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Bond Risk Premiums and Optimal Monetary Policy. (2012). Palomino, Francisco.
In: Review of Economic Dynamics.
RePEc:red:issued:09-159.

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Cited: 44

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  2. Gone with the Vol: A Decline in Asset Return Predictability During the Great Moderation. (2023). Qian, Liang ; Palomino, Francisco ; Hsu, Alex.
    In: Management Science.
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  3. The excess sensitivity of long-term interest rates and central bank credibility. (2022). Park, Kwangyong.
    In: Economic Modelling.
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  4. Discount rates, debt maturity, and the fiscal theory. (2021). Morales, Gonzalo ; Kung, Howard ; Kind, Thilo ; Corhay, Alexandre .
    In: SAFE Working Paper Series.
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  5. Discount Rates, Debt Maturity, and the Fiscal Theory. (2021). Morales, Gonzalo ; Kung, Howard ; Kind, Thilo ; Corhay, Alexandre.
    In: Staff Working Papers.
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  6. Risk Premia at the ZLB: A Macroeconomic Interpretation. (2020). Ngo, Phuong ; Gourio, Francois.
    In: Working Paper Series.
    RePEc:fip:fedhwp:92785.

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  7. Risk Premia at the ZLB: A Macroeconomic Interpretation. (2020). Gourio, Francois ; Ngo, Phuong.
    In: Working Paper Series.
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  8. The term structure and inflation uncertainty. (2020). Orphanides, Athanasios ; Breach, Tomas ; Damico, Stefania.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:138:y:2020:i:2:p:388-414.

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  9. Fiscal policy driven bond risk premia. (2020). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:138:y:2020:i:1:p:53-73.

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  10. The Excess Sensitivity of Long-term Interest rates and Central Bank Credibility. (2020). Park, Kwangyong.
    In: Working Papers.
    RePEc:bok:wpaper:2029.

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  11. (Un)expected monetary policy shocks and term premia. (2019). Meyer-Gohde, Alexander ; Kliem, Martin.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:137.

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  12. Implications of Labor Market Frictions for Risk Aversion and Risk Premia. (2019). Swanson, Eric.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25764.

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  13. (Un)expected Monetary Policy Shocks and Term Premia. (2018). Meyer-Gohde, Alexander ; Kliem, Martin.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:102.

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  14. Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences. (2018). Swanson, Eric.
    In: Review of Economic Dynamics.
    RePEc:red:issued:13-261.

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  15. Macroeconomic Drivers of Bond and Equity Risks. (2018). Viceira, Luis ; Pflueger, Carolin ; Campbell, John.
    In: Harvard Business School Working Papers.
    RePEc:hbs:wpaper:14-031.

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  16. (Un)expected monetary policy shocks and term premia. (2017). Meyer-Gohde, Alexander ; Kliem, Martin.
    In: Discussion Papers.
    RePEc:zbw:bubdps:302017.

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  17. Fiscal Discount Rates and Debt Maturity. (2017). Corhay, Alexandre ; Morales, Gonzalo ; Kung, Howard.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:840.

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  18. Level and Volatility Shocks to Fiscal Policy: Term Structure Implications. (2017). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:258.

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  19. Federal Reserve Credibility and the Term Structure of Interest Rates. (2017). Lakdawala, Aeimit ; Wu, Shu.
    In: MPRA Paper.
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  20. (Un)expected Monetary Policy Shocks and Term Premia. (2017). Meyer-Gohde, Alexander ; Kliem, Martin.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2017-015.

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  21. The Decline in Asset Return Predictability and Macroeconomic Volatility. (2017). Qian, Charles ; Palomino, Francisco J ; Hsu, Alex.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-50.

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  22. Inflation targeting and the cyclicality of monetary policy. (2017). Vasilakis, Chrysovalantis ; Thornton, John.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:20:y:2017:i:c:p:296-302.

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  23. Federal Reserve credibility and the term structure of interest rates. (2017). Lakdawala, Aeimit ; Wu, Shu.
    In: European Economic Review.
    RePEc:eee:eecrev:v:100:y:2017:i:c:p:364-389.

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  24. Risk Premia at the ZLB: a macroeconomic interpretation. (2016). Ngo, Phuong ; Gourio, Francois.
    In: 2016 Meeting Papers.
    RePEc:red:sed016:1585.

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  25. Monetary Policy and Risk-Based Asset Allocation. (2016). Flageollet, Alexis ; Bahaji, Hamza.
    In: Open Economies Review.
    RePEc:kap:openec:v:27:y:2016:i:5:d:10.1007_s11079-016-9404-1.

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  26. The Term Structure and Inflation Uncertainty. (2016). Orphanides, Athanasios ; D'Amico, Stefania ; Breach, Tomas .
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2016-22.

