The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads
We assess the impact of announcements corresponding to different fiscal and monetary policy mea-sures on 10-year sovereign bond yield spreads (relative to Germany) of 10 EMU countries during theperiod 01:1999-07:2016. Implementing country-fixed effects OLS regressions, we find that the Euro-pean Com...
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2022
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10400.5/25491 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/25491 |