Showing 1 - 10 of 53
Persistent link: https://www.econbiz.de/10012703087
Persistent link: https://www.econbiz.de/10012626915
Persistent link: https://www.econbiz.de/10011568196
Persistent link: https://www.econbiz.de/10014384510
Persistent link: https://www.econbiz.de/10014492259
Persistent link: https://www.econbiz.de/10003780671
Persistent link: https://www.econbiz.de/10008697941
Persistent link: https://www.econbiz.de/10003922604
This paper examines the underlying dynamics of selected euro-area sovereign bonds by employing a factor-augmenting vector autoregressive (FAVAR) model for the first time in the literature. This methodology allows for identifying the underlying transmission mechanisms of several factors; in...
Persistent link: https://www.econbiz.de/10009533553
Persistent link: https://www.econbiz.de/10011429224