Bond Yields and the Federal Reserve
Top Cited Papers
- 1 April 2005
- journal article
- Published by University of Chicago Press in Journal of Political Economy
- Vol. 113 (2) , 311-344
- https://doi.org/10.1086/427466
Abstract
No abstract availableThis publication has 19 references indexed in Scilit:
- The Statistical and Economic Role of Jumps in Continuous‐Time Interest Rate ModelsThe Journal of Finance, 2004
- The Term Structure with Semi‐credible TargetingThe Journal of Finance, 2003
- A Model of the Federal Funds Rate TargetJournal of Political Economy, 2002
- Specification Analysis of Affine Term Structure ModelsThe Journal of Finance, 2000
- Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*The Quarterly Journal of Economics, 2000
- A YIELD‐FACTOR MODEL OF INTEREST RATESMathematical Finance, 1996
- The Daily Market for Federal FundsJournal of Political Economy, 1996
- Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange RatesThe Quarterly Journal of Economics, 1995
- Implied volatility functions in arbitrage-free term structure modelsJournal of Financial Economics, 1994
- Common Factors Affecting Bond ReturnsThe Journal of Fixed Income, 1991