
-
-
Nelson, C.R.1
Siegel, A.F.2
-
55
-
-
17944380399
-
Bond Yields and the Federal Reserve
-
Piazzesi M. Bond Yields and the Federal Reserve. Journal of Political Economy 2005, 113:311-344. Vol., pp.
-
(2005)
Journal of Political Economy
, vol.113
, pp. 311-344
-
-
Piazzesi, M.1
-
57
-
-
34547715979
-
Monetary Policy and the Term Structure of Interest Rates
-
Manuscript, University of California, Santa Cruz
-
Ravenna F, Seppälä J. Monetary Policy and the Term Structure of Interest Rates. 2006, Manuscript, University of California, Santa Cruz
-
(2006)
-
-
Ravenna, F.1
Seppälä, J.2
-
58
-
-
0347392838
-
Do Measures of Monetary Policy in a VAR Make Sense?
-
Rudebusch G D. Do Measures of Monetary Policy in a VAR Make Sense? International Economic Review 1998, 39(4):907-931. Vol., No., pp.
-
(1998)
International Economic Review
, vol.39
, Issue.4
, pp. 907-931
-
-
Rudebusch, G.D.1
-
59
-
-
0036742601
-
Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertia
-
Rudebusch G D. Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertia. Journal of Monetary Economics 2002, 49:1161-1187. Vol., pp.
-
(2002)
Journal of Monetary Economics
, vol.49
, pp. 1161-1187
-
-
Rudebusch, G.D.1
-
61
-
-
77955261372
-
The Fed's Monetary Policy Response to the Current Crisis
-
FRBSF Economic Letter 2009-17
-
Rudebusch G D. The Fed's Monetary Policy Response to the Current Crisis. 2009, FRBSF Economic Letter 2009-17
-
(2009)
-
-
Rudebusch, G.D.1
-
63
-
-
82355161799
-
The Bond Premium in a DSGE Model with Long-run Risk
-
Manuscript, Federal Reserve Bank of San Francisco
-
Rudebusch G D, Swanson E. The Bond Premium in a DSGE Model with Long-run Risk. 2009, Manuscript, Federal Reserve Bank of San Francisco
-
(2009)
-
-
Rudebusch, G.D.1
Swanson, E.2
-
64
-
-
34247535984
-
Accounting for a Shift in Term Structure Behavior with No-arbitrage and Macro-finance Models
-
Rudebusch G D, Wu T. Accounting for a Shift in Term Structure Behavior with No-arbitrage and Macro-finance Models. Journal of Money, Credit, and Banking 2007, 39(2-3):395-422. Vol., Nos, pp.
-
(2007)
Journal of Money, Credit, and Banking
, vol.39
, Issue.2-3
, pp. 395-422
-
-
Rudebusch, G.D.1
Wu, T.2
-
65
-
-
45749088173
-
Macro-finance Model of the Term Structure, Monetary Policy, and the Economy
-
Rudebusch G D, Wu T. Macro-finance Model of the Term Structure, Monetary Policy, and the Economy. Economic Journal 2008, 118:906-926. Vol., pp.
-
(2008)
Economic Journal
, vol.118
, pp. 906-926
-
-
Rudebusch, G.D.1
Wu, T.2
-
66
-
-
45749090732
-
The Bond Yield " Conundrum" from a Macro-finance Perspective
-
Rudebusch G D, Swanson E, Wu T. The Bond Yield " Conundrum" from a Macro-finance Perspective. Monetary and Economic Studies 2006, 24:83-128. Vol., pp.
-
(2006)
Monetary and Economic Studies
, vol.24
, pp. 83-128
-
-
Rudebusch, G.D.1
Swanson, E.2
Wu, T.3
-
68
-
-
0010792286
-
Estimating Forward Interest Rates with the Extended Nelson-Siegel Method
-
Sveriges Riksbank, No.3.
-
Svensson L E O. Estimating Forward Interest Rates with the Extended Nelson-Siegel Method. Quarterly Review 1995, 13-26. Sveriges Riksbank, No.3, pp.
-
(1995)
Quarterly Review
, pp. 13-26
-
-
Svensson, L.E.O.1
-
69
-
-
0042493164
-
Risk-sensitive Real Business Cycles
-
Tallarini T. Risk-sensitive Real Business Cycles. Journal of Monetary Economics 2000, 45:507-532. Vol., pp.
-
(2000)
Journal of Monetary Economics
, vol.45
, pp. 507-532
-
-
Tallarini, T.1
-
70
-
-
0003053945
-
Aggregate Dynamics and Staggered Contracts
-
Taylor J. Aggregate Dynamics and Staggered Contracts. Journal of Political Economy 1980, 88:1-23. Vol., pp.
-
(1980)
Journal of Political Economy
, vol.88
, pp. 1-23
-
-
Taylor, J.1
-
73
-
-
77549084034
-
Working with Epstein-Zin Preferences: Computation and Likelihood Estimation of DSGE Models with Recursive Preferences
-
Unpublished Manuscript, University of Pennsylvania
-
Van Binsbergen J, Fernández-Villaverde J, Koijen R, Rubio-Ramírez J. Working with Epstein-Zin Preferences: Computation and Likelihood Estimation of DSGE Models with Recursive Preferences. 2008, Unpublished Manuscript, University of Pennsylvania
-
(2008)
-
-
Van Binsbergen, J.1
Fernández-Villaverde, J.2
Koijen, R.3
Rubio-Ramírez, J.4
-
74
-
-
30744438123
-
A Consumption-based Model of the Term Structure of Interest Rates
-
Wachter J. A Consumption-based Model of the Term Structure of Interest Rates. Journal of Financial Economics 2006, 79:365-399. Vol., pp.
-
(2006)
Journal of Financial Economics
, vol.79
, pp. 365-399
-
-
Wachter, J.1
-
75
-
-
77955243863
-
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset
-
Finance and Economics Discussion Series No. 2008-25, Federal Reserve Board
-
Wright J H. Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset. 2009, Finance and Economics Discussion Series No. 2008-25, Federal Reserve Board
-
(2009)
-
-
Wright, J.H.1
-
76
-
-
33750534963
-
Macro Factors and the Affine Term Structure of Interest Rates
-
Wu T. Macro Factors and the Affine Term Structure of Interest Rates. Journal of Money, Credit, and Banking 2006, 38:1847-1875. Vol., pp.
-
(2006)
Journal of Money, Credit, and Banking
, vol.38
, pp. 1847-1875
-
-
Wu, T.1
-
77
-
-
77955266060
-
The U.S. Money Market and the Term Auction Facility in the Financial Crisis of 2007-2009
-
Unpublished Working Paper, Federal Reserve Bank of Dallas
-
Wu T. The U.S. Money Market and the Term Auction Facility in the Financial Crisis of 2007-2009. 2009, Unpublished Working Paper, Federal Reserve Bank of Dallas
-
(2009)
-
-
Wu, T.1
|