Cargando…
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...
| Autores principales: | , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2022
|
| Materias: | |
| 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 |