Market Macro Hub — Research Library

SSRN

SSRN Working Papers

Peer-reviewed and pre-print research on market microstructure, factor investing, regimes, and macro dynamics.

IMF

IMF Working Papers

Inflation dynamics, oil price shocks, exchange rate pass-through, and monetary policy credibility.

Balance of Payments Manual (BPM) imf.org Capital Mobility and the Output Inflation Tradeoff imf.org Commodity Prices Cyclical Weakness or Secular Decline imf.org Credibility Dynamics and Disinflation Plans imf.org Fiscal Deficits and Inflation imf.org Global Trade and the Dollar imf.org Growth Nontradables and Price Convergence in the Baltics imf.org Income Inequality Does Inflation Matter imf.org Inflation and Income Distribution Further Evidence on Empirical Links imf.org Inflation Expectations in the U.S. imf.org Inflation Nominal Interest Rates and the Variability of Output imf.org Monetary Policy Surprises and Inflation Expectation Dispersion imf.org Oil Price Shocks and Economic Growth in Oil Exporting Countries Does the Size of Government imf.org Oil Prices and Inflation Dynamics Evidence from Advanced and Developing Economies imf.org Patterns of Foreign Exchange Intervention under Inflation Targeting imf.org Real Estate Price Inflation Monetary Policy and Expectations in the United States and Japan imf.org Real Exchange Rate and External Balance How Important Are Price Deflators imf.org Settling the Inflation Targeting Debate Lights from a Meta Regression Analysis imf.org Sticky Prices An Empirical Assessment of Alternative Models imf.org Taking Stock Who Benefited from the Oil Price Shocks imf.org The Plutocratic Bias in the CPI Evidence from Spain imf.org To Pass or Not to Pass Through International Fuel Price Changes to Domestic Fuel Prices in imf.org Why Has Inflation in the United States Remained So Low Reassessing the Importance of Labor imf.org

BIS

BIS Publications

Central banking, liquidity, cross-border flows, and financial stability working papers.

BIS bisbull55 bis.org BIS bisbull67 bis.org BIS bispap38 bis.org BIS bispap40 bis.org BIS bispap49 bis.org BIS econ11 bis.org BIS econ24 bis.org BIS econ3 bis.org BIS othp30 bis.org BIS r_qt1609e bis.org BIS r_qt1709e bis.org BIS r_qt2212h bis.org BIS r_qt2312v bis.org BIS work1047 bis.org BIS work1054 bis.org BIS work1056 bis.org BIS work1057 bis.org BIS work1077 bis.org BIS work1082 bis.org BIS work1114 bis.org BIS work1141 bis.org BIS work1152 bis.org BIS work185 bis.org BIS work196 bis.org BIS work427 bis.org BIS work464 bis.org BIS work485 bis.org BIS work582 bis.org BIS work590 bis.org BIS work602 bis.org BIS work623 bis.org BIS work647 bis.org BIS work713 bis.org BIS work759 bis.org BIS work776 bis.org BIS work789 bis.org BIS work809 bis.org BIS work864 bis.org BIS work883 bis.org BIS work895 bis.org BIS work896 bis.org BIS work980 bis.org BIS work982 bis.org BIS work983 bis.org

AQR

AQR Research

Stock-bond correlation, factor momentum, and bond yield drivers from the quant shop.

A Changing Stock Bond Correlation aqr.com Factor Momentum Everywhere aqr.com Stock Bond Correlations aqr.com What Drives Bond Yields aqr.com When Stock Bond Diversification Fails aqr.com

FED

Federal Reserve & NY Fed

Yield curve signals, balance sheet mechanics, and policy speeches.

ci12 5l newyorkfed.org Speech: Jefferson (Mar 2023) federalreserve.gov the central bank balance sheet trilemma 20260114l federalreserve.gov Yield Curve as a Leading Indicator (FAQ) newyorkfed.org

NBER

National Bureau of Economic Research working papers.

NBER Working Paper w25855 nber.org NBER Working Paper w34102 nber.org

DOC

Other Sources

Limit order book studies, flow trading, swap market guides, and dissertations.

academic.oup.com academic.oup.com csinvesting.org csinvesting.org docs.lib.purdue.edu docs.lib.purdue.edu eprints.pm-research.com eprints.pm-research.com ericbudish.org ericbudish.org finance.unibocconi.eu finance.unibocconi.eu financialresearch.gov financialresearch.gov hal.science hal.science mpra.ub.uni-muenchen.de mpra.ub.uni-muenchen.de researchgate.net researchgate.net spglobal.com spglobal.com twosigma.com twosigma.com

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