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A New Keynesian Preferred Habitat Model with Repo

https://doi.org/10.2139/ssrn.4979127
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/s10679-005-2986-xopenalex-snapshot
The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market
inferredcites →https://doi.org/10.1016/j.jfineco.2012.11.007openalex-snapshot
Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply
inferredcites →https://doi.org/10.1016/j.jfineco.2020.02.006openalex-snapshot
The importance of being special: Repo markets during the crisis
inferredcites →https://doi.org/10.1016/j.jfineco.2020.04.009openalex-snapshot
The scarcity effect of QE on repo rates: Evidence from the euro area
inferredcites →https://doi.org/10.1016/j.jfineco.2020.10.009openalex-snapshot
Benchmark interest rates when the government is risky
inferredcites →https://doi.org/10.1016/j.jfineco.2021.05.044openalex-snapshot
Treasury inconvenience yields during the COVID-19 crisis
inferredcites →https://doi.org/10.1016/j.jfineco.2023.04.007openalex-snapshot
Market power in wholesale funding: A structural perspective from the triparty repo market
inferredcites →https://doi.org/10.1016/j.jfineco.2023.103738openalex-snapshot
Monetary policy transmission in segmented markets
inferredcites →https://doi.org/10.1016/j.jinteco.2018.01.001openalex-snapshot
The U.S. Treasury Premium
inferredcites →https://doi.org/10.1016/j.jmoneco.2005.07.010openalex-snapshot
Taylor Rules, McCallum Rules and the Term Structure of Interest Rates
inferredcites →https://doi.org/10.1016/j.jmoneco.2007.06.029openalex-snapshot
The U.S. Treasury yield curve: 1961 to the present
inferredcites →https://doi.org/10.1016/j.jmoneco.2020.09.003openalex-snapshot
Measuring the effects of federal reserve forward guidance and asset purchases on financial markets
inferredcites →https://doi.org/10.1016/j.jmoneco.2023.01.002openalex-snapshot
Diminishing treasury convenience premiums: Effects of dealers’ excess demand and balance sheet constraints
inferredcites →https://doi.org/10.1016/j.red.2019.05.002openalex-snapshot
The use of collateral in bilateral repurchase and securities lending agreements
inferredcites →https://doi.org/10.1017/s0022109018000790openalex-snapshot
The Scarcity Value of Treasury Collateral: Repo-Market Effects of Security-Specific Supply and Demand Factors
inferredcites →https://doi.org/10.1086/426038openalex-snapshot
Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy
inferredcites →https://doi.org/10.1086/666526openalex-snapshot
The Aggregate Demand for Treasury Debt
inferredcites →https://doi.org/10.1093/qje/qjw028openalex-snapshot
The Liquidity Premium of Near-Money Assets*
inferredcites →https://doi.org/10.1093/qje/qjx005openalex-snapshot
Credit Crises, Precautionary Savings, and the Liquidity Trap*
inferredcites →https://doi.org/10.1093/rapstu/raaa008openalex-snapshot
The Unprecedented Stock Market Reaction to COVID-19
inferredcites →https://doi.org/10.1093/rfs/hhm088openalex-snapshot
Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
inferredcites →https://doi.org/10.1093/rfs/hht133openalex-snapshot
Bond Supply and Excess Bond Returns
inferredcites →https://doi.org/10.1093/rfs/hhz030openalex-snapshot
Negative Swap Spreads and Limited Arbitrage
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb02692.xopenalex-snapshot
Special Repo Rates
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb02750.xopenalex-snapshot
Special Repo Rates: An Empirical Analysis
inferredcites →https://doi.org/10.1111/jofi.12009openalex-snapshot
The Cost of Short‐Selling Liquid Securities
inferredcites →https://doi.org/10.1111/jofi.12750openalex-snapshot
An Explanation of Negative Swap Spreads: Demand for Duration from Underfunded Pension Plans
inferredcites →https://doi.org/10.1111/jofi.12776openalex-snapshot
Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds
inferredcites →https://doi.org/10.1162/rest_a_01071openalex-snapshot
The Four-Equation New Keynesian Model
inferredcites →https://doi.org/10.1257/aer.104.1.27openalex-snapshot
Risk Shocks
inferredcites →https://doi.org/10.1257/aer.20161996openalex-snapshot
Forward Guidance without Common Knowledge
inferredcites →https://doi.org/10.1257/aer.20211319openalex-snapshot
The Flight to Safety and International Risk Sharing
inferredcites →https://doi.org/10.1287/mnsc.2017.2768openalex-snapshot
Financial Regulatory Reform After the Crisis: An Assessment
inferredcites →https://doi.org/10.17016/2380-7172.2827openalex-snapshot
How Do Principal Trading Firms and Dealers Trade around FOMC Statement Releases?
inferredcites →https://doi.org/10.17016/2380-7172.2979openalex-snapshot
Sizing hedge funds' Treasury market activities and holdings
inferredcites →https://doi.org/10.17016/2380-7172.3341openalex-snapshot
Dealers' Treasury Market Intermediation and the Supplementary Leverage Ratio
inferredcites →https://doi.org/10.17016/feds.2012.57openalex-snapshot
Expectations about the Federal Reserve's Balance Sheet and the Term Structure of Interest Rates
inferredcites →https://doi.org/10.2139/ssrn.1572481openalex-snapshot
Endogenous Liquidity Supply
inferredcites →https://doi.org/10.2139/ssrn.2664207openalex-snapshot
Reference Guide to U.S. Repo and Securities Lending Markets
inferredcites →https://doi.org/10.2139/ssrn.3756410openalex-snapshot
Monetary Policy Transmission in Segmented Markets
inferredcites →https://doi.org/10.3386/w13245openalex-snapshot
Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models
inferredcites →https://doi.org/10.3386/w17344openalex-snapshot
Managing a Liquidity Trap: Monetary and Fiscal Policy
inferredcites →https://doi.org/10.3386/w31863openalex-snapshot
When do Treasuries Earn the Convenience Yield? — A Hedging Perspective
inferredcites →https://doi.org/10.3386/w32707openalex-snapshot
Risk, Specialization, and Covered-Interest Parity
inferredcites →https://doi.org/10.3982/ecta17440openalex-snapshot
Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440)
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