Cargando…
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...
| Autores principales: | , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
The Author(s). Published by Elsevier Inc.
2022
|
| Materias: | |
| 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 |