LSE creators

Number of items: 4.
Finance
  • Gourinchas, Pierre-Olivier, Ray, Walker, Vayanos, Dimitri (2025). A preferred-habitat model of term premia, exchange rates, and monetary policy spillovers. American Economic Review, 115(11), 3788 – 3824. https://doi.org/10.1257/aer.20220379 picture_as_pdf
  • Gourinchas, Pierre-Olivier, Ray, Walker, Vayanos, Dimitri (2025). Data and Code for "A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers". [Dataset]. OpenICPSR. https://doi.org/10.3886/e228661
  • Ray, Walker, Droste, Michael, Gorodnichenko, Yuriy (2024). Unbundling quantitative easing: taking a cue from treasury auctions. Journal of Political Economy, 132(9), 3115 - 3172. https://doi.org/10.1086/729581 picture_as_pdf
    • LSE
  • Walker, Ray, Droste, Michael, Gorodnichenko, Yuriy (2023). Replication package for: "Unbundling Quantitative Easing: Taking a Cue from Treasury Auctions". [Dataset]. Harvard Dataverse. https://doi.org/10.7910/dvn/khzi1l