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person:"Eijffinger, Sylvester C. W."
person:"Hoeberichts, Marco"
~accessRights:"restricted"
~person:"Urga, Giovanni"
~subject:"Yield curve"
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Eijffinger, Sylvester C. W.
Hoeberichts, Marco
Urga, Giovanni
Chebbi, Tarek
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1
Eurozone government bond spreads : a tale of different ECB policy regimes
Eijffinger, Sylvester C. W.
;
Pieterse-Bloem, Mary
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014478239
Saved in:
2
Eurozone government bond spreads : a tale of different ecb policy regimes
Eijffinger, Sylvester C. W.
;
Pieterse-Bloem, Mary
-
2022
Persistent link: https://www.econbiz.de/10013366523
Saved in:
3
A frequency-specific factorization to identify commonalities with an application to the European bond markets*
Boffelli, Simona
;
Novotný, Jan
;
Urga, Giovanni
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 681-715
Persistent link: https://www.econbiz.de/10013349151
Saved in:
4
High- and low-frequency correlations in European government bond spreads and their macroeconomic drivers
Boffelli, Simona
;
Skintzi, Vasiliki D.
;
Urga, Giovanni
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 62-105
Persistent link: https://www.econbiz.de/10011658739
Saved in:
5
Regime-dependent determinants of Euro area sovereign CDS spreads
Blommestein, Hans J.
;
Eijffinger, Sylvester C. W.
; …
- In:
Journal of financial stability
22
(
2016
),
pp. 10-21
Persistent link: https://www.econbiz.de/10011703771
Saved in:
6
Macroannouncements, bond auctions and rating actions in the European government bond spreads
Boffelli, Simona
;
Urga, Giovanni
- In:
Journal of international money and finance
53
(
2015
),
pp. 148-173
Persistent link: https://www.econbiz.de/10011475944
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