Min Wei

Board of Governors of the Federal Reserve - Division of Monetary Affairs

20th and C Streets, NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 7,324

SSRN RANKINGS

Top 7,324

in Total Papers Downloads

6,050

CITATIONS
Rank 835

SSRN RANKINGS

Top 835

in Total Papers Citations

750

Scholarly Papers (14)

The Term Structure of Real Rates and Expected Inflation

NBER Working Paper No. w12930
Number of pages: 68 Posted: 24 Feb 2007 Last Revised: 03 Nov 2010
Andrew Ang, Geert Bekaert and Min Wei
BlackRock, Inc, Columbia Business School - Finance and Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 355 (82,398)
Citation 1

Abstract:

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2.
Downloads 1,715 ( 9,260)
Citation 214

What Does the Yield Curve Tell Us About GDP Growth?

AFA 2005 Philadelphia Meetings; Columbia Business School Working Paper
Number of pages: 40 Posted: 23 Jan 2005
BlackRock, Inc, University of Chicago - Booth School of Business and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 1,449 (11,901)
Citation 7

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GDP Forecasting; Short Rate; Term Spread; Arbitrage-Free Term Structure Models; Out-of-Sample Forecast

What Does the Yield Curve Tell Us About GDP Growth?

NBER Working Paper No. w10672
Number of pages: 59 Posted: 02 Sep 2004 Last Revised: 31 Aug 2010
BlackRock, Inc, University of Chicago - Booth School of Business and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 266 (113,301)
Citation 11

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3.
Downloads 1,285 ( 14,668)
Citation 13

Flights to Safety

National Bank of Belgium Working Paper No. 230
Number of pages: 75 Posted: 13 Oct 2012 Last Revised: 16 Jan 2019
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, Ghent University - Department of Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 1,050 (19,586)
Citation 1

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Flight-to-Safety, Flight-to-Quality, Stock-Bond Return Correlation, Liquidity, Hedge Funds

Flights to Safety

FEDS Working Paper No. 2014-46
Number of pages: 59 Posted: 29 Jun 2014
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, Ghent University - Department of Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 90 (284,323)
Citation 7

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flight-to-safety, flight-to-quality, stock-bond return correlation, liquidity, hedge funds

Flights to Safety

Columbia Business School Research Paper No. 18-58
Number of pages: 75 Posted: 19 Jul 2018 Last Revised: 16 Jan 2019
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, Ghent University - Department of Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 70 (331,138)
Citation 6

Abstract:

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Flight-to-Safety, Flight-to-Quality, Stock-Bond Return Correlation, Liquidity, Hedge Funds

Flights to Safety

Netspar Discussion Paper No. 05/2013-034
Number of pages: 72 Posted: 19 Oct 2013 Last Revised: 16 Jan 2019
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, Ghent University - Department of Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 65 (344,872)
Citation 1

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Flight-to-Safety, Flight-to-Quality, Stock-Bond Return Correlation, Liquidity, Hedge Funds

Flights to Safety

NBER Working Paper No. w19095
Number of pages: 76 Posted: 31 May 2013
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, Ghent University - Department of Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 10 (603,126)

Abstract:

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Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices

FEDS Working Paper No. 2014-24
Number of pages: 88 Posted: 10 Apr 2014
Board of Governors of the Federal Reserve System, Federal Reserve Board - Division of Monetary Affairs and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 576 (45,349)
Citation 23

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TIPS, breakeven inflation, deflation floor, expected inflation, indexation Lag, inflation risk premium, liquidity premiums

Tips from Tips: The Informational Content of Treasury Inflation-Protected Security Prices

BIS Working Paper No. 248
Number of pages: 48 Posted: 16 Apr 2008
Board of Governors of the Federal Reserve System, Federal Reserve Board - Division of Monetary Affairs and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 319 (93,078)

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term structure model, inflation expectation, inflation risk premium, SPF, Treasury Inflation-Protected Securities (TIPS)

Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices

FEDS Working Paper No. 19
Number of pages: 75 Posted: 12 Mar 2011
Board of Governors of the Federal Reserve System, Federal Reserve Board - Division of Monetary Affairs and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 140 (206,034)
Citation 37

Abstract:

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Treasury inflation-protected securities (TIPS), expected inflation, inflation risk premium, liquidity, SPF, term structure

Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?

