Euro area sovereign bond risk premia before and during the Covid-19 pandemic
Year of publication: |
2023
|
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Authors: | Corradin, Stefano ; Schwaab, Bernd |
Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 153.2023, p. 1-20
|
Subject: | Sovereign bond yields | ECB | Kalman filter | Event study | Eurozone | Euro area | Coronavirus | Öffentliche Anleihe | Public bond | Risikoprämie | Risk premium | EU-Staaten | EU countries | Epidemie | Epidemic | Schätzung | Estimation | Zinsstruktur | Yield curve | Wirkungsanalyse | Impact assessment | Ereignisstudie | Kapitaleinkommen | Capital income | Öffentliche Schulden | Public debt | Rendite | Yield | Zustandsraummodell | State space model | Anleihe | Bond |
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