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Agnello, Luca, Castro, Vítor and Sousa, Ricardo M. (2023) Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long? Empirical Economics, 64 (2). 539 - 565. ISSN 0377-7332
Arcidiacono, Peter, Aucejo, Esteban M. and Hotz, V. Joseph (2016) University differences in the graduation minorities in STEM fields: evidence from California. American Economic Review, 106 (3). pp. 525-562. ISSN 0002-8282
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Chadha, Jagjit S. (2023) Mr Putin and the chronicle of a normalisation foretold. LSE Public Policy Review, 3 (1). ISSN 2633-4046
Elsayed, Ahmed H. and Sousa, Ricardo M. (2022) International monetary policy and cryptocurrency markets: dynamic and spillover effects. European Journal of Finance. ISSN 1351-847X
Farboodi, Maryam and Kondor, Peter (2022) Heterogeneous global booms and busts. American Economic Review, 112 (7). 2178 - 2212. ISSN 0002-8282
Freeman, Mark C., Groom, Ben ORCID: 0000-0003-0729-143X, Panopoulou, Ekaterini and Pantelidis, Theologos
(2015)
Declining discount rates and the Fisher Effect: inflated past, discounted future?
Journal of Environmental Economics and Management, 73.
pp. 32-49.
ISSN 0095-0696
Fujiwara, Ippei, Körber, Lena Mareen and Nagakura, Daisuke (2013) Asymmetry in government bond returns. Journal of Banking and Finance, 37 (8). pp. 3218-3226. ISSN 0378-4266
García-Herrero, Alicia, Girardin, Eric and dos Santos, Enestor (2017) Do as I do, and also as I say: monetary policy impact on Brazil’s financial markets. Economía, 17 (2). 65 - 92. ISSN 1529-7470
García-Herrero, Alicia and Ortiz, Alvaro (2006) The role of global risk aversion in explaining sovereign spreads. Economía, 7 (1). 125 - 148. ISSN 1529-7470
Goodhart, Charles and Lim, Wen Bin (2011) Interest rate forecasts: a pathology. International Journal of Central Banking, 7 (2). pp. 135-171. ISSN 1815-4654
Greenwood, Robin and Vayanos, Dimitri ORCID: 0000-0002-0944-4914
(2014)
Bond supply and excess bond returns.
Review of Financial Studies, 27 (3).
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Greenwood, Robin and Vayanos, Dimitri ORCID: 0000-0002-0944-4914
(2010)
Price pressure in the government bond market.
American Economic Review, 100 (2).
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Guibaud, Stéphane, Nosbusch, Yves and Vayanos, Dimitri ORCID: 0000-0002-0944-4914
(2013)
Bond market clienteles, the yield curve, and the optimal maturity structure of government debt.
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Ibarra, Raul (2023) The yield spread as a predictor of economic activity in Mexico: the role of the term premium. Economía, 22 (1). 153 – 174. ISSN 1529-7470
Kaplan, Greg, Moll, Benjamin and Violante, Giovanni L. (2018) Monetary policy according to HANK. American Economic Review, 108 (3). 697 - 743. ISSN 0002-8282
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Malkhozov, Aytek, Mueller, Philippe, Vedolin, Andrea and Venter, Gyuri (2016) Mortgage risk and the yield curve. Review of Financial Studies, 29 (5). 1220 - 1253. ISSN 0893-9454
Olivares Rios, A., Rodríguez, G. and Ataurima Arellano, M. (2019) Estimation of Peru’s sovereign yield curve: the role of macroeconomic and latent factors. Journal of Economic Studies, 46 (3). pp. 533-563. ISSN 0144-3585
Ray, Walker, Droste, Michael and Gorodnichenko, Yuriy (2024) Unbundling quantitative easing: taking a cue from treasury auctions. Journal of Political Economy, 132 (9). ISSN 0022-3808
Soskice, David and Carlin, Wendy (2018) Stagnant productivity and low unemployment: stuck in a Keynesian equilibrium. Oxford Review of Economic Policy, 34 (1-2). pp. 169-194. ISSN 0266-903X
Aghion, Philippe ORCID: 0000-0002-9019-1677, Farhi, Emmanuel and Kharroubi, Enisse
(2018)
Monetary policy, product market competition and growth.
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London School of Economics and Political Science. Centre for Economic Performance, London, UK.
Benigno, Gianluca and Fornaro, Luca (2016) Stagnation traps. CFM discussion paper series (CFM-DP2016-06). Centre For Macroeconomics, London, UK.
Bryzgalova, Svetlana and Julliard, Christian (2020) Consumption in asset returns. Systemic Risk Centre Discussion Papers (92). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Carruth, A., Hooker, M. and Oswald, A. (1994) Unemployment, oil prices and the real interest rate: evidence from Canada and the UK. CEP Discussion Papers (CEPDP0188). London School of Economics and Political Science. Centre for Economic Performance, London, UK.
