Zhaogang Song - Central Bank Research Hub

Papers by year: All | 2015 | 2014

Title Other author(s)

An Empirical Test of Auction Efficiency: Evidence from MBS Auctions of the Federal Reserve

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2015-082, 06.08.2015)

Term Structure of Interest Rates with Short-run and Long-run Risks

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2015-095, 30.07.2015)

JEL: G12, G13, G14

A Tale of Two Option Markets: Pricing Kernels and Volatility Risk

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2014-58, 14.08.2014)

JEL: G12, G13

QE Auctions of Treasury Bonds

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2014-48, 23.07.2014)

JEL: G12, G13

Papers by year: All | 2015 | 2014