How quantitative easing changes the nature of sovereign risk
Year of publication: |
2023
|
---|---|
Authors: | Broeders, Dirk ; Haan, Leo de ; End, Jan-Willem van den |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 137.2023, p. 1-18
|
Subject: | Contingent Claims Model | Quantitative Easing | Sovereign risk | Sovereign spreads | Länderrisiko | Country risk | Öffentliche Anleihe | Public bond | Quantitative Lockerung | Quantitative easing | Zinsstruktur | Yield curve | Geldpolitik | Monetary policy | Risikoprämie | Risk premium | Öffentliche Schulden | Public debt | Optionspreistheorie | Option pricing theory |
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