The Term Structure of Interest Rates in a Heterogeneous Monetary Union
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- James Costain & Galo Nuño & Carlos Thomas, 2022. "The Term Structure of Interest Rates in a Heterogeneous Monetary Union," CESifo Working Paper Series 9844, CESifo.
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- Nissinen, Juuso & Sihvonen, Markus, 2022. "Bond convenience curves and funding costs," Bank of Finland Research Discussion Papers 11/2022, Bank of Finland.
- Motto, Roberto & Özen, Kadir, 2022. "Market-stabilization QE," Working Paper Series 2640, European Central Bank.
- Christophe Blot & Caroline Bozou & Jérôme Creel & Paul Hubert, 2022. "The Conditional Path of Central Bank Asset Purchases," Working papers 885, Banque de France.
- Malliaropulos, Dimitris & Migiakis, Petros, 2023.
"A global monetary policy factor in sovereign bond yields,"
Journal of Empirical Finance, Elsevier, vol. 70(C), pages 445-465.
- Dimitris Malliaropulos & Petros Migiakis, 2022. "A global monetary policy factor in sovereign bond yields," Working Papers 301, Bank of Greece.
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More about this item
Keywords
sovereign default; quantitative easing; yield curve; affine model; COVID-19 crisis; ECB; pandemic emergency purchase programme;All these keywords.
JEL classification:
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- F45 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Macroeconomic Issues of Monetary Unions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2022-08-29 (Central Banking)
- NEP-EEC-2022-08-29 (European Economics)
- NEP-MON-2022-08-29 (Monetary Economics)
- NEP-OPM-2022-08-29 (Open Economy Macroeconomics)
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