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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/10010195378
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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
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Price effects of sovereign debt auctions in the euro-zone : the role of the crisis
Beetsma, Roel; Jong, Frank de; Giuliodori, Massimo; … - 2013
Persistent link: https://www.econbiz.de/10010193399
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Price Effects of Sovereign Debt Auctions in the Euro-zone : The Role of the Crisis
Beetsma, Roel M. W. J.; Giuliodori, Massimo; De Jong, Frank - 2021
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/10013315717
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Pricing like things alike : the role of financial statement comparability in bond pricing
Cao, Shijiao; Wang, Jianqiong; Zhou, Jianan - In: International review of economics & finance : IREF 79 (2022), pp. 428-447
Persistent link: https://www.econbiz.de/10013345727
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Quantitative easing during the COVID-19 pandemic : a cross-country study
Stefański, Maciej - 2023
Persistent link: https://www.econbiz.de/10014448635
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Influence of ADB bond issues and US bonds on Asian government bonds
Inoguchi, Masahiro - In: Asian economic journal : journal of the East Asian … 21 (2007) 4, pp. 387-404
Persistent link: https://www.econbiz.de/10003632881
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An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong (contributor); Xia, Yihong (contributor) - 2005
Persistent link: https://www.econbiz.de/10003726386
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An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong (contributor); Xia, Yihong (contributor) - 2005
Persistent link: https://www.econbiz.de/10003732629
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An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong; Xia, Yihong - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 41-80
Persistent link: https://www.econbiz.de/10003434453