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Government bond yield spreads determination: a matter of fundamentals or market overreaction? : evidence from over-borrowed European countries

Seremetis, Dimitris Vas; Pappas, Anastasios P. - In: European journal of economics and economic policies : … 10 (2013) 3, pp. 342-358

Persistent link: https://www.econbiz.de/10010251355

The determinants of Greek bond yields : an empirical study before and during the crisis

Chionis, Dionisis; Pragidis, Ioannis; Schizas, Panagiotis - In: Journal of economic studies 43 (2016) 3, pp. 504-519

Persistent link: https://www.econbiz.de/10011690209

The price of money : now collateral policy affects the yield curve

Nyborg, Kjell G.; Woschitz, Jiri - 2021

Central-bank collateral policy governs the convertibility of assets into central-bank money provided directly by the central bank. Focusing on government bonds, we develop clean identification of variation in such convertibility by exploiting differential treatment of same-country government...

Persistent link: https://www.econbiz.de/10012799625

An exposure of commercial banks in the terms of an impact of government bondholding with the context of its risks and implications

Chovancová, Božena; Gvozdiak, Vladimir; Rozsa, Zoltan; … - In: Montenegrin journal of economics 15 (2019) 1, pp. 173-188

Persistent link: https://www.econbiz.de/10012021660

The impact of the financial crisis and policy responses in Croatia

Bokan, Nikola; Grguri´c, Lovorka; Krznar, Ivo; Lang, Maroje - 2009

Persistent link: https://www.econbiz.de/10003987130

Monetary policy in Croatia during two recessions

Vidaković, Neven - In: Macroeconomic responses to the COVID-19 pandemic : …, (pp. 187-208). 2021

The paper compares the monetary policy in Croatia during two crises: the great recession and the COVID pandemic. The … great recession was a global financial shock that strongly affected Croatia. During the great recession, the central bank … policies to strengthen the quality and inclusiveness of monetary policy in Croatia. …

Persistent link: https://www.econbiz.de/10012608994

Intermediary balance sheets and the treasury yield curve

Du, Wenxin; Hébert, Benjamin; Li, Wenhao - 2022

We have documented a regime change in the U.S. Treasury market post-Global Financial Crisis (GFC). We first derived bounds on Treasury yields that account for dealer balance sheet costs, which we call the net short and net long curves. We show that actual Treasury yields moved from the net short...

Persistent link: https://www.econbiz.de/10013277487

Forecasting GDP growth with financial market data in Finland : revisiting stylized facts in a small open economy during the financial crisis

Kuosmanen, Petri; Vataja, Juuso - In: Review of financial economics : RFE 23 (2014) 2, pp. 90-97

Persistent link: https://www.econbiz.de/10010442588

Hedging and financial fragility in fixed exchange rate regimes

Burnside, Craig - 1999

Persistent link: https://www.econbiz.de/10013422813

Reaktion von Credit Spreads auf Finanzmarktkrisen am Beispiel der Subprime-Krise und der LTCM-Krise

Pape, Ulrich; Schlecker, Matthias - In: Finanz-Betrieb : FB ; Zeitschrift für … 11 (2009) 1, pp. 38-45

Persistent link: https://www.econbiz.de/10003789683

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