Scarcity effects of QE : a transaction-level analysis in the Bund market
by Kathi Schlepper, Heiko Hofer, Ryan Riordan and Andreas Schrimpf
| Year of publication: |
April 2017
|
|---|---|
| Authors: | Schlepper, Kathi ; Hofer, Heiko ; Riordan, Ryan ; Schrimpf, Andreas |
| Publisher: |
[Basel] : Bank for International Settlements, Monetary and Economic Department |
| Subject: | quantitative easing | European Central Bank | scarcity channel | bond market liquidity | high-frequency data | Rentenmarkt | Bond market | Geldpolitik | Monetary policy | Öffentliche Anleihe | Public bond | EU-Staaten | EU countries | Liquidität | Liquidity | Deutschland | Germany | Schätzung | Estimation | Quantitative Lockerung | Quantitative easing | Volatilität | Volatility | Eurozone | Euro area | Geldpolitische Transmission | Monetary transmission |
freely available
| Extent: | 1 Online-Ressource (circa 47 Seiten) Illustrationen |
|---|---|
| Series: | Working papers / Bank for International Settlements. - Basle, ISSN 1682-7678, ZDB-ID 2467027-3. - Vol. no 625 |
| 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 |
Persistent link: https://www.econbiz.de/10011752683