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Unobservable country bond premia and fragmentation
De Santis, Roberto A. - In: Journal of international money and finance 82 (2018), pp. 1-25
Persistent link: https://www.econbiz.de/10012000221
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Credit spreads, economic activity and fragmentation
De Santis, Roberto A. - 2016
Persistent link: https://www.econbiz.de/10011618617
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Impact of the asset purchase programme on euro area government bond yields using market news
De Santis, Roberto A. - 2016
Persistent link: https://www.econbiz.de/10011618766
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Unobservable systematic risk, economic activity and stock market
De Santis, Roberto A. - In: Journal of banking & finance 97 (2018), pp. 51-69
Persistent link: https://www.econbiz.de/10011967305
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The euro area sovereign debt crisis : identifying flight-to-liquidity and the spillover mechanisms
De Santis, Roberto A. - In: Journal of empirical finance 26 (2014), pp. 150-170
Persistent link: https://www.econbiz.de/10010471991
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Impact of the Asset Purchase Programme on euro area government bond yields using market news
De Santis, Roberto A. - In: Economic modelling 86 (2020), pp. 192-209
Persistent link: https://www.econbiz.de/10012415629
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Unconventional monetary policy and corporate bond issuance
De Santis, Roberto A.; Zaghini, Andrea - 2019
We assess the effect and the timing of the corporate arm of the ECB quantitative easing (CSPP) on corporate bond issuance. Because of several contemporaneous measures, to isolate the programme effects we rely on one key eligibility feature: the euro denomination of newly issued bonds. We find...
Persistent link: https://www.econbiz.de/10012122040
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Correlation changes between the risk-free rate and sovereign yields of euro area countries
De Santis, Roberto A.; Stein, Michael - 2016
Persistent link: https://www.econbiz.de/10011619915
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Unconventional monetary policy and corporate bond issuance
De Santis, Roberto A.; Zaghini, Andrea - In: European economic review : EER 135 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012695267
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Unconventional monetary policy and corporate bond issuance
De Santis, Roberto A.; Zaghini, Andrea - 2021
We assess the effect and the timing of the corporate arm of the ECB quantitative easing (CSPP) on corporate bond issuance. Because of several contemporaneous mea- sures, to isolate the programme effects we rely on one key eligibility feature: the euro denomination of newly issued bonds. We find...
Persistent link: https://www.econbiz.de/10012429645