Similar Search Results

Narrow search

Making room for the needy : the credit-reallocation effects of the ECB’s corporate QE

Arce, Óscar; Gimeno, Ricardo; Mayordomo, Sergio - 2017

Persistent link: https://www.econbiz.de/10011793148

Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives

Boubaker, Sabri; Gounopoulos, Dimitrios; Nguyen, Duc Khuong - In: Journal of banking & finance 77 (2017), pp. 35-52

Persistent link: https://www.econbiz.de/10011814346

Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives

Boubaker, Sabri; Gounopoulos, Dimitrios; Nguyen, Duc Khuong - In: Journal of banking & finance 92 (2018), pp. 340-357

Persistent link: https://www.econbiz.de/10011964601

Currency Hedging of International Bond Portfolios : Effects of Unconventional Monetary Policy Regimes

Kryzanowski, Lawrence - 2018

We examine the influence of Quantitative Easing (QE) on hedging effectiveness and performance (E&P) of international bond portfolios. During the QE period, the bond portfolios have significantly lower excess returns and variances, and their excess return and variance sensitivities are positive...

Persistent link: https://www.econbiz.de/10012927534