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Quantitative easing and safe asset scarcity : evidence from international bond safety premia

Christensen, Jens H. E.; Mirkov, Nikola; Zhang, Xin - 2023 - This version: August 15, 2023

Persistent link: https://www.econbiz.de/10014391221

Quantitative easing, collateral constraints, and financial spillovers

Geanakoplos, John; Wang, Haobin - 2018

Persistent link: https://www.econbiz.de/10011948924

Large-scale bond purchases in a currency union with segmentation in the market for government debt

Tischbirek, Andreas - In: Journal of economic dynamics & control 95 (2018), pp. 37-69

Persistent link: https://www.econbiz.de/10012004904

The (ir)relevance of the nominal lower bound for real yield curve analysis

Schupp, Fabian - 2020

I propose a new term structure model for euro area real and nominal interest rates which explicitly incorporates a time-varying lower bound for nominal interest rates. Results suggest that the lower bound is of importance in structural analyses implying time-varying impulse responses of yield...

Persistent link: https://www.econbiz.de/10012222610

The macroeconomics of the term structure of interest rates

Zagaglia, Paolo - 2009

Persistent link: https://www.econbiz.de/10003867585

Forecasting long-term interest rates with a general-equilibrium model of the Euro area : what role for liquidity services of bonds? : Paolo Zagaglia

Zagaglia, Paolo - In: Asia-Pacific financial markets 20 (2013) 4, pp. 383-430

Persistent link: https://www.econbiz.de/10010345912

The anatomy of government bond yields synchronization in the Eurozone

Barbieri, Claudio; Guerini, Mattia; Napoletano, Mauro - 2021

We investigate the synchronization of Eurozone's government bond yields at different maturities. For this purpose, we … results envisage synchronization as a requirement for the smooth transmission of conventional monetary policy in the Eurozone. …

Persistent link: https://www.econbiz.de/10012497031

The term structure of Eurozone peripheral bond yields : an asymmetric regime-switching equilibrium correction approach

Avdoulas, Christos; Bekiros, Stelios; Lucey, Brian M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 4, pp. 1-23

Persistent link: https://www.econbiz.de/10012299596

The anatomy of government bond yields synchronization in the Eurozone

Barbieri, Claudio; Guerini, Mattia; Napoletano, Mauro - 2021

Persistent link: https://www.econbiz.de/10012543927

Sovereign risk premium and divergent fiscal policies in a monetary union

Badarau, Cristina; Huart, Florence; Sangaré, Ibrahima - In: Revue d'économie politique 124 (2014) 6, pp. 867-898

Persistent link: https://www.econbiz.de/10011440847

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