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The effect of ECB monetary policies on interest rates and volumes

Creel, Jérôme; Hubert, Paul; Viennot, Mathilde - In: Applied economics 48 (2016) 46/48, pp. 4477-4501

Persistent link: https://www.econbiz.de/10011640122

Urbschat, Florian; Watzka, Sebastian - 2017

We examine the effects of the Asset Purchase Programme (APP) gradually introduced by the European Central Bank from September 2014 onwards. Studying the short-term reaction of financial markets after APP press releases, we analyse the development of bond yields and spreads around these releases....

Persistent link: https://www.econbiz.de/10011641961

The macroeconomic impact of the ECB's expanded asset purchase programme (APP)

Gambetti, Luca; Musso, Alberto - 2017

This paper provides empirical evidence on the macroeconomic impact of the expanded asset purchase programme (APP) announced by the European Central Bank (ECB) in January 2015. The shock associated to the APP is identified with a combination of sign, timing and magnitude restrictions in the...

Persistent link: https://www.econbiz.de/10011659350

Unconventional monetary policy in the euro zone

Driffill, John - 2015

Persistent link: https://www.econbiz.de/10011549958

Inspecting the mechanism of quantitative easing in the euro area

Koijen, Ralph S. J.; Koulischer, Francois; Nguyen, Benoît - 2019

Persistent link: https://www.econbiz.de/10012181907

International capital flows at the security level : evidence from the ECB's Asset Purchase Programme

Bergant, Katharina; Fidora, Michael; Schmitz, Martin - 2020

We analyse euro area investors' portfolio rebalancing during the ECB's Asset Purchase Pro- gramme at the security level. Based on net transactions of domestic and foreign securities, we observe euro area sectors' capital ows into individual securities, cleaned from valuation effects. Our...

Persistent link: https://www.econbiz.de/10012197845

Managing financial stability by the European Central Bank in the period 2008-2012

Ciukaj, Radosław - In: Copernican Journal of Finance & Accounting : CJF&A 5 (2016) 2, pp. 57-72

Persistent link: https://www.econbiz.de/10012216135

Drivers of European public debt management

Wolswijk, Guido Franciscus Theodorus - 2020

This study analyses the choice of government debt managers in the euro area between issuing short-term or long-term debt over the period 1992-2017. Debt managers increased short-term debt issuance in response to higher interest rate spreads and to rising government debt, notably in vulnerable,...

Persistent link: https://www.econbiz.de/10012241253

The consequences of unconventional monetary policy in euro area in times of monetary easing

Pažický, Martin - In: Oeconomia Copernicana 9 (2018) 4, pp. 581-615

Persistent link: https://www.econbiz.de/10012230243

Unconventional monetary policy and inflation expectations in the euro area

Aßhoff, Sina; Belke, Ansgar; Osowski, Thomas - 2020

Auswirkungen der unkonventionellen Geldpolitik ist nicht trivial, da standardisierte empirische Instrumente wie die VAR … Problem zu lösen. Wir stellen fest, dass die unkonventionelle Geldpolitik zwar kurzfristig zu einem Anstieg der … beigetragen hat. Dennoch deuten sie auf einen durch die unkonventionelle Geldpolitik ausgelösten Anstieg des mittelfristigen …

Persistent link: https://www.econbiz.de/10012149519