Christensen, Jens H. E.; Zhang, Xin - 2024
Sveriges Riksbank's bond purchases raised inflation and short-rate expectations, lowered nominal and real term premia and … inflation risk premia, and increased nominal bond safety premia, suggestive of signaling, portfolio rebalance, and safe asset …We assess the impact of large-scale asset purchases, commonly known as quantitative easing (QE), conducted by Sveriges …