Cesa-Bianchi, Ambrogio, Thwaites, Gregory and Vicondoa, Alejandro (2016) Monetary policy transmission in an open economy:new data and evidence from the United Kingdom. CFM discussion paper series (CFM-DP2016-12). Centre For Macroeconomics, London, UK.
Choi, Hoyong, Mueller, Philippe and Vedolin, Andrea (2016) Bond variance risk premiums. . Social Science Research Network (SSRN).
Cortes, Fabio, Lindner, Peter, Malik, Sheheryar and Segoviano, Miguel (2018) A comprehensive multi-sector tool for analysis of Systemic Risk and Interconnectedness (SyRIN). Systemic Risk Centre Discussion Papers (80). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Ellison, Martin and Scott, Andrew (2017) Managing the UK National Debt 1694-2017. CFM discussion paper series (CFM-DP2017-27). Centre For Macroeconomics, London, UK.
Ellison, Martin and Tischbirek, Andreas (2018) Beauty contests and the term structure. CFM Discussion Paper Series (CFMDP2018-07). Centre For Macroeconomics, London School of Economics and Political Science, London, UK.
Espinoza, Raphael A., Goodhart, Charles and Tsomocos, Dimitrios P. (2007) Endogenous state prices, liquidity, default, and the yield curve. Financial Markets Group Discussion Papers (583). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Faraglia, Elisa, Marcet, Albert and Scott, A. (2011) In search of a theory of debt management. CEP Discussion Papers (CEPDP1083). London School of Economics and Political Science. Centre for Economic Performance, London, UK.
Ferman, Marcelo (2011) Switching monetary policy regimes and the nominal term structure. Financial Markets Group Discussion Papers (678). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Gambetti, Luca, Korobilis, Dimitris, Tsoukalas, John D. and Zanetti, Francesco (2017) The effect of news shocks and monetary policy. CFM discussion paper series (CFM-DP2017-30). Centre For Macroeconomics, London, UK.
Goodhart, C. A. E., Mills, Terence C. and Capie, Forrest (2019) The slope of the term structure and recessions: evidence from the UK, 1822-2016. CEPR Discussion Paper (DP 13519). Centre for Economic Policy Research (Great Britain), London.
Goodhart, Charles and Bin Lim, Wen (2008) Do errors in forecasting inflation lead to errors in forecasting interest rates? Financial Markets Group Discussion Papers (611). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Goodhart, Charles and Bin Lim, Wen (2008) Interest rate forecasts: a pathology. Financial Markets Group Discussion Papers (612). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Greenwood, Robin and Vayanos, Dimitri ORCID: 0000-0002-0944-4914
(2008)
Bond supply and excess bond returns.
Financial Markets Group Discussion Papers (607).
Financial Markets Group, The London School of Economics and Political Science, London, UK.
Hanson, Samuel, Malkhozov, Aytek and Venter, Gyuri (2022) Demand-supply imbalance risk and long-term swap spreads. Systemic Risk Centre Discussion Papers (118). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Mamatzakis, Emmanuel C. (2024) High Greek bank net interest margins, recapitalisations and competition. GreeSE Papers: Hellenic Observatory Discussion Papers on Greece and Southeast Europe (199). Hellenic Observatory, London School of Economics and Political Science, London, UK.
Masolo, Riccardo M. and Monti, Francesca (2017) Ambiguity, monetary policy and trend inflation. CFM discussion paper series (CFM-DP2017-09). Centre For Macroeconomics, London, UK.
Masolo, Riccardo M. and Monti, Francesca (2015) Monetary policy with ambiguity averse agents. CFM discussion paper series (CFM-DP2015-06). Centre For Macroeconomics, London, UK.
Montoro, Carlos (2007) Monetary policy committees and interest rate smoothing. CEPDP (780). London School of Economics and Political Science. Centre for Economic Performance, London, UK. ISBN 0753019973
Mueller, Philippe, Vedolin, Andrea and Yen, Yu-Min (2012) Bond variance risk premia. Financial Markets Group Discussion Papers (699). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Mueller, Philippe, Vedolin, Andrea and Zhou, Hao (2011) Short run bond risk premia. Financial Markets Group Discussion Papers (686). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Mueller, Philippe, Vedolin, Andrea and Zhou, Hao (2011) Short-run bond risk premia. AFA 2013 San Diego Meetings Paper.
Piketty, Thomas (1992) Imperfect capital markets and persistence of initial wealth inequalities. TE (255). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Rosa, Carlo and Verga, Giovanni (2005) The importance of the wording of the ECB. CEPDP (694). London School of Economics and Political Science. Centre for Economic Performance, London, UK. ISBN 0753018756
Thwaites, Gregory (2014) Why are real interest rates so low? Secular stagnation and the relative price of investment goods. CFM discussion paper series (CFM-DP2014-28). Centre For Macroeconomics, London, UK.