Number of pages: 55 Posted: 09 Aug 2005
Andrew Ang, Geert Bekaert and Min Wei
BlackRock, Inc, Columbia Business School - Finance and Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 335 (88,092)
Citation 5

Abstract:

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ARIMA, Phillips curve, forecasting, term structure models

Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?

NBER Working Paper No. w11538
Number of pages: 55 Posted: 19 Sep 2005 Last Revised: 13 Jul 2010
Andrew Ang, Geert Bekaert and Min Wei
BlackRock, Inc, Columbia Business School - Finance and Economics and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 209 (144,478)
Citation 8

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Downloads 542 ( 49,641)
Citation 38

Uncovered Interest Rate Parity and the Term Structure

Columbia Business School Working Paper; EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 57 Posted: 06 Feb 2002
Geert Bekaert, Min Wei and Yuhang Xing
Columbia Business School - Finance and Economics, Board of Governors of the Federal Reserve - Division of Monetary Affairs and Rice University
Downloads 490 (55,798)

Abstract:

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Expectations Hypotheses, Uncovered Interest Rate Parity, Term Structure, Long Horizon Test

Uncovered Interest Rate Parity and the Term Structure

NBER Working Paper No. w8795
Number of pages: 57 Posted: 21 Feb 2002 Last Revised: 26 Oct 2010
Geert Bekaert, Min Wei and Yuhang Xing
Columbia Business School - Finance and Economics, Board of Governors of the Federal Reserve - Division of Monetary Affairs and Rice University
Downloads 52 (385,685)
Citation 10

Abstract:

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7.

Human Capital, Business Cycles and Asset Pricing

Number of pages: 70 Posted: 01 Jul 2004
Min Wei
Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 393 (73,798)
Citation 4

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Human capital, education, asset pricing, equity premium puzzle, time-varying risk aversion

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
Federal Reserve Board - International Financial Transactions, 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 - Division of Monetary Affairs
Downloads 49 (389,406)
Citation 9

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

9.

Evolving Macroeconomic Perceptions and the Term Structure of Interest Rates

FEDS Working Paper No. 2010-01
Number of pages: 55 Posted: 05 Mar 2011
Min Wei and Athanasios Orphanides
Board of Governors of the Federal Reserve - Division of Monetary Affairs and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 49 (389,406)

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Macro Term Structure Model, Recursive VAR, Survey Forecasts, Anticipated Utility

10.

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 - Division of Monetary Affairs
Downloads 37 (434,118)
Citation 10

Abstract:

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

11.

The Effect of the Federal Reserve’s Securities Holdings on Longer-term Interest Rates

GMU Working Paper in Economics
Number of pages: 9 Posted: 01 Jan 2019
Brian Bonis, Jane E. Ihrig and Min Wei
George Mason University, Federal Reserve Board - International Financial Transactions and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 27 (479,620)

Abstract:

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Federal Reserve, monetary policy, term premium effect

12.

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 - Division of Monetary Affairs
Downloads 12 (566,276)
Citation 1

Abstract:

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

13.

Comments on 'Determinants of Asia-Pacific Government Bond Yields'

BIS Paper No. 102d
Number of pages: 4 Posted: 22 May 2019
Min Wei
Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 7 (597,727)

Abstract:

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14.

Tips from Tips: Update and Discussions

FED Notes No. 2019-05-21
Posted: 13 Aug 2019
Don H. Kim, Cait Walsh and Min Wei
Federal Reserve Board - Division of Monetary Affairs, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve - Division of Monetary Affairs

Abstract:

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Other Papers (1)

Total Downloads: 2
1.

Projected Evolution of the SOMA Portfolio and the 10-year Treasury Term Premium Effect

GMU Working Paper in Economics (Forthcoming)
Number of pages: 7 Posted: 31 Dec 2018
Brian Bonis, Jane E. Ihrig and Min Wei
George Mason University, Federal Reserve Board - International Financial Transactions and Board of Governors of the Federal Reserve - Division of Monetary Affairs
Downloads 2

Abstract:

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Federal Reserve, balance sheet, monetary policy