Impact of QE on European sovereign bond market
Year of publication: |
[2017]
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Authors: | Martin, Franck ; Zhang, Jiangxingyun |
Publisher: |
[Rennes] : Center for Research in Economics and Management, University of Rennes 1, University of Caen Normandie |
Subject: | QE impact | Term structure interest rates | Forbes and Rigobon test | Volatility risks | Credit default risks and CDS | Zinsstruktur | Yield curve | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Volatilität | Volatility | Risikoprämie | Risk premium | Öffentliche Anleihe | Public bond | EU-Staaten | EU countries | Rentenmarkt | Bond market | Schätzung | Estimation | Länderrisiko | Country risk |
Extent: | 1 Online-Ressource (circa 42 Seiten) Illustrationen |
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Series: | Working paper. - Caen [u.a.] : [Verlag nicht ermittelbar], ZDB-ID 2817173-1. - Vol. WP 2017, 04 (March 2017) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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