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ECB interventions in distressed sovereign debt markets : the case of Greek bonds

Trebesch, Christoph; Zettelmeyer, Jeromin - 2018

We study central bank interventions in times of severe distress (mid-2010), using a unique bond-level dataset of ECB purchases of Greek sovereign debt. ECB bond buying had a large impact on the price of short and medium maturity bonds, resulting in a remarkable "twist" of the Greek yield curve....

Persistent link: https://www.econbiz.de/10011789289

ECB Interventions in Distressed Sovereign Debt Markets : The Case of Greek Bonds

Trebesch, Christoph - 2014

This paper analyses the determinants and effects of ECB interventions in times of severe distress. We focus on the Greek government bond market in mid-2010 and use a unique new dataset to show, for the first time, what type of bonds the ECB bought. We then explore the short-term effects of ECB...

Persistent link: https://www.econbiz.de/10013065438

ECB Interventions in Distressed Sovereign Debt Markets : The Case of Greek Bonds

Trebesch, Christoph - 2018

Persistent link: https://www.econbiz.de/10012938010

ECB Interventions in Distressed Sovereign Debt Markets : The Case of Greek Bonds

Trebesch, Christoph - 2018

Persistent link: https://www.econbiz.de/10012929524

ECB interventions in distressed sovereign debt markets : the case of greek bonds

Trebesch, Christoph; Zettelmeyer, Jeromin - In: IMF economic review 66 (2018) 2, pp. 287-332

Persistent link: https://www.econbiz.de/10012000933

Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis

Baum, Christopher F. - 2013

French, Italian, German and Spanish long-term sovereign bonds during the culmination of the Eurozone debt crisis in 2011 …-time capital allocation in the Eurozone. Their downgradings caused investors to rebalance their portfolios across member countries …

Persistent link: https://www.econbiz.de/10013073134

Announcements of ECB unconventional programs : implications for the sovereign risk of Italy

Falagiarda, Matteo; Reitz, Stefan - 2013

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...

Persistent link: https://www.econbiz.de/10009783711

Sovereign contagion in Europe : evidence from the CDS market

Manasse, Paolo; Zavalloni, Luca - 2013

This paper addresses the following questions. Is there evidence of financial contagion in the Eurozone? To what extent … matter concerning the Euro Zone. Second, differences in vulnerability to contagion within the Eurozone are even more … remarkable: the core Eurozone members become less vulnerable to EUZ contagion, possibly due to a safe-heaven effect, while …

Persistent link: https://www.econbiz.de/10011731038

Credit rating agency announcements and the eurozone sovereign debt crisis

Baum, Christopher F.; Karpava, Margarita; Schäfer, Dorothea - 2013

Persistent link: https://www.econbiz.de/10010206145

The power of opinion : more evidence of a GIPS-markup in sovereign ratings during the euro crisis

Nauhaus, Steffen - 2015

the Eurozone crisis in 2009, irrespective of economic and institutional fundamentals. A subsequent analysis of the markup …

Persistent link: https://www.econbiz.de/10011317827

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