Title:

'Whatever It Takes' to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects

Authors:

António Afonso (U Lisboa)
Michael G. Arghyrou (Cardiff U)
Maria Dolores Gadea (U Zaragoza)

Journal:

Journal of International Money and Finance

Year:

2018

Volume:

86

Pages:

1-30

JEL codes:

E44 - Financial Markets and the Macroeconomy
E58 - Central Banks and Their Policies

DOI:

10.1016/j.jimonfin.2018.04.005