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Banks' holdings of risky sovereign bonds in the absence of the nexus : yield seeking with central bank funding or de-risking?
Frey, Rainer; Weth, Mark - 2019
recourse to central bank finance is rather limited and does not affect the risk-taking behaviour of banks in a non … capitalised banks, a kind of "hidden moral suasion" or "home-biased" gambling for resurrection to actively push the sovereign-bank …
Persistent link: https://www.econbiz.de/10012268051
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Demographics and asset returns : does the dynamics of population ageing matter?
Brunetti, Marianna; Torricelli, Costanza - In: Annals of finance 6 (2010) 2, pp. 193-219
Persistent link: https://www.econbiz.de/10003941215
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Resilience redux in the US Treasury market
Duffie, Darrell - 2023
Persistent link: https://www.econbiz.de/10014476664
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Three essays on external debt, fiscal and monetary policy issues
Fracasso, Andrea - 2007
Persistent link: https://www.econbiz.de/10003639957
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Announcements of ECB unconventional programs : implications for the sovereign risk of Italy
Falagiarda, Matteo; Reitz, Stefan - 2013
This paper studies the effects of ECB communications about unconventional monetary policy operations on the perceived sovereign risk of Italy over the last five years. More than fifty events concerning non-standard operations are identified and classified with respect to the specific ECB...
Persistent link: https://www.econbiz.de/10009783711
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An unconventional approach to evaluate the Bank of England's asset purchase program
Neuenkirch, Matthias - 2016 - This version: November 2, 2016
autoregressive framework. In this paper, I complement these studies and employ a matching approach to examine the impact of the Bank …
Persistent link: https://www.econbiz.de/10011553983
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An unconventional approach to evaluate the Bank of England's asset purchase program
Neuenkirch, Matthias - In: Open economies review 31 (2020) 1, pp. 79-94
Persistent link: https://www.econbiz.de/10012229701
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Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis?
Gibson, Heather D.; Hall, Stephen G.; Gefang, Deborah; … - 2020
Persistent link: https://www.econbiz.de/10012264947
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Evaluating the impact of unconventional monetary policy measures : empirical evidence from the ECB's Securities Markets Programme
Eser, Fabian; Schwaab, Bernd - In: Journal of financial economics 119 (2016) 1, pp. 147-167
Persistent link: https://www.econbiz.de/10011589738
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Effects of foreign and domestic central bank government bond purchases in a small open economy DSGE model : evidence from Sweden before and during the coronavirus pandemic
Akkaya, Yildiz; Belfrage, Carl-Johan; Di Casola, Paola; … - 2023
This paper evaluates the macroeconomic effects of foreign and domestic central bank government bond purchases on the …
Persistent link: https://www.econbiz.de/10014232954