Showing 1 - 10 of 29
Persistent link: https://www.econbiz.de/10000629808
Persistent link: https://www.econbiz.de/10001427634
We analyse variations in sovereign bond yields and spreads follow- ing unconventional monetary policy announcements by the European Central Bank. Using a two-country, arbitrage-free, shadow-rate dynamic term structure model (SR-DTSM), we decompose countries' yields into expectation and risk...
Persistent link: https://www.econbiz.de/10011786064
Persistent link: https://www.econbiz.de/10001499321
Persistent link: https://www.econbiz.de/10001504280
Persistent link: https://www.econbiz.de/10001452507
Persistent link: https://www.econbiz.de/10001435926
Persistent link: https://www.econbiz.de/10001425360
Persistent link: https://www.econbiz.de/10000679198
Persistent link: https://www.econbiz.de/10001599367