Effects of monetary policy announcements on term premia in the euro area during the COVID-19 pandemic
Year of publication: |
2022
|
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Authors: | Moessner, Richhild ; de Haan, Jakob |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 44.2022, p. 1-6
|
Subject: | Asset purchases | Monetary policy | Sovereign risk | Term premia | Geldpolitik | Zinsstruktur | Yield curve | Eurozone | Euro area | Coronavirus | Risikoprämie | Risk premium | Ankündigungseffekt | Announcement effect | Öffentliche Anleihe | Public bond | EU-Staaten | EU countries | Länderrisiko | Country risk | Schätzung | Estimation | Liquidität | Liquidity | Wirkungsanalyse | Impact assessment |
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