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Michael F. Connolly
Michael F. Connolly
Fannie Mae
Verified email at fanniemae.com
Title
Cited by
Cited by
Year
Has the effect of monetary policy announcements on asset prices changed?
T Doh, M Connolly
Economic Review (01612387), 2013
292013
The real effects of stress testing
M Connolly
Available at SSRN 3069376, 2021
232021
The state space representation and estimation of a time-varying parameter VAR with stochastic volatility
T Doh, M Connolly
State-Space Models: Applications in Economics and Finance, 133-145, 2013
162013
Greek-based bond factors
P Balduzzi, M Connolly, AJ Marcus
Greek-based Bond Factors: Balduzzi, Pierluigi| uConnolly, Michael| uMarcus …, 2022
3*2022
Treasury buybacks, the Federal Reserve’s portfolio, and changes in local supply
MF Connolly, E Struby
Journal of Banking & Finance 168, 107286, 2024
22024
Credit Ratings and the Investment Channel of Monetary Policy
D Brabant, M Connolly, F Toscano
Credit Ratings and the Investment Channel of Monetary Policy: Brabant …, 2022
12022
Pick Your Greens: Mortgage Market Share and Green Lending
M Connolly, D Echeverry
Pick Your Greens: Mortgage Market Share and Green Lending: Connolly, Michael …, 2022
12022
Shadow Rate Models and Monetary Policy
E Struby, MF Connolly
12022
Treasury Buybacks, the Fed’s Portfolio, and Changes in Local Supply
M Connolly, E Struby
Available at SSRN 4457207, 2023
2023
Treasury Buybacks, the Fed's Portfolio, and Local Supply
E Struby, MF Connolly
2023
Pick Your Greens: Market Share and the Green Mortgage Boom
M Connolly, D Echeverry
Available at SSRN 4246131, 2022
2022
Shadow Rate Models and Monetary Policy
M Connolly, E Struby
Available at SSRN 3579759, 2022
2022
Credit Rating Thresholds and Monetary Policy
D Brabant, M Connolly, F Toscano
Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting, 2022
2022
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Articles 1–13