Min Wei

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

23

DOWNLOADS
Rank 8,861

SSRN RANKINGS

Top 8,861

in Total Papers Downloads

6,869

SSRN CITATIONS
Rank 619

SSRN RANKINGS

Top 619

in Total Papers Citations

407

CROSSREF CITATIONS

1,272

Scholarly Papers (23)

1.
Downloads 381 ( 11,040)
Citation 156

The Term Structure of Real Rates and Expected Inflation

Number of pages: 68 Posted: 24 Feb 2007 Last Revised: 02 May 2021
Andrew Ang, Geert Bekaert and Min Wei
BlackRock, Inc, Columbia Business School - Finance and Economics and Board of Governors of the Federal Reserve System
Downloads 381 (99,299)
Citation 1

Abstract:

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2.
Downloads 1,751 ( 12,443)
Citation 242

What Does the Yield Curve Tell Us About GDP Growth?

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 System
Downloads 1,471 (16,091)
Citation 22

Abstract:

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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?

Number of pages: 59 Posted: 02 Sep 2004 Last Revised: 30 Aug 2021
BlackRock, Inc, University of Chicago - Booth School of Business and Board of Governors of the Federal Reserve System
Downloads 280 (139,215)
Citation 37

Abstract:

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3.
Downloads 1,537 ( 15,299)
Citation 35

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 System
Downloads 1,236 (20,880)
Citation 3

Abstract:

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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 System
Downloads 111 (313,131)
Citation 14

Abstract:

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

Flights to Safety

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 System
Downloads 100 (336,410)
Citation 13

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 System
Downloads 75 (402,267)
Citation 2

Abstract:

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

Flights to Safety

Number of pages: 76 Posted: 31 May 2013 Last Revised: 05 Sep 2021
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, Ghent University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 15 (711,885)
Citation 8

Abstract:

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

Posted: 02 Jul 2021
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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

Posted: 09 Jul 2021
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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

Posted: 09 Jul 2021
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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

Number of pages: 88 Posted: 10 Apr 2014
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 682 (48,367)
Citation 29

Abstract:

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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
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 348 (110,055)
Citation 2

Abstract:

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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

Number of pages: 75 Posted: 12 Mar 2011
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 160 (235,812)
Citation 45

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 System
Downloads 350 (109,377)
Citation 4

Abstract:

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ARIMA, Phillips curve, forecasting, term structure models

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

Number of pages: 55 Posted: 19 Sep 2005 Last Revised: 12 Jul 2021
Andrew Ang, Geert Bekaert and Min Wei
BlackRock, Inc, Columbia Business School - Finance and Economics and Board of Governors of the Federal Reserve System
Downloads 215 (181,008)
Citation 34

Abstract:

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6.
Downloads 557 ( 63,507)
Citation 24

Uncovered Interest Rate Parity and the Term Structure

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 System and Rice University
Downloads 498 (72,302)

Abstract:

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

Uncovered Interest Rate Parity and the Term Structure

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 System and Rice University
Downloads 59 (457,575)
Citation 3

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 System
Downloads 414 (90,958)
Citation 7

Abstract:

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

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
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 122 (292,575)
Citation 4

Abstract:

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Federal Reserve, monetary policy, term premium effect

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

Posted: 14 Oct 2017
Brian Bonis, Jane E. Ihrig and Min Wei
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:

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9.

Macroeconomic Effects of Large-Scale Asset Purchases: New Evidence

Number of pages: 53 Posted: 21 Jun 2020
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 121 (292,941)
Citation 1

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10.

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

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 76 (395,019)
Citation 18

Abstract:

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

11.

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

Number of pages: 63 Posted: 26 Dec 2012
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 70 (413,303)
Citation 22

Abstract:

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

12.

Evolving Macroeconomic Perceptions and the Term Structure of Interest Rates

Number of pages: 55 Posted: 05 Mar 2011
Min Wei and Athanasios Orphanides
Board of Governors of the Federal Reserve System and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 54 (469,764)
Citation 7

Abstract:

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

13.

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

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 18 (664,743)
Citation 21

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)

14.

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 System
Downloads 13 (702,414)

Abstract:

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15.

Macroeconomic Sources of Recent Interest Rate Fluctuations

Posted: 12 Jul 2021 Last Revised: 22 Jul 2021
Federal Reserve Bank of Chicago, affiliation not provided to SSRN and Board of Governors of the Federal Reserve System

Abstract:

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16.

Flights to Safety

Posted: 09 Jul 2021
affiliation not provided to SSRN, Columbia Business School - Finance and Economics, affiliation not provided to SSRN and Board of Governors of the Federal Reserve System

Abstract:

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17.

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

Posted: 09 Jul 2021
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:

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18.

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

Posted: 08 Jul 2021
Andrew Ang, Geert Bekaert and Min Wei
affiliation not provided to SSRN, Columbia Business School - Finance and Economics and Board of Governors of the Federal Reserve System

Abstract:

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19.

What Drove Recent Trends in Corporate Bonds and Loans Usage?

FEDS Notes No. 2020-10-23-1 https://doi.org/10.17016/2380-7172.2789
Posted: 02 Dec 2020
Jacob Bochner, Min Wei and Jie Yang
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:

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20.

Measuring the Natural Rate of Interest: The Role of Inflation Expectations

Posted: 13 Aug 2020
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

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21.

Tips from Tips: Update and Discussions

Posted: 13 Aug 2019 Last Revised: 14 Dec 2020
Don H. Kim, Cait Walsh and Min Wei
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:

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22.

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

FEDS Notes No. 2017-09-22
Posted: 16 Oct 2017
Brian Bonis, Jane E. Ihrig and Min Wei
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:

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23.

Macroeconomic Sources of Recent Interest Rate Fluctuations

Posted: 02 Apr 2016
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago and affiliation not provided to SSRN

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Other Papers (1)

Total Downloads: 6
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
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 6

Abstract:

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Federal Reserve, balance sheet, monetary policy