The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads : an event Study from the EMU

We assess the impact of announcements corresponding to different fiscal and monetary policy measures on the 10-year sovereign bond yield spreads (relative to Germany) of the 10 EMU countries during the period 01:1999 - 07:2016. Implementing pooled and country-fixed effects OLS regressions, we find t...

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Detalhes bibliográficos
Autor principal: Afonso, António (author)
Outros Autores: Jalles, João Tovar (author), Kazemi, Mina (author)
Formato: workingPaper
Idioma:eng
Publicado em: 2019
Assuntos:
sovereign yields
fiscal policy
monetary policy
event analysis
panel data
Texto completo:http://hdl.handle.net/10400.5/17356
País:Portugal
Oai:oai:www.repository.utl.pt:10400.5/17356

Texto Completo

http://hdl.handle.net/10400.5/17356

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