Central bank purchases of sovereign bonds in the euro area, the random walk hypothesis, and different measures of risk
Year of publication: |
2021
|
---|---|
Authors: | Belke, Ansgar ; Gros, Daniel ; Shamsfakhr, Farzaneh |
Published in: |
Oxford economic papers. - Oxford : Oxford Univ. Press, ISSN 1464-3812, ZDB-ID 1467515-8. - Vol. 73.2021, 4, p. 1471-1492
|
Subject: | purchase of public sector bonds (PSPP) | Quantitative Lockerung | Quantitative easing | Öffentliche Anleihe | Public bond | Geldpolitik | Monetary policy | Ankündigungseffekt | Announcement effect | Random Walk | Random walk | Eurozone | Euro area | Spanien | Spain | Italien | Italy | Portugal | 2012-2019 |
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