The effect of Eurosystem asset purchase programmes on euro area sovereign bond yields during the COVID-19 pandemic

We investigate the effect of Eurosystem asset purchase programmes (APP) on the monthly yields of 10-year sovereign bonds for 11 euro area sovereigns during January–December 2020. The analysis is based on time-varying coefficient methods applied to monthly panel data covering the period 2004m09–2020m...

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Detalles Bibliográficos
Autores principales: Hondroyiannis, George, Papaoikonomou, Dimitrios
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8979487/
https://www.ncbi.nlm.nih.gov/pubmed/35399291
http://dx.doi.org/10.1007/s00181-022-02225-5

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8979487/
https://www.ncbi.nlm.nih.gov/pubmed/35399291
http://dx.doi.org/10.1007/s00181-022-02225-5

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