Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks
High-frequency (HF) monetary surprises around central bank meetings are extensively
employed to jointly identify monetary policy shocks and the so-called 'information shock'. In …
employed to jointly identify monetary policy shocks and the so-called 'information shock'. In …
New transmission channels of ECB's unconventional monetary policies
SS Asafo, L Riccetti - International Journal of Computational …, 2024 - inderscienceonline.com
Following the zero-lower bound on interest rates, many central banks turned to increasing
the size of their balance sheet to achieve their mandate of price stability and low …
the size of their balance sheet to achieve their mandate of price stability and low …