The effect of Eurosystem asset purchase programmes on euro area sovereign bond yields during the COVID-19 pandemic
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- George Hondroyiannis & Dimitrios Papaoikonomou, 2022. "The effect of Eurosystem asset purchase programmes on euro area sovereign bond yields during the COVID-19 pandemic," Empirical Economics, Springer, vol. 63(6), pages 2997-3026, December.
References listed on IDEAS
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Cited by:
- Broeders, Dirk & de Haan, Leo & Willem van den End, Jan, 2023.
"How quantitative easing changes the nature of sovereign risk,"
Journal of International Money and Finance, Elsevier, vol. 137(C).
- Dirk Broeders & Leo de Haan & Jan Willem van den End, 2022. "How QE changes the nature of sovereign risk," Working Papers 737, DNB.
- Pompeo Della Posta & Enrico Marelli & Marcello Signorelli, 2022. "COVID-19, Economic Policies and Public Debt Sustainability in Italy," Sustainability, MDPI, vol. 14(8), pages 1-20, April.
- Jan Kakes & Jan Willem van den End, 2023. "Identifying financial fragmentation: do sovereign spreads in the EMU reflect differences in fundamentals?," Working Papers 778, DNB.
- Enrique Alberola-Ila & Gong Cheng & Andrea Consiglio & Stavros A. Zenios, 2022. "Debt sustainability and monetary policy: the case of ECB asset purchases," BIS Working Papers 1034, Bank for International Settlements.
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More about this item
Keywords
Euro area; asset purchase programmes; sovereign bond yields; time-varying parameters.;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2021-09-27 (Central Banking)
- NEP-EEC-2021-09-27 (European Economics)
- NEP-FMK-2021-09-27 (Financial Markets)
- NEP-ISF-2021-09-27 (Islamic Finance)
- NEP-MAC-2021-09-27 (Macroeconomics)
- NEP-MON-2021-09-27 (Monetary Economics)
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