Auflistung LIF-SAFE Working Papers nach Schlagwort "quantitative easing"

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    • Does Monetary Policy Impact International Market Co-Movements? 

      Caporin, Massimiliano; Pelizzon, Loriana; Plazzi, Alberto (2020-05-11)
      We show that FED policy announcements lead to a significant increase in international comovements in the cross-section of equity and in particular sovereign CDS markets. The relaxation of unconventionary monetary policies ...

    • How Has Sovereign Bond Market Liquidity Changed? - An Illiquidity Spillover Analysis 

      Schneider, Michael; Lillo, Fabrizio; Pelizzon, Loriana (2016-09-28)
      Amid increasing regulation, structural changes of the market and Quantitative Easing as well as extremely low yields, concerns about the market liquidity of the Eurozone sovereign debt markets have been raised. We aim to ...