Similar Search Results

Can EU bonds serve as euro- denominated safe assets?

Bletzinger, Tilman; Greif, William; Schwaab, Bernd - 2022

and NGEU initiatives helped improve EU bonds' market liquidity from previously low levels, also reducing liquidity risk … premia. Eurosystem purchases and holdings of EU bonds did not impair market liquidity. Currently, one obstacle to EU bonds …

Persistent link: https://www.econbiz.de/10013342231

Assessing asset purchases within the ECB’s Securities Markets Programme

Eser, Fabian; Schwaab, Bernd - 2013

Persistent link: https://www.econbiz.de/10010195421

Euro area sovereign bond risk premia during the Covid-19 pandemic

Corradin, Stefano; Grimm, Niklas; Schwaab, Bernd - 2021

-free rates and a term premium, ii) default risk premium, iii) redenomination risk premium, iv) liquidity risk premium, and a v …

Persistent link: https://www.econbiz.de/10012519519

Bank to sovereign risk spillovers across borders : evidence from the ECB's comprehensive assessment

Breckenfelder, Johannes; Schwaab, Bernd - 2018

We study spillovers from bank to sovereign risk in the euro area using difference specifications around the European Central Bank's release of stress test results for 130 significant banks on October 26, 2014. We document that following this information release bank equity prices in stressed...

Persistent link: https://www.econbiz.de/10011924410

EAGLE-FLI : a macroeconomic model of banking and financial interdependence in the euro area

Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - 2016

Persistent link: https://www.econbiz.de/10011618585

The impact of the ECB's conventional and unconventional monetary policies on stock markets

Haitsma, Reinder; Unalmis, Deren; Haan, Jakob de - In: Journal of macroeconomics 48 (2016), pp. 101-116

Persistent link: https://www.econbiz.de/10011707746

The impact of providing information about the ECB's instruments on inflation expectations and trust in the ECB : experimental evidence

Brouwer, Nils; Haan, Jakob de - In: Journal of macroeconomics 73 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013443871