Does the cost of private debt respond to monetary policy? : heteroskedasticity-based identification in a model with regimes

Massimo Guidolin, Valentina Massagli, Manuela Pedio

Year of publication:	[2021] ; This version: February, 2021
Authors:	Guidolin, Massimo ; Massagli, Valentina ; Pedio, Manuela
Publisher:	Milano, Italy : IGIER, Università Bocconi
Subject:	unconventional monetary policy \| transmission channels \| heteroskedasticity \| vector autoregressions \| identification \| corporate bond yields \| Geldpolitik \| Monetary policy \| VAR-Modell \| VAR model \| Geldpolitische Transmission \| Monetary transmission \| Unternehmensanleihe \| Corporate bond \| Wirkungsanalyse \| Impact assessment \| Zinsstruktur \| Yield curve \| Öffentliche Anleihe \| Public bond

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