Quantitative easing and sovereign yield spreads : Euro-Area time-varying evidence
We assess the determinants of sovereign bond yield spreads in the period 1999-2016, considering non-conventional monetary policy measures in the Euro area. We use a 2-step approach: i) confirm (by means of model selection methods) and estimate (by means of panel techniques) the determinants of sover...
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| Formato: | workingPaper |
| Idioma: | eng |
| Publicado em: |
2018
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| Texto completo: | http://hdl.handle.net/10400.5/15995 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/15995 |