Evaluating the yield curve effects of central bank asset purchases under a forward-looking supply factor
Juan Equiza, Ricardo Gimeno, Antonio Moreno, Carlos Thomas
| Year of publication: |
2024
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|---|---|
| Authors: | Equiza, Juan ; Gimeno, Ricardo ; Moreno, Antonio ; Thomas, Carlos |
| Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 1873-572X, ZDB-ID 1460589-2. - Vol. 165.2024, Art.-No. 104744, p. 1-18
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| Subject: | Asset purchase program | ECB | Monetary policy | Risk-neutral rate | Term premium | Yield slope | Zinsstruktur | Yield curve | Geldpolitik | Wirkungsanalyse | Impact assessment | Öffentliche Anleihe | Public bond | Zentralbank | Central bank | Rendite | Yield | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.euroecorev.2024.104744 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015076263