Malliaropulos, Dimitris; Migiakis, Petros M. - 2022
the four major central banks (Fed, ECB, Bank of Japan and Bank of England). Our estimates suggest that large-scale asset …We document the existence of a global monetary policy factor in sovereign bond yields in a panel of 45 countries … points for B rated sovereigns. Fiscally weaker Eurozone countries benefited most from Quantitative Easing, with their …