Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach
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- Victor Echevarria-Icaza & Simón Sosvilla-Rivero, 2017. "Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach," Working Papers del Instituto Complutense de Estudios Internacionales 1703, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
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More about this item
Keywords
monetary policy; spillovers; euro area crisis;All these keywords.
JEL classification:
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E63 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Comparative or Joint Analysis of Fiscal and Monetary Policy; Stabilization; Treasury Policy
- F45 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Macroeconomic Issues of Monetary Unions
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2017-02-12 (Central Banking)
- NEP-EEC-2017-02-12 (European Economics)
- NEP-FDG-2017-02-12 (Financial Development and Growth)
- NEP-MAC-2017-02-12 (Macroeconomics)
- NEP-MON-2017-02-12 (Monetary Economics)
Statistics
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