Title:

Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence

Authors:

António Afonso (U Lisboa)
Joao Tovar Jalles (U Nova)

Journal:

Journal Of International Financial Markets, Institutions And Money

Year:

2019

Volume:

58

Pages:

208-224

JEL codes:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
G14 - Information and Market Efficiency; Event Studies
G24 - Investment Banking; Venture Capital; Brokerage; Rating Agencies

DOI:

10.1016/j.intfin.2018.10.003