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Advanced Search Results For "Kirpson, Gerda"

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 "Kirpson, Gerda"
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MACROECONOMIC NEWS AND SOVEREIGN INTEREST RATE SPREADS BEFORE AND DURING QUANTITATIVE EASING.

Publication Type:Report

Source(s):Working Papers of Eesti Pank. 6/17/2022, Issue 6, preceding p1-27. 29p.

Abstract:This paper studies how macroeconomic news affected the spreads of Italian sovereign bonds before and during the quantitative easing by the European Central Bank. Daily changes in the bond spreads are regressed on macroeconomic news shocks, where the ne...

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References.

Publication Type:Report

Source(s):Working Papers of Eesti Pank. 6/17/2022, Issue 6, p26-27. 2p.

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