Advanced search
Publication Cover
Applied Economics Letters Volume 26, 2019 - Issue 16
Submit an article Journal homepage
193
Views
1
CrossRef citations to date
0
Altmetric
Articles

Foreign official purchases of U.S. treasuries and mortgage rates

Jing FangSchool of Economics, Huazhong University of Science and Technology, Wuhan, ChinaView further author information
&
Dingming LiuWang Yanan Institute for Studies in Economics, Xiamen University, Xiamen, China;Department of International Economics and Trade, School of Economics, Xiamen University, Xiamen, ChinaCorrespondence[email protected]
ORCID Iconhttp://orcid.org/0000-0001-5520-0526View further author information
ORCID Icon
Pages 1306-1312 | Published online: 15 Dec 2018

References

  • Ayanou, T. 2016. “Foreign Capital Inflows to the USA and Mortgage Interest Rates.” Journal of Housing Economics 34: 1–14. doi:10.1016/j.jhe.2016.06.001.
  • Beltran, D. O., M. Kretchmer, J. Marquez, and C. P. Thomas. 2013. “Foreign Holdings of US Treasuries and US Treasury Yields.” Journal of International Money and Finance 32: 1120–1143. doi:10.1016/j.jimonfin.2012.09.005.
  • Bertaut, C. C., and R. Judson 2014. “Estimating US Cross-Border Securities Positions: New Data and New Methods.” International Finance Discussion Papers 1113. Washington: Board of Governors of the Federal Reserve System, August.
  • Bertaut, C. C., and R. W. Tryon 2007. “Monthly Estimates of U.S. Cross-Border Securities Positions.” International Finance Discussion Papers 910. Washington: Board of Governors of the Federal Reserve System, November.
  • Gertler, M., and P. Karadi. 2015. “Monetary Policy Surprises, Credit Costs, and Economic Activity.” American Economic Journal: Macroeconomics 7 (1): 44–76.
  • Gonçalves, S., and L. Kilian. 2004. “Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form.” Journal of Econometrics 123 (1): 89–120. doi:10.1016/j.jeconom.2003.10.030.
  • Kilian, L. 2009. “Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market.” American Economic Review 99 (3): 1053–1069. doi:10.1257/aer.99.3.1053.
  • Levy-Yeyati, E., F. Sturzenegger, and P. A. Gluzmann. 2013. “Fear of Appreciation.” Journal of Development Economics 101: 233–247. doi:10.1016/j.jdeveco.2012.11.008.
  • Mertens, K., and M. O. Ravn. 2013. “The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States.” American Economic Review 103 (4): 1212–1247. doi:10.1257/aer.103.4.1212.
  • Stock, J. H., and M. W. Watson. 2012. “Disentangling the Channels of the 2007–09 Recession.” Brookings Papers on Economic Activity: Spring 2012. 81. doi:10.1353/eca.2012.0005.
  • Warnock, F. E., and V. C. Warnock. 2009. “International Capital Flows and US Interest Rates.” Journal of International Money and Finance 28 (6): 903–919. doi:10.1016/j.jimonfin.2009.03.002.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.