Canlin Li

Board of Governors of the Federal Reserve System

Senior Economic Project Manager

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

    • Email
    • Tel: 202-452-2227
SCHOLARLY PAPERS

12

DOWNLOADS
Rank 41,617

SSRN RANKINGS

Top 41,617

in Total Papers Downloads

2,427

TOTAL CITATIONS
Rank 11,923

SSRN RANKINGS

Top 11,923

in Total Papers Citations

114

Scholarly Papers (12)

Actions:
Email selected abstracts
1.

International Spillovers of Monetary Policy: Conventional Policy vs. Quantitative Easing

International Finance Discussion Paper No. 1234
Number of pages: 49 Posted: 23 Aug 2018 Last Revised: 29 Apr 2020
Stephanie E. Curcuru, Steven B. Kamin, Canlin Li and Marius Rodriguez
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 504 (113,095)
Citation 3

Abstract:

Loading...

2.

Preferred-Habitat and Demand Factors in the Term Structure: Evidence from the Chinese Bond Market

Downloads 477 (120,722)

Preferred-Habitat and Demand Factors in the Term Structure: Evidence from the Chinese Bond Market

Number of pages: 37 Posted: 12 Mar 2012 Last Revised: 27 Mar 2013
Longzhen Fan, Canlin Li and Guofu Zhou
Department of Finance, School of Management, Fudan University, Board of Governors of the Federal Reserve System and Washington University in St. Louis - John M. Olin Business School
Downloads 312 (193,900)

Abstract:

Loading...

Preferred-habitat hypothesis, Market segmentation, Ocial interest rates, Bond demand, Affine term structure model

Preferred-Habitat and Demand Factors in the Term Structure: Evidence from the Chinese Bond Market

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 37 Posted: 02 Oct 2012 Last Revised: 26 Mar 2013
Longzhen Fan, Canlin Li and Guofu Zhou
Department of Finance, School of Management, Fudan University, Board of Governors of the Federal Reserve System and Washington University in St. Louis - John M. Olin Business School
Downloads 165 (358,552)

Abstract:

Loading...

the preferred-habitat hypothesis, market segmentation, official interest rates, bond demand, affine term structure model

3.

A Generalized Arbitrage-Free Nelson-Siegel Term Structure Model with Macroeconomic Fundamentals

Number of pages: 31 Posted: 21 Mar 2011
Canlin Li, Linlin Niu and Gengming Zeng
Board of Governors of the Federal Reserve System, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 429 (137,344)
Citation 3

Abstract:

Loading...

Yield curve, term structure models, macroeconomic fundamentals, factor models

4.

Taxonomy of Global Risk, Uncertainty, and Volatility Measures

International Finance Discussion Paper No. 1216
Number of pages: 49 Posted: 26 Nov 2017
Deepa Datta, Juan M. Londono, Bo Sun, Daniel O. Beltran, Thiago R.T. Ferreira, Matteo Iacoviello, Mohammad R. Jahan-Parvar, Canlin Li, Marius Rodriguez and John H. Rogers
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, University of Virginia Darden School of Business, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Fudan University - Fanhai International School of Finance (FISF)
Downloads 364 (164,891)
Citation 4

Abstract:

Loading...

5.

Duration Risk Versus Local Supply Channel in Treasury Yields: Evidence from the Federal Reserve's Asset Purchase Announcements

FEDS Working Paper No. 2013-35
Number of pages: 38 Posted: 31 May 2017
Michael Cahill, Stefania D'Amico, Canlin Li and John Sears
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 194 (310,836)
Citation 7

Abstract:

Loading...

6.

What Drive Market Interest Rates in China?

Number of pages: 30 Posted: 12 Feb 2013
Longzhen Fan and Canlin Li
Department of Finance, School of Management, Fudan University and Board of Governors of the Federal Reserve System
Downloads 144 (401,740)

Abstract:

Loading...

macro finance, interest rates, monetary policy, demand effect

7.

Term Structure Modelling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs

FEDS Working Paper No. 2012-37
Number of pages: 34 Posted: 19 Dec 2012
Canlin Li and Min Wei
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 140 (413,064)
Citation 23

Abstract:

Loading...

Yield curve, preferred habitat, supply effects, factor models, state-space models, large-scale asset purchases (LSAP)

8.

Expectations About the Federal Reserve's Balance Sheet and the Term Structure of Interest Rates

FEDS Working Paper No. 2012-57
Number of pages: 63 Posted: 26 Dec 2012
Jane E. Ihrig, Elizabeth Klee, Canlin Li, Brett Schulte and Min Wei
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 128 (440,584)
Citation 35

Abstract:

Loading...

Balance sheet projections, term structure of interest rates, supply effects, treasury yields, Large

9.

Term Structure Modeling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs

FEDS Working Paper No. 2014-7
Number of pages: 34 Posted: 31 May 2017
Canlin Li and Min Wei
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 47 (784,223)
Citation 39

Abstract:

Loading...

No-arbitrage term structure models, Yield curve, Preferred habitat, Supply effects, Factor models, large-scale asset purchases, Agency mortgage-backed securities (MBS)

10.

Expectations About the Federal Reserve'S Balance Sheet and the Term Structure of Interest Rates

FEDS Working Paper No. 2012-57
Posted: 09 Jul 2021
Jane E. Ihrig, Elizabeth C. Klee, Canlin Li, Brett Schulte and Min Wei
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...

11.

Robustness of Long-Maturity Term Premium Estimates

FEDS Notes No. 2017-04-03 https://doi.org/10.17016/2380-7172.1927
Posted: 14 Oct 2017
Canlin Li, Andrew Meldrum and Marius Rodriguez
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...

12.

Measuring Agency MBS Market Liquidity with Transaction Data

FEDS Notes No. 2014-01-31-1 https://doi.org/10.17016/2380-7172.0007
Posted: 16 Dec 2014
Sean D. Campbell, Canlin Li and Jay Im
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...