RT @theIIIman: In 10 EMU countries, in the period 01:1999-07:2016, fiscal and monetary announcements affected sovereign yield spreads. Rele…
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In 10 EMU countries, in the period 01:1999-07:2016, fiscal and monetary announcements affected sovereign yield spreads. Releases of "bad" fiscal EDP news rise spreads, and announcements of the ECB’s LTROs and CBPP1 measures have reduced sovereign spreads.
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RT @theIIIman: António Afonso, João Jalles, Mina Kazemi. 2020. In 10 EMU countries during 01:1999-07:2016: i) releases of EDPs affect yield…
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António Afonso, João Jalles, Mina Kazemi. 2020. In 10 EMU countries during 01:1999-07:2016: i) releases of EDPs affect yield spreads; ii) bad fiscal news contribute to a rise in spreads; iii) announcements of LTROs and CBPP1 negatively affect spreads. http