Discussion paper DP14774 The term structure of CIP violations Patrick Augustin Mikhail Chernov Lukas Schmid Dongho Song 18 May 2020 Financial Economics International Macroeconomics and Finance C1 E43 E44 G12 H60
Discussion paper DP14708 Common shocks in stocks and bonds Anna Cieslak Hao Pang 4 May 2020 Financial Economics Monetary Economics and Fluctuations E43 E44 G12 G14
Discussion paper DP14576 The Murder-Suicide of the Rentier: Population Aging and the Risk Premium Joseph V. Kopecky Alan M. Taylor 6 Apr 2020 Financial Economics Monetary Economics and Fluctuations E21 E43 G11 J11
Discussion paper DP14543 Longer-run economic consequences of pandemics Oscar Jordà Sanjay R. Singh Alan M. Taylor 29 Mar 2020 Economic History International Macroeconomics and Finance Macroeconomics and Growth E43 F41 N10 N30 N40 I10 O40
Discussion paper DP14361 The Choice Channel of Financial Innovation Felipe Saraiva Iachan Plamen T. Nenov Alp Simsek 28 Jan 2020 Financial Economics Macroeconomics and Growth Monetary Economics and Fluctuations E21 E43 E44 G11 G12
Discussion paper DP14279 Micro Jumps, Macro Humps: Monetary Policy and Business Cycles in an Estimated HANK Model Adrien Auclert Matthew Rognlie Ludwig Straub 6 Jan 2020 Monetary Economics and Fluctuations E21 E22 E23 E32 E43 E52
Discussion paper DP14252 How Monetary Policy Shaped the Housing Boom Philipp Schnabl Alexi Savov Itamar Drechsler 26 Dec 2019 Financial Economics E52 E43 G21 G31
Discussion paper DP14201 The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r* Josh Davis Cristian Fuenzalida Alan M. Taylor 17 Dec 2019 Financial Economics Macroeconomics and Growth Monetary Economics and Fluctuations C13 C32 E43 E44 E47 G12
Discussion paper DP14105 Benchmark interest rates when the government is risky Patrick Augustin Mikhail Chernov Lukas Schmid Dongho Song 6 Nov 2019 Financial Economics C1 E43 E44 G12 H60
Discussion paper DP14099 Unconventional Monetary Policy and Auction Cycles of Eurozone Sovereign Debt Josha van Spronsen Roel Beetsma 5 Nov 2019 Financial Economics International Macroeconomics and Finance E43 G12 G15 G18
Discussion paper DP14050 Is There a Zero Lower Bound? The Effects of Negative Policy Rates on Banks and Firms Carlo Altavilla Lorenzo Burlon Mariassunta Giannetti Sarah Holton 10 Oct 2019 Financial Economics Monetary Economics and Fluctuations E52 E43 G21 D2
Discussion paper DP14017 Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect Refet Gürkaynak Gokce Karasoy Can Sang Seok Lee 22 Sep 2019 Financial Economics Monetary Economics and Fluctuations E43 E44 E52 E58 G14