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ECB interventions in distressed sovereign debt markets: The case of Greek bonds
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Cited by:
- Afonso, António & Arghyrou, Michael G. & Gