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A high frequency assessment of the ECB securities markets programme
Ghysels, Eric; Idier, Julien; Manganelli, Simone; … - 2014
Policy impact studies often suffer from endogeneity problems. Consider the case of the ECB Securities Markets Programme: If Eurosystem interventions were triggered by sudden and strong price deteriorations, looking at daily price changes may bias downwards the correlation between yields and the...
Persistent link: https://www.econbiz.de/10011605687
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A high frequency assessment of the ECB Securities Markets Programme
Ghysels, Eric; Idier, Julien; Manganelli, Simone; … - 2013
Persistent link: https://www.econbiz.de/10010243713
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A high frequency assessment of the ECB Securities Markets Programme
Ghysels, Eric; Idier, Julien; Manganelli, Simone; … - 2014
Persistent link: https://www.econbiz.de/10010380070
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A High Frequency Assessment of the ECB Securities Markets Programme
Ghysels, Eric - 2014
Policy impact studies often suffer from endogeneity problems. Consider the case of the ECB Securities Markets Programme: If Eurosystem interventions were triggered by sudden and strong price deteriorations, looking at daily price changes may bias downwards the correlation between yields and the...
Persistent link: https://www.econbiz.de/10013059119
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A High-Frequency Assessment of the ECB Securities Markets Programme
Vergote, Olivier - 2018
Policy impact studies often suffer from endogeneity problems. Consider the case of the European Central Bank (ECB) Securities Markets Programme: If Eurosystem interventions were triggered by sudden and strong price deteriorations, looking at daily price changes may bias downward the correlation...
Persistent link: https://www.econbiz.de/10012919240
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A high-frequency assessment of the ECB securities markets programme
Ghysels, Eric; Idier, Julien; Manganelli, Simone; … - In: Journal of the European Economic Association 15 (2017) 1, pp. 218-243
Persistent link: https://www.econbiz.de/10011665178
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A high frequency assessment of the ECB securities markets programme
Ghysels, Eric; Idier, Julien; Manganelli, Simone; … - European Central Bank - 2014
Policy impact studies often suffer from endogeneity problems. Consider the case of the ECB Securities Markets Programme: If Eurosystem interventions were triggered by sudden and strong price deteriorations, looking at daily price changes may bias downwards the correlation between yields and the...
Persistent link: https://www.econbiz.de/10010753737
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Comments on "The financial content of inflation risks in the euro area" by Andrade, Fourel, Ghysels and Idier
Monteforte, Libero; Frale, Cecilia - In: International journal of forecasting 30 (2014) 3, pp. 660-661
Persistent link: https://www.econbiz.de/10010514768
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The financial content of inflation risks in the euro area
Andrade, Philippe; Fourel, Valère; Ghysels, Eric; … - In: International journal of forecasting 30 (2014) 3, pp. 648-659
Persistent link: https://www.econbiz.de/10010514778
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Tails of inflation forecasts and tales of monetary policy
Andrade, Philippe; Ghysels, Eric; Idier, Julien - 2012
Persistent link: https://www.econbiz.de/10009663896