Euro area sovereign yields and the power of unconventional monetary policy

We assess the determinants of long-term sovereign yield spreads, vis-à-vis Germany, using a panel of 10 Euro area countries over the period 1999.01–2016.07 notably regarding the ECB’s conventional and unconventional monetary policies. Our findings indicate that the international risk, the bid-ask sp...

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Bibliographic Details
Main Author: Afonso, António (author)
Other Authors: Kazemi, Mina (author)
Format: article
Language:eng
Published: 2019
Subjects:
Sovereign Bonds
Non-Conventional Monetary Policy
Euro Area
Panel Data
Online Access:http://hdl.handle.net/10400.5/17725
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/17725

Internet

http://hdl.handle.net/10400.5/17725

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