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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Bibliographic Details
Main Author: Afonso, António (author)
Other Authors: Jallesa, João Tovar (author), Kazemi, Mina (author)
Format: article
Language:eng
Published: 2022
Subjects:
Sovereign Yields
Fiscal Policy
Monetary Policy
Event Analysis
Panel Data
Online Access:http://hdl.handle.net/10400.5/25491
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/25491

Internet

http://hdl.handle.net/10400.5/25491

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