Christensen, Jens H. E.; Zhang, Xin - 2024
Riksbank and the European Central Bank (ECB) on bond risk premia in the Swedish government bond market. Using a novel arbitrage … scarcity effects. Furthermore, we document spillover effects of ECB's QE programs on Swedish bond markets that are similar to …We assess the impact of large-scale asset purchases, commonly known as quantitative easing (QE), conducted by Sveriges …