{"id":"https://openalex.org/W2428596182","doi":"https://doi.org/10.2139/ssrn.2777690","title":"A Portfolio Model of Quantitative Easing","display_name":"A Portfolio Model of Quantitative Easing","publication_year":2016,"publication_date":"2016-01-01","ids":{"openalex":"https://openalex.org/W2428596182","doi":"https://doi.org/10.2139/ssrn.2777690","mag":"2428596182"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.2777690","doi":"https://doi.org/10.2139/ssrn.2777690","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2777690","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"volume":null,"type":"preprint","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.2777690","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5064189702","display_name":"Jens H. E. Christensen","orcid":"https://orcid.org/0000-0001-7494-2736","observed_orcids":["https://orcid.org/0000-0001-7494-2736"]},"institutions":[{"id":"https://openalex.org/I19990318","display_name":"Federal Reserve Bank of San Francisco","ror":"https://ror.org/05p5xsx92","country_code":"US","type":"other","lineage":["https://openalex.org/I1317239608","https://openalex.org/I19990318"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Jens Henrik Eggert Christensen","raw_affiliation_strings":["FRB of San Francisco - Financial Research, 101 Market Street, San Francisco, CA 94105, United States","FRB of San Francisco - Financial Research"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"FRB of San Francisco - Financial Research, 101 Market Street, San Francisco, CA 94105, United States","institution_ids":["https://openalex.org/I19990318"]},{"raw_affiliation_string":"FRB of San Francisco - Financial Research","institution_ids":["https://openalex.org/I19990318"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5066264136","display_name":"Signe Krogstrup","orcid":"https://orcid.org/0000-0002-3115-9693","observed_orcids":["https://orcid.org/0000-0002-3115-9693"]},"institutions":[{"id":"https://openalex.org/I88189429","display_name":"Danmarks Nationalbank","ror":"https://ror.org/01hh2jh68","country_code":"DK","type":"other","lineage":["https://openalex.org/I88189429"]}],"countries":["DK"],"is_corresponding":false,"raw_author_name":"Signe Krogstrup","raw_affiliation_strings":["Danmarks Nationalbank (The Central Bank of Denmark), Havnegade 5, Copenhagen, 1093, Denmark","National Bank of Denmark - Economics Department, 1093 Copenhagen, Denmark","Danmarks Nationalbank (The Central Bank of Denmark)","National Bank of Denmark - Economics Department"],"raw_orcid":"https://orcid.org/0000-0002-3115-9693","affiliations":[{"raw_affiliation_string":"Danmarks Nationalbank (The Central Bank of Denmark), Havnegade 5, Copenhagen, 1093, Denmark","institution_ids":["https://openalex.org/I88189429"]},{"raw_affiliation_string":"National Bank of Denmark - Economics Department, 1093 Copenhagen, Denmark","institution_ids":["https://openalex.org/I88189429"]},{"raw_affiliation_string":"Danmarks Nationalbank (The Central Bank of Denmark)","institution_ids":["https://openalex.org/I88189429"]},{"raw_affiliation_string":"National Bank of Denmark - Economics Department","institution_ids":["https://openalex.org/I88189429"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5064189702"],"corresponding_institution_ids":["https://openalex.org/I19990318"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":11,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9384999871253967,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9384999871253967,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.04749999940395355,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.004000000189989805,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/quantitative-easing","display_name":"quantitative easing","score":1.0},{"id":"https://openalex.org/keywords/central-bank-reserves","display_name":"central bank reserves","score":0.7770000100135803},{"id":"https://openalex.org/keywords/asset-substitutability","display_name":"asset substitutability","score":0.8690000176429749},{"id":"https://openalex.org/keywords/portfolio-effect","display_name":"portfolio effect","score":0.6800000071525574},{"id":"https://openalex.org/keywords/bond-prices","display_name":"bond prices","score":0.6890000104904175},{"id":"https://openalex.org/keywords/central-bank-asset-purchases","display_name":"central bank asset purchases","score":0.7089999914169312},{"id":"https://openalex.org/keywords/financial-frictions","display_name":"financial frictions","score":0.6499999761581421}],"concepts":[{"id":"https://openalex.org/C29185160","wikidata":"https://www.wikidata.org/wiki/Q874727","display_name":"Quantitative easing","level":4,"score":0.8283385038375854},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5642204284667969},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.362068235874176},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3620147407054901},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.33277738094329834},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.26360809803009033},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.2281007468700409},{"id":"https://openalex.org/C126285488","wikidata":"https://www.wikidata.org/wiki/Q178476","display_name":"Monetary policy","level":2,"score":0.15929684042930603},{"id":"https://openalex.org/C2992735868","wikidata":"https://www.wikidata.org/wiki/Q66344","display_name":"Central bank","level":3,"score":0.08606770634651184}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.2139/ssrn.2777690","doi":"https://doi.org/10.2139/ssrn.2777690","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2777690","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},{"id":"pmh:oai:RePEc:fip:fedfwp:2016-12","doi":null,"is_oa":false,"landing_page_url":"http://www.frbsf.org/economic-research/files/wp2016-12.pdf","pdf_url":"http://www.frbsf.org/economic-research/files/wp2016-12.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:RePEc:iie:wpaper:wp16-7","doi":null,"is_oa":false,"landing_page_url":"https://www.piie.com/publications/working-papers/portfolio-model-quantitative-easing","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:RePEc:snb:snbwpa:2016-19","doi":null,"is_oa":false,"landing_page_url":"https://www.snb.ch/n/mmr/reference/working_paper_2016_19/source/working_paper_2016_19.n.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"}],"best_oa_location":{"id":"doi:10.2139/ssrn.2777690","doi":"https://doi.org/10.2139/ssrn.2777690","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2777690","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":18,"referenced_works":["https://openalex.org/W1492170463","https://openalex.org/W1584531040","https://openalex.org/W1588947365","https://openalex.org/W1663622626","https://openalex.org/W1978282661","https://openalex.org/W1985919339","https://openalex.org/W2078161992","https://openalex.org/W2133350126","https://openalex.org/W2142014636","https://openalex.org/W2152110580","https://openalex.org/W2167585384","https://openalex.org/W2269459950","https://openalex.org/W2993327023","https://openalex.org/W3022742699","https://openalex.org/W3124069068","https://openalex.org/W3125249465","https://openalex.org/W3125955580","https://openalex.org/W3126045432"],"related_works":["https://openalex.org/W3126045432","https://openalex.org/W2238261852","https://openalex.org/W2937442290","https://openalex.org/W2993327023","https://openalex.org/W7101121009","https://openalex.org/W2967657276","https://openalex.org/W7084402079","https://openalex.org/W2414771214","https://openalex.org/W3123598189","https://openalex.org/W2763689373"],"abstract_inverted_index":null,"counts_by_year":[{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":3},{"year":2016,"cited_by_count":1}],"updated_date":"2026-10-14T16:39:01.820549","created_date":"2016-06-24T00:00:00"}
