first three years of the PSPP implementation. Whether it was the "sovereign bond-based leg" directly affected by the ECB …This paper discusses the effects of the ECB's asset purchase programmes (APPs) on the SER spread, while the main focus … is given to detail intraday analysis of implementation of the Public Sector Purchase Programme (PSPP). The SER spread is …

This paper examines whether the ECB's Quantitative Easing (QE) policy is causing government bond prices to deviate from …

and the Volcker Rule. Furthermore, our evidence suggests that the ECB’s asset purchase programs have led to a decrease in …