Quantitative easing and sovereign yield spreads : Euro-area time-varying evidence
We assess the determinants of sovereign bond yield spreads in the period 1999:01– 2016:07, considering non-conventional monetary policy measures in the Euro area. We use a 2-step approach to: (i) confirm and estimate the determinants of sovereign bond yield spreads; (ii) compute bivariate time-varyi...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2022
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| Texto completo: | http://hdl.handle.net/10400.5/25515 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/25515 |