Belke, Ansgar; Gros, Daniel - 2019
confirm that indeed risk premiums on peripheral bonds did not follow a random walk (contrary to what is assumed in event … studies). Nor did the announcements of bond buying change the stochastics of these premiums. There is thus no reason to … Risikoaufschläge für Staatsanleihen der Peripherie tatsächlich keinem „Random Walk“-Prozess folgten (im Gegensatz zu dem, was in "Event …