Euro area sovereign yields and the power of QE
We assess the determinants of long-term sovereign yield spreads using a panel of 10 Euro area countries over the period 1999.01–2016.07 notably regarding the ECB (standard and non-standard) quantitative easing measures. Our findings indicate that the international risk, the bid-ask spread and real e...
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| Formato: | workingPaper |
| Idioma: | eng |
| Publicado em: |
2017
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| Texto completo: | http://hdl.handle.net/10400.5/13930 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/13930 |