Quantitative easing and sovereign yield spreads : Euro-area time-varying evidence
Year of publication: |
2019
|
---|---|
Authors: | Afonso, António ; Jalles, João Tovar |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 58.2019, p. 208-224
|
Subject: | Fiscal policy | Model selection | Non-conventional monetary policy | Panel data | Sovereign bonds | Time-varying coefficients | Öffentliche Anleihe | Public bond | Geldpolitik | Monetary policy | Eurozone | Euro area | Panel | Panel study | Zinsstruktur | Yield curve | Finanzpolitik | EU-Staaten | EU countries | Quantitative Lockerung | Quantitative easing | Schätzung | Estimation |
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