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Underpricing in the euro area bond market : New evidence from post-crisis regulation and quantitative easing
Rischen, Tobias; Theissen, Erik - In: Journal of financial intermediation 46 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012818035
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Underpricing in the Euro Area Bond Market : New Evidence from Post-Crisis Regulation and Quantitative Easing
Rischen, Tobias - 2020
We conduct the most extensive study of underpricing in the euro area bond market so far and find strong evidence of underpricing. In cross-sectional regressions we find patterns that are consistent with bookbuilding-based theories of underpricing and inconsistent with liquidity-based...
Persistent link: https://www.econbiz.de/10012853535
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Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis?
Gibson, Heather D.; Hall, Stephen G.; Gefang, Deborah; … - 2020
Persistent link: https://www.econbiz.de/10012264947
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Tail risk in the European sovereign bond market during the financial crises : detecting the influence of the European Central Bank
Fendel, Ralf; Neumann, Christian - In: Global finance journal 50 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10013365895
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Resilience redux in the US Treasury market
Duffie, Darrell - 2023
Persistent link: https://www.econbiz.de/10014476664
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A model of monetary policy shocks for financial crises and normal conditions
Keating, John William; Kelly, Logan J.; Smith, Andrew Lee; … - 2014
Persistent link: https://www.econbiz.de/10010477723
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Financial shocks and inflation dynamics
Abbate, Angela; Eickmeier, Sandra; Prieto, Esteban - 2016
We assess the effects of financial shocks on inflation, and to what extent financial shocks can account for the … shocks through sign restrictions. Our main finding is that expansionary financial shocks temporarily lower inflation. This … during the latest financial crisis. We then explore the transmission channels of financial shocks relevant for inflation, and …
Persistent link: https://www.econbiz.de/10011546785
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Financial shocks and inflation dynamics
Abbate, Angela; Eickmeier, Sandra; Prieto, Esteban - 2020
Persistent link: https://www.econbiz.de/10012301749
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Financial shocks and inflation dynamics
Abbate, Angela; Eickmeier, Sandra; Prieto, Esteban - 2016
Persistent link: https://www.econbiz.de/10011754356
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Financial shocks and inflation dynamics
Abbate, Angela; Eickmeier, Sandra; Prieto, Esteban - In: Macroeconomic dynamics 27 (2023) 2, pp. 350-378
Persistent link: https://www.econbiz.de/10014247376