Does the cost of private debt respond to monetary policy? : heteroskedasticity-based identification in a model with regimes
Massimo Guidolin, Valentina Massagli and Manuela Pedio
| Year of publication: |
2021
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| Authors: | Guidolin, Massimo ; Massagli, Valentina ; Pedio, Manuela |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 27.2021, 18, p. 1804-1833
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| Subject: | corporate bond yields | heteroskedasticity | identification | transmission channels | Unconventional monetary policy | vector autoregressions | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Unternehmensanleihe | Corporate bond | Geldpolitische Transmission | Monetary transmission | Wirkungsanalyse | Impact assessment | Zinsstruktur | Yield curve | Schock | Shock | Quantitative Lockerung | Quantitative easing | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2021.1917442 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013373203