Evaluating the yield curve effects of central bank asset purchases under a forward-looking supply factor
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DOI: 10.1016/j.euroecorev.2024.104744
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More about this item
Keywords
Monetary policy; ECB; Asset purchase program; Yield slope; Term premium; Risk-neutral rate;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
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