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Short- and long-run behaviour of long-term sovereign bond yields
Afonso, António; Rault, Christophe - In: Applied economics 47 (2015) 37/39, pp. 3971-3993
Persistent link: https://www.econbiz.de/10011294673
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Short and long-run behaviour of long-term sovereign bond yields
Afonso, António - 2010
-term yields ; EU ; financial integration ; panel cointegration ; bootstrap …
Persistent link: https://www.econbiz.de/10008732265
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"Whatever it takes" to resolve the European sovereign debt crisis? : bond pricing regime switches and monetary policy effects
Afonso, António; Arghyrou, Michael Georgiou; Gadea, … - 2017
This paper investigates the role of unconventional monetary policy as a source of time-variation in the relationship between sovereign bond yield spreads and their fundamental determinants. Our results provide evidence of a new bond-pricing regime following the announcement of the Outright...
Persistent link: https://www.econbiz.de/10011735972
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"Whatever it takes" to resolve the European sovereign debt crisis? : bond pricing regime switches and monetary policy effects
Afonso, António; Arghyrou, Michael Georgiou; Gadea, … - 2017
bond markets in the euro area over the period January 1999 to July 2016. Second, we estimate the impact of ECB policy …
Persistent link: https://www.econbiz.de/10011759005
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Assessing the Sustainability of External Imbalances in the European Union
Afonso, António - 2017
-data stationarity tests of current account balance-to-GDP ratios as well as cointegration tests of exports and imports of goods and …
Persistent link: https://www.econbiz.de/10012955469
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The effects of monetary policy surprises and fiscal sustainability regimes in the Euro Area
Afonso, António; Alves, José; Ionta, Serena - 2023
projection model for the Euro Area (aggregate data), Germany, Italy, and Portugal, we analyze the interaction between both … even positive). The dependence of the effectiveness of monetary policy on fiscal solvency is valid for Euro-Area and all …
Persistent link: https://www.econbiz.de/10014313459
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Monetary policy surprise shocks under different fiscal regimes : a panel analysis of the Euro Area
Afonso, António; Alves, José; Ionta, Serena - 2023
fiscal stances in the period 2001Q4-2021Q4 for a panel of the 19 countries of the Euro Area. Applying local projection …
Persistent link: https://www.econbiz.de/10014336399
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The Effects of Monetary Policy Surprises and Fiscal Sustainability Regimes in the Euro Area
Afonso, António; Alves, José; Ionta, Serena - 2023
projection model for the Euro Area (aggregate data), Germany, Italy, and Portugal, we analyze the interaction between both … even positive). The dependence of the effectiveness of monetary policy on fiscal solvency is valid for Euro-Area and all …
Persistent link: https://www.econbiz.de/10014346445
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The Effects of Monetary Policy Surprises and Fiscal Sustainability Regimes in the Euro Area
Afonso, António; Alves, José; Ionta, Serena - 2023
projection model for the Euro Area (aggregate data), Germany, Italy, and Portugal, we analyze the interaction between both … even positive). The dependence of the effectiveness of monetary policy on fiscal solvency is valid for Euro-Area and all …
Persistent link: https://www.econbiz.de/10014346577
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Effects of Euro Area Monetary Policy on Institutional Sectors : The Case of Portugal
Afonso, António - 2017
We study the effects of the euro area monetary policy on the institutional sectors in Portugal during the period 2000 … sectors, and financial integration in the euro area had an effect on the funding for the economy: there was a reduction of …
Persistent link: https://www.econbiz.de/10012951580