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Assessing asset purchases within the ECB’s Securities Markets Programme
Eser, Fabian; Schwaab, Bernd - 2013
Persistent link: https://www.econbiz.de/10010195421
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Euro area sovereign bond risk premia during the Covid-19 pandemic
Corradin, Stefano; Grimm, Niklas; Schwaab, Bernd - 2021
framework to study the impact of European Central Bank (ECB) monetary policy and European Union (E.U.) fiscal policy …
Persistent link: https://www.econbiz.de/10012519519
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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
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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
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Can EU bonds serve as euro- denominated safe assets?
Bletzinger, Tilman; Greif, William; Schwaab, Bernd - 2022
bonds issued by the European Union (EU) are widely considered to be of high credit quality, and that their yield spread over … German Bunds remained contained during the 2020 Covid-19 pandemic recession. Recent issuances and taps under the EU's SURE … and NGEU initiatives helped improve EU bonds' market liquidity from previously low levels, also reducing liquidity risk …
Persistent link: https://www.econbiz.de/10013342231