International effects of a compression of euro area yield curves
Martin Feldkircher, Thomas Gruber, Florian Huber
| Year of publication: |
2020
|
|---|---|
| Authors: | Feldkircher, Martin ; Gruber, Thomas ; Huber, Florian |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 113.2020, p. 1-14
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| Subject: | GVAR | Minimum variance portfolio | Spillovers | Unconventional monetary policy | Eurozone | Euro area | Geldpolitik | Monetary policy | Spillover-Effekt | Spillover effect | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | VAR-Modell | VAR model | EU-Staaten | EU countries | Öffentliche Anleihe | Public bond | Quantitative Lockerung | Quantitative easing |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2019.03.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012226140