Flow effects of central bank asset purchases on euro area sovereign bond yields: Evidence from a natural experiment
Year of publication: |
2017
|
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Authors: | De Santis, Roberto A. ; Holm-Hadulla, Fédéric |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Quantitative Easing | Monetary Policy | Sovereign Yields | Natural Experiment |
Series: | ECB Working Paper ; 2052 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-899-2774-1 |
Other identifiers: | 10.2866/38548 [DOI] 887978363 [GVK] hdl:10419/175676 [Handle] RePEc:ecb:ecbwps:20172052 [RePEc] |
Classification: | E52 - Monetary Policy (Targets, Instruments, and Effects) ; E58 - Central Banks and Their Policies ; E65 - Studies of Particular Policy Episodes ; G12 - Asset Pricing |
Source: |
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De Santis, Roberto A., (2017)
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Central bank asset purchases : insights from quantitative easing auctions of government bonds
Laséen, Stefan, (2023)
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What option prices tell us about the ECB's unconventional monetary policies
Olijslagers, Stan, (2018)
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De Santis, Roberto A., (2017)
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Holm-Hadulla, Fédéric, (2010)
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Holm-Hadulla, Fédéric, (2011)
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