The impact of the PSPP on the European public debt markets : yields, spreads and liquidity
This thesis analyzes the effects of the ECB’s Public Sector Purchase Programme (PSPP) on European public debt markets. Using a panel regression this study estimates the impact on yields, spreads and liquidity of European sovereign bonds. We find significant reductions in yields, a drop of 171 basis...
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2017
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| Texto completo: | http://hdl.handle.net/10400.14/22738 |
| País: | Portugal |
| Oai: | oai:repositorio.ucp.pt:10400.14/22738 |