Central bank purchases of sovereign bonds in the euro area, the random walk hypothesis, and different measures of risk
by Ansgar Belke, Daniel Gros, and Farzaneh Shamsfakhr
| Year of publication: |
2021
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| Authors: | Belke, Ansgar ; Gros, Daniel ; Shamsfakhr, Farzaneh |
| Published in: |
Oxford economic papers. - Oxford : Oxford Univ. Press, ISSN 1464-3812, ZDB-ID 1467515-8. - Vol. 73.2021, 4, p. 1471-1492
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| Subject: | purchase of public sector bonds (PSPP) | Quantitative Lockerung | Quantitative easing | Öffentliche Anleihe | Public bond | Geldpolitik | Monetary policy | Ankündigungseffekt | Announcement effect | Random Walk | Random walk | Eurozone | Euro area | Spanien | Spain | Italien | Italy | Portugal | 2012-2019 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/oep/gpab016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012655262