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From bond yield to macroeconomic instability : a parsimonious affine model

Recchioni, Maria Cristina; Tedeschi, Gabriele - In: European journal of operational research : EJOR 262 (2017) 3, pp. 1116-1135

Persistent link: https://www.econbiz.de/10011802489

The behavior of interest rates and credit flows : persistence and cycles

Busch, Ulrike - 2011

Persistent link: https://www.econbiz.de/10009490397

QE in the euro area : has the PSPP benefited peripheral bonds?

Belke, Ansgar; Gros, Daniel - In: Journal of international financial markets, … 73 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012802189

QE in the euro area : has the PSPP benefited peripheral bonds?

Belke, Ansgar; Gros, Daniel - 2019

The asset purchase program of the Euro area, active between 2015 and 2018, constitutes an interesting special case of Quantitative Easing (QE) because the ECB's (Public Sector Purchase Program) PSPP program involved the purchase of the bonds of peripheral Euro area governments, which were...

Persistent link: https://www.econbiz.de/10012031124

A time series model of interest rates with the effective lower bound

Johannsen, Benjamin K.; Mertens, Elmar - 2018

Persistent link: https://www.econbiz.de/10011867112

QE in the euro area : has the PSPP benefited peripheral bonds?

Belke, Ansgar; Gros, Daniel - 2019

The asset purchase programme of the euro area, active between 2015 and 2018, constitutes an interesting special case of Quantitative Easing (QE) because the ECB’s Public Sector Purchase Programme (PSPP) involved the purchase of peripheral euro area government bonds, which were clearly not...