Effects of monetary policy announcements on term premia in the euro area during the COVID-19 pandemic()

We study the effects of the announcement of the ECB's Pandemic Emergency Purchase Programme (PEPP) on ten-year government bond term premia in eleven euro-area countries, while controlling for other ECB statements. We find that the term premia of government bonds in euro area countries with high...

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Detalles Bibliográficos
Autores principales: Moessner, Richhild, de Haan, Jakob
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Author(s). Published by Elsevier Inc. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9014297/
https://www.ncbi.nlm.nih.gov/pubmed/35463215
http://dx.doi.org/10.1016/j.frl.2021.102055

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9014297/
https://www.ncbi.nlm.nih.gov/pubmed/35463215
http://dx.doi.org/10.1016/j.frl.2021.102055

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