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Quantitative easing, bond risk premia and the exchange rate in a small open economy
Christensen, Jens H. E.; Zhang, Xin - 2024 - This version: April 4, 2024
Persistent link: https://www.econbiz.de/10014533490
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Quantitative easing and safe asset scarcity : evidence from international bond safety premia
Christensen, Jens H. E.; Mirkov, Nikola; Zhang, Xin - 2023 - This version: August 15, 2023
Persistent link: https://www.econbiz.de/10014391221
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Quantitative easing, bond risk premia and the exchange rate in a small open economy
Christensen, Jens H. E.; Zhang, Xin - 2024
We assess the impact of large-scale asset purchases, commonly known as quantitative easing (QE), conducted by Sveriges Riksbank and the European Central Bank (ECB) on bond risk premia in the Swedish government bond market. Using a novel arbitrage-free dynamic term structure model of nominal and...
Persistent link: https://www.econbiz.de/10014517711
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Quantitative easing, bond risk premia and the exchange rate in a small open economy
Christensen, Jens H. E.; Zhang, Xin - 2024
We assess the impact of large-scale asset purchases, commonly known as quantitative easing (QE), conducted by Sveriges Riksbank and the European Central Bank (ECB) on bond risk premia in the Swedish government bond market. Using a novel arbitrage-free dynamic term structure model of nominal and...
Persistent link: https://www.econbiz.de/10014563955