Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme
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More about this item
Keywordslarge-scale asset purchases; term premia; term structure of interest rates;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-11-12 (All new papers)
- NEP-EEC-2017-11-12 (European Economics)
- NEP-MON-2017-11-12 (Monetary Economics)
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