Central bank purchases of sovereign bonds in the euro area, the random walk hypothesis, and different measures of risk
Author:
Affiliation:
1. University of Duisburg-Essen, Essen, Germany
2. Centre for European Policy Studies, Place du Congrès 1, 1000 Brussels, Belgium
3. Centre for European Policy Studies, Place du Congrès 1, 1000 Brussels, Belgium; e-mail: danielg@ceps.eu
Abstract
Funder
Projektförderung 2019 der Deutschen Bundesbank/Project
Deutsche Bundesbank
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/oep/article-pdf/73/4/1471/40530683/gpab016.pdf
Reference35 articles.
1. Leveraged buybacks of sovereign debt: a model and an application to Greece;Baglioni;Contemporary Economic Policy,2015
2. The effectiveness of the Fed’s quantitative easing policy: new evidence based on interest rate differentials;Belke;Journal of International Money and Finance,2017
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1. The impact of sovereign debt purchase programms. A case study: the Spanish-to-Portuguese bond yield spread;Documentos de Trabajo;2024-06-27
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