5th Conference on Fixed Income Markets : Recent Advances in Fixed Income Research and Implications for Monetary Policy, November 5-6, 2015
The Federal Reserve Bank of San Francisco hosted a conference to focus on recent advances in fixed income research and implications for monetary policy.
- 2010s
- Recent Advances in Fixed Income Research and Implications for Monetary Policy : 5th Conference on Fixed Income Markets
- A Lesson from the Great Depression that the Fed Might have Learned: A Comparison of the 1932 Open Market Purchases with Quantitative Easing
- A Lesson from the Great Depression that the Fed Might have Learned: A Comparison of the 1932 Open Market Purchases with Quantitative Easing [Presentation]
- [Discussion of] A Lesson from the Great Depression that the Fed Might have Learned: A Comparison of the 1932 Open Market Purchases with Quantitative Easing [Presentation]
- Transmission of Quantitative Easing: The Role of Central Bank Reserves
- Transmission of Quantitative Easing: The Role of Central Bank Reserves [Presentation]
- Economic Policy Uncertainty and the Yield Curve
- Economic Policy Uncertainty and the Yield Curve [Presentation]
- Discussion of Economic Policy Uncertainty and the Yield Curve [Presentation]
- Macro Risks and the Term Structure
- Macro Risks and the Term Structure [Presentation]
- Discussion of Macro Risks and the Term Structure [Presentation]
- A Macroeconomic Model of Equities and Real, Nominal, and Defaultable Debt
- A Macroeconomic Model of Equities and Real, Nominal, and Defaultable Debt [Presentation]
- [Discussion of] A Macroeconomic Model of Equities and Real, Nominal, and Defaultable Debt [Presentation]
- Bond Risk Premia in Consumption-Based Models
- Bond Risk Premia in Consumption-Based Models [Presentation]
- Robust Bond Risk Premia
- Robust Bond Risk Premia [Presentation]
- Comments on Robust Bond Risk Premia [Presentation]
- Loss Functions for Forecasting Treasury Yields
- Loss Functions for Forecasting Treasury Yields [Presentation]
- Discussion of Loss Functions for Forecasting Treasury Yields [Presentation]
- Tractable Term Structure Models: A New Approach
- Tractable Term Structure Models: A New Approach [Presentation]
- Staying at Zero with Affine Processes: An Application to Term Structure Modelling
- Staying at Zero with Affine Processes: An Application to Term Structure Modelling [Presentation]
- Reaching for Yield by Corporate Bond Mutual Funds
- Discussion of Reaching for Yield by Corporate Bond Mutual Funds [Presentation]
- Collateral, Central Bank Repos, and Systemic Arbitrage
- Collateral, Central Bank Repos, and Systemic Arbitrage [Presentation]
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2015
Federal Reserve Bank of San Francisco
