Belling Sørensen, Christian; Stenfeldt Madsen, Magnus - 2023
The ECB has ended its net purchases of bonds. As a result, the ECB will no longer dampen volatility in the euro area … bond markets to the same extent. This may lead to greater volatility in the Danish mortgage bond market. In recent years …, banks have reduced their market-making capacity in the mortgage bond market, which may affect their ability to dampen …
