ECB Policies Involving Government Bond Purchases: Impact and Channels
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We evaluate the effects of three ECB policies (the Securities Markets Programme, the Outright Monetary Transactions, and the Long-Term Refinancing Operations) on government bond yields. We use a novel Kalman-filter augmented event-study approach and yields on euro-denominated sovereign bonds, dollar
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美国国家经济研究局创建时间：
2017-11-01
