A frequency-specific factorization to identify commonalities with an application to the European bond markets*
Simona Boffelli, Jan Novotny and Giovanni Urga
| Year of publication: |
2022
|
|---|---|
| Authors: | Boffelli, Simona ; Novotný, Jan ; Urga, Giovanni |
| Subject: | coarrivals | cojumps | European government yields | macrofactors | macroannounce-ments | Auctions | Unconventional Monetary Policy Announcements | EU-Staaten | EU countries | Ankündigungseffekt | Announcement effect | Geldpolitik | Monetary policy | Eurozone | Euro area | Rentenmarkt | Bond market | Öffentliche Anleihe | Public bond | Zinsstruktur | Yield curve | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbaa039 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013349151