-term sovereign bond spread of Italy relative to Germany. After collecting data on relevant fiscal policy announcements, we perform an …

-term sovereign bond spread of Italy relative to Germany. After collecting data on relevant fiscal policy announcements, we perform an …

-term sovereign bond spread of Italy relative to Germany. After collecting data on relevant fiscal policy announcements, we perform an …

sovereign bond yield spreads (relative to Germany) of the 10 EMU countries during the period 01:1999 - 07:2016. Implementing … interest rates together with the longer-term refinancing operations (LTROs) and the first covered bond purchase programme (CBPP …

This paper analyzes the joint dynamic processes of macroeconomic and monetary variables and bond yields in China. We … changes in macroeconomic and monetary variables. These results differ from an earlier study on bond yields by Ang and Piazzesi …

I analyze time series momentum along the Treasury term structure. Past bond returns predict future returns both due to … autocorrelation in bond risk premia and because unexpected bond return shocks increase the premium. Yield curve momentum is primarily … due to autocorrelation in yield changes rather than autocorrelation in bond carry and can largely be captured using a …

what extent and why political communication has had an impact on the sovereign bond spreads of selected euro area countries … bond spreads. This effect can be positive or negative depending on the type of communication, possibly fueling self …

GARCH framework, which uses Italian long-term bond futures to disentangle expected from unexpected policy actions. We find … that the ECB announcements about unconventional monetary policies substantially reduced Italian long-term government bond …

bond's yields, although Germany's rating status was never touched by CRA. There is no evidence for Granger causality from … bond yields to rating announcements. We infer from these findings that CRA announcements significantly influenced crisis …