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isPartOf:"Working paper series / European Central Bank ; Eurosystem"
type_genre:"Working Paper"
~isPartOf:"Documentos de trabajo / Banco de España"
~subject:"Public bond"
~subject:"VAR model"
~subject:"Zinsstruktur"
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Public bond
VAR model
Zinsstruktur
EU countries
257
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257
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103
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102
Geldpolitik
74
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72
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Peersman, Gert
3
Pérez, Javier J.
3
Brand, Claus
2
Burriel, Pablo
2
Gimeno, Ricardo
2
Kataryniuk, Iván
2
Odendahl, Florens
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Working paper series / European Central Bank ; Eurosystem
Documentos de trabajo / Banco de España
Working paper series / European Central Bank
132
CESifo working papers
41
Working paper
34
Discussion paper
32
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28
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20
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16
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12
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ECONIS (ZBW)
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1
Estimating the contribution of macroeconomic factors to sovereign bond spreads in the Euro area
Burriel, Pablo
;
Delgado-Téllez, Mar
;
Figueroa, Camila
; …
-
2024
Persistent link: https://www.econbiz.de/10014512346
Saved in:
2
The bright side of the doom loop : banks’ sovereign exposure and default incentives
Rojas, Luis E.
;
Thaler, Dominik
-
2024
Persistent link: https://www.econbiz.de/10014512399
Saved in:
3
The impact of sovereign debt purchase programmes : a case study ; the Spanish-to-Portuguese bond yield spread
Cerezo, Fernando
;
Girón, Pablo
;
González-Pérez, María T.
-
2024
Persistent link: https://www.econbiz.de/10014583724
Saved in:
4
Evaluating Central Bank asset purchases in a term structure model with a forward-looking supply factor
Equiza, Juan
;
Gimeno, Ricardo
;
Moreno, Antonio
;
Thomas, …
-
2023
Persistent link: https://www.econbiz.de/10014267191
Saved in:
5
Data outliers and Bayesian VARs in the Euro area
Álvarez, Luis J.
;
Odendahl, Florens
-
2022
Persistent link: https://www.econbiz.de/10014278087
Saved in:
6
The term structure of interest rates in a heterogeneous Monetary Union
Costain, James
;
Nuño, Galo
;
Thomas, Carlos
-
2022
Persistent link: https://www.econbiz.de/10013389624
Saved in:
7
EMU deepening and sovereign debt spreads : using political space to achieve policy space
Kataryniuk, Iván
;
Mora-Bajén, Víctor
;
Pérez, Javier J.
-
2021
Persistent link: https://www.econbiz.de/10012490238
Saved in:
8
Bayesian VAR forecasts, survey information and structural change in the euro area
Ganics, Gergely
;
Odendahl, Florens
-
2019
Persistent link: https://www.econbiz.de/10012198320
Saved in:
9
Exchange rate shocks and inflation comovement in the euro area
Leiva-Leon, Danilo
;
Ortega, Eva
;
Martínez-Martín, Jaime
-
2019
Persistent link: https://www.econbiz.de/10012116723
Saved in:
10
What drives sovereign debt portfolios of banks in a crisis context?
Lamas, Matías
;
Mencía, Javier
-
2018
Persistent link: https://www.econbiz.de/10011946887
Saved in:
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