This paper studies the effects of ECB communications about unconventional monetary policy operations on the perceived sovereign risk of Italy over the last five years. More than fifty events concerning non-standard operations are identified and classified with respect to the specific ECB...

This project studies and models key macroeconomic variables and their impact on sovereign risk premia across some European economies and developed countries. The sample is divided into groups of countries in the European Monetary Union (EMU), the 'standalone' economies that are outside the EMU...