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This paper studies the effects of ECB communications about unconventional monetary policy operations on the perceived sovereign risk of Italy over the last five years. More than fifty events concerning non-standard operations are identified and classified with respect to the specific ECB...
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important EU economies (Germany, France, the UK, Italy, Spain) during the European debt crisis. The cross-correlation function … supports the view that the European debt crisis has so far had a limited non-EU impact in this market. …
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The current European Debt Crisis has led to a reinforced effort to identify the sources of risk and their influence on … during the financial and the European debt crisis without the unnecessary assumption of a structural break. The main effects …
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