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  27. Real and Nominal Equilibrium Yield Curves: Wage Rigidities and Permanent Shocks. (2016). Palomino, Francisco J ; Rica, E ; Hsu, Alex.
    In: Finance and Economics Discussion Series.
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  28. Does inflation targeting reduce sovereign risk? Further evidence. (2016). Vasilakis, Chrysovalantis ; Thornton, John.
    In: Finance Research Letters.
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  29. Monetary Policy Credibility and the Comovement between Stock Returns and Inflation. (2016). Araújo, Eurilton ; Araujo, Eurilton .
    In: Working Papers Series.
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  30. Macro-Finance Separation by Force of Habit. (2015). Lopez, Pierlauro ; Lopez-Salido, David ; Vazquez-Grande, Francisco.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:980.

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  31. Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2015). Lopez, Pierlauro ; Lopez-Salido, David ; Vazquez-Grande, Francisco.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-64.

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  32. Macroeconomic linkages between monetary policy and the term structure of interest rates. (2015). Kung, Howard.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:1:p:42-57.

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  33. Macroeconomic linkages between monetary policy and the term structure of interest rates. (2014). Kung, Howard.
    In: 2014 Meeting Papers.
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  34. Monetary Policy Drivers of Bond and Equity Risks. (2014). Viceira, Luis ; Pflueger, Carolin ; Campbell, John.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:137.

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  35. Macroeconomic Drivers of Bond and Equity Risks. (2014). Viceira, Luis ; Pflueger, Carolin ; Campbell, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20070.

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  36. Implications of Labor Market Frictions for Risk Aversion and Risk Premia. (2014). Swanson, Eric.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2013-30.

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  37. Nominal rigidities, asset returns, and monetary policy. (2014). Palomino, Francisco ; Li, Erica X. N., .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:66:y:2014:i:c:p:210-225.

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  38. Inflation Targeting and Country Risk; An Empirical Investigation. (2013). Roger, Scott ; Fouejieu, Armand.
    In: IMF Working Papers.
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  39. Fiscal Policies and Asset Prices. (2012). Croce, Mariano ; Schmid, Lukas ; Nguyen, Thien ; Kung, Howard.
    In: 2012 Meeting Papers.
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  40. The term structure of inflation expectations. (2012). Mueller, Philippe ; Chernov, Mikhail.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:106:y:2012:i:2:p:367-394.

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  41. Macroeconomics and the Term Structure. (2012). Gürkaynak, Refet ; Gurkaynak, Refet S. ; Wright, Jonathan H..
    In: Journal of Economic Literature.
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  42. Macroeconomics and the Term Structure. (2010). Gürkaynak, Refet ; Wright, Jonathan.
    In: CEPR Discussion Papers.
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  43. Monetary Policy and the Cyclicality of Risk. (2010). Lopez-Salido, David ; Gust, Christopher.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7727.

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  44. Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure. (). Wang, Chien-Chiang.
    In: Review of Economic Dynamics.
    RePEc:red:issued:19-500.

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  40. A joint model for the term structure of interest rates and the macroeconomy. (2006). Maes, Konstantijn ; Lyrio, Marco ; Dewachter, Hans.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:21:y:2006:i:4:p:439-462.

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  41. Indexed Bonds and Revisions of Inflation Expectations. (2006). Reschreiter, Andreas.
    In: Economics Series.
    RePEc:ihs:ihsesp:199.

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  42. A consumption-based model of the term structure of interest rates. (2006). Wachter, Jessica.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:79:y:2006:i:2:p:365-399.

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  43. A New Framework for Yield Curve, Output and Inflation Relationships. (2005). Krippner, Leo.
    In: Working Papers in Economics.
    RePEc:wai:econwp:05/07.

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  44. Monetary Policy and the Term Structure of Interest Rates. (2005). Seppala, Juha ; Ravenna, Federico.
    In: 2005 Meeting Papers.
    RePEc:red:sed005:804.

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  45. Openness and inflation volatility: Cross-country evidence. (2005). Bowdler, Christopher ; Malik, Adeel.
    In: Economics Papers.
    RePEc:nuf:econwp:0514.

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  46. Financial Markets and the Real Economy. (2005). Cochrane, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11193.

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  47. Monetary Policy and Long-term Interest Rates. (2005). Wu, Shu.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:200512.

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  48. Term structure transmission of monetary policy. (2005). Tinsley, Peter ; Kozicki, Sharon.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp05-06.

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  49. General equilibrium pricing of CPI derivatives. (2005). lioui, abraham ; Poncet, Patrice .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:5:p:1265-1294.

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  50. Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage models. (2005). Corielli, Francesco ; Buraschi, Andrea.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:11:p:2883-2907.

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