Quantitative easing and the pricing of EMU sovereign debt
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DOI: 10.1016/j.qref.2017.04.013
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More about this item
Keywords
Credit risk; Sovereign yield spreads; Monetary policy; European sovereign debt crisis; Unobservable factors;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- G01 - Financial Economics - - General - - - Financial Crises
Statistics
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