Effects of the ECB's communication on government bond spreads
Year of publication: |
2023
|
---|---|
Authors: | Camarero Garcia, Sebastian ; Neugebauer, Frederik ; Russnak, Jan ; Zimmermann, Lilli |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Event study | central bank communication | ECB | PEPP | sovereign yields |
Series: | Deutsche Bundesbank Discussion Paper ; 21/2023 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-95729-952-9 |
Other identifiers: | 1857979974 [GVK] hdl:10419/275674 [Handle] RePEc:zbw:bubdps:212023 [RePEc] |
Classification: | E52 - Monetary Policy (Targets, Instruments, and Effects) ; E58 - Central Banks and Their Policies ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Effects of the ECB's communication on government bond spreads
Camarero Garcia, Sebastian, (2023)
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Complexity of ECB communication and financial market trading
Hayo, Bernd, (2019)
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Hayo, Bernd, (2019)
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Effects of the ECB's communication on government bond spreads
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Does Okun's law suffer from COVID-19? Evidence from Europe and the US - A research note
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Does Okun's law suffer from COVID-19? : evidence from Europe and the US
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