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Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads

Tsuruta, Masaru - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-30

Persistent link: https://www.econbiz.de/10012659594

The impact of fiscal policy announcements by the Italian government on the sovereign spread: a comparative analysis

Falagiarda, Matteo; Gregori, Wildmer Daniel - In: European journal of political economy 39 (2015), pp. 288-304

Persistent link: https://www.econbiz.de/10011535622

Announcements of ECB unconventional programs : implications for the sovereign spreads of stressed euro area countries

Falagiarda, Matteo; Reitz, Stefan - In: Journal of international money and finance 53 (2015), pp. 276-295

Persistent link: https://www.econbiz.de/10011475970

The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads

Afonso, António; Jalles, João Tovar; Kazemi, Mina - In: International review of law and economics 63 (2020)

Persistent link: https://www.econbiz.de/10012512442

Heterogeneous effects of unconventional monetary policy on bond yields across the euro area

Demir, İshak; Eroğlu, Burak Alparslan; … - 2019

4207 This paper investigates the impact of European Central Bank's unconventional monetary policies between 2008-2016 on the government bond yields of eight European Monetary Union countries and up to eleven diﬀerent maturities. In identifying this impact, it adopts a novel econometric...

Persistent link: https://www.econbiz.de/10012147209