The impact of quantitative easing on the US term structure of interest rates
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Finance
Link
http://link.springer.com/content/pdf/10.1007/s11147-014-9099-7.pdf
Reference27 articles.
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3. Bank, P., & Baum, D. (2004). Hedging and portfolio optimization in financial markets with a large trader. Mathematical Finance, 14, 1–18.
4. Baxter, M., & Rennie, A. (1996). Financial calculus: An introduction to derivative pricing. Cambridge: Cambridge Univ. Press.
5. Bernanke, B., & Reinhart, V. (2004). Conducting monetary policy at very low short-term interest rates. American Economic Review, 94(2), 85–90.
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