Showing 1 - 10 of 17,816
Persistent link: https://www.econbiz.de/10011391712
Persistent link: https://www.econbiz.de/10011526546
Persistent link: https://www.econbiz.de/10010530278
pool of Eurozone countries and a SUR regression with Portugal and Spain covering the period 1999:11 until 2019:6. Our … into the Eurozone. We assessed the pricing of sovereign risk by performing an OLS/2SLS fixed effects panel analysis on a …. Specifically, market pricing of the Eurozone credit risk, liquidity risk and the risk appetite increased after the crisis and it …
Persistent link: https://www.econbiz.de/10012164218
Persistent link: https://www.econbiz.de/10009778027
This paper analyses the determinants and effects of ECB interventions in times of severe distress. We focus on the Greek government bond market in mid-2010 and use a unique new dataset to show, for the first time, what type of bonds the ECB bought. We then explore the short-term effects of ECB...
Persistent link: https://www.econbiz.de/10010337515
This paper analyses the determinants and effects of ECB interventions in times of severe distress. We focus on the Greek government bond market in mid-2010 and use a unique new dataset to show, for the first time, what type of bonds the ECB bought. We then explore the short-term effects of ECB...
Persistent link: https://www.econbiz.de/10013065438
We study central bank interventions in times of severe distress (mid-2010), using a unique bond-level dataset of ECB purchases of Greek sovereign debt. ECB bond buying had a large impact on the price of short and medium maturity bonds, resulting in a remarkable “twist” of the Greek yield...
Persistent link: https://www.econbiz.de/10012938010
We study central bank interventions in times of severe distress (mid-2010), using a unique bond-level dataset of ECB purchases of Greek sovereign debt. ECB bond buying had a large impact on the price of short and medium maturity bonds, resulting in a remarkable "twist" of the Greek yield curve....
Persistent link: https://www.econbiz.de/10012929524
Persistent link: https://www.econbiz.de/10012000933