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Fiscal policy announcements of Italian governments and spread reaction during the sovereign debt crisis

Falagiarda, Matteo; Gregori, Wildmer Daniel - 2014

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

Persistent link: https://www.econbiz.de/10011729077

Announcements of ECB unconventional programs : implications for the sovereign risk of Italy

Falagiarda, Matteo; Reitz, Stefan - 2013

sovereign risk of Italy over the last five years. More than fifty events concerning non-standard operations are identified and … of Italy. …

Persistent link: https://www.econbiz.de/10009783711

The Impact of Fiscal Policy Announcements by the Italian Government on the Sovereign Spread : A Comparative Analysis

Falagiarda, Matteo - 2015

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

Persistent link: https://www.econbiz.de/10013020806

Price effects of sovereign debt auctions in the Euro-zone : the role of the crisis

Beetsma, Roel; Giuliodori, Massimo; Jong, Frank de; … - 2013

Persistent link: https://www.econbiz.de/10010191221

Price Effects of Sovereign Debt Auctions in the Euro-Zone : The Role of the Crisis

Beetsma, Roel M. W. J. - 2013

Exploring the period since the inception of the euro, we show that secondary-market yields on Italian public debt increase in anticipation of auctions of new issues and decrease after the auction, while no or a smaller such effect is present for German public debt. However, these yield movements...

Persistent link: https://www.econbiz.de/10013076026