affects prices of both government and other bonds via "broad" transmission channels, but only government bond prices through … Australia purchased most of the outstanding amount of the targeted government bond, and its yield dislocated from other …

affects prices of both government and other bonds via "broad" transmission channels, but only government bond prices through … Australia purchased most of the outstanding amount of the targeted government bond, and its yield dislocated from other …

, which is more pronounced for higher maturities and when risk aversion proxied by bond market volatility is high. Going …

Riksbank and the European Central Bank (ECB) on bond risk premia in the Swedish government bond market. Using a novel arbitrage …-free dynamic term structure model of nominal and real bond prices that accounts for bondspecific safety premia, we find that … Sveriges Riksbank's bond purchases raised inflation and short-rate expectations, lowered nominal and real term premia and …

In this paper we estimate the magnitude of spillovers between bond markets in the U.S. and Germany following monetary …, in particular, can be difficult because many foreign bond markets, including those in Germany, are closed at the time of …