Effects of the ECB's communication on government bond spreads
Frederik Neugebauer, Jan Russnak, Lilli Zimmermann, Sebastian Camarero Garcia
| Year of publication: |
2024
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|---|---|
| Authors: | Neugebauer, Frederik ; Russnak, Jan ; Zimmermann, Lilli ; Camarero Garcia, Sebastian |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 0261-5606, ZDB-ID 1500496-X. - Vol. 142.2024, Art.-No. 103041, p. 1-12
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| Subject: | Central bank communication | ECB | Event study | PEPP | Sovereign yields | Öffentliche Anleihe | Public bond | Politische Kommunikation | Political communication | Zentralbank | Central bank | EU-Staaten | EU countries | Geldpolitik | Monetary policy | Ankündigungseffekt | Announcement effect | Eurozone | Euro area | Zinsstruktur | Yield curve | Kommunikation | Communication | Ereignisstudie | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2024.103041 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014549834