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Price effects of sovereign debt auctions in the Euro-zone : the role of the crisis

Beetsma, Roel; Giuliodori, Massimo; Jong, Frank de; … - 2013

Persistent link: https://www.econbiz.de/10010191221

Price effects of sovereign debt auctions in the euro-zone : the role of the crisis

Beetsma, Roel; Giuliodori, Massimo; Jong, Frank de; … - In: Journal of financial intermediation 25 (2016), pp. 30-53

Persistent link: https://www.econbiz.de/10011714683

Price effects of sovereign debt auctions in the euro-zone : the role of the crisis

Beetsma, Roel; Jong, Frank de; Giuliodori, Massimo; … - 2013

Persistent link: https://www.econbiz.de/10010193399

Price effects of sovereign debt auctions in the euro-zone : the role of the crisis

Beetsma, Roel; Giuliodori, Massimo; Jong, Frank de; … - 2013

Persistent link: https://www.econbiz.de/10010195378

Unconventional monetary policy and auction cycles of eurozone sovereign debt

Beetsma, Roel; Spronsen, Josha - 2019

Persistent link: https://www.econbiz.de/10012203205

Unconventional monetary policy and auction cycles of eurozone sovereign debt

Spronsen, Josha van; Beetsma, Roel - In: Journal of money, credit and banking : JMCB 54 (2022) 1, pp. 169-202

Persistent link: https://www.econbiz.de/10012819578

The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market

Beetsma, Roel; de Jong, Frank; Giuliodori, Massimo; … - 2014

We use realised variances and co-variances based on intraday data from Eurozone sovereign bond market to measure the … dependence structure of eurozone sovereign yields. Our analysis focuses on the impact of news, obtained from the Eurointelligence …

Persistent link: https://www.econbiz.de/10011605674

The Impact of News and the SMP on Realized (Co)Variances in the Eurozone Sovereign Debt Market

Beetsma, Roel; de Jong, Frank; Giuliodori, Massimo; … - C.E.P.R. Discussion Papers - 2014

We use realized variances and covariances based on intraday data from Eurozone sovereign bond market to measure the … dependence structure of eurozone sovereign yields. Our analysis focuses on the impact of news, obtained from the Eurointelligence …

Persistent link: https://www.econbiz.de/10011084398

Realized (co)variances of eurozone sovereign yields during the crisis : the impact of news and the securities markets programme

Beetsma, Roel; Jong, Frank de; Giuliodori, Massimo; … - In: Journal of international money and finance 75 (2017), pp. 14-31

Persistent link: https://www.econbiz.de/10011788018

Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions

Beetsma, Roel; Giuliodori, Massimo; Hanson, Jesper; … - In: Journal of empirical finance 58 (2020), pp. 96-120

Persistent link: https://www.econbiz.de/10012430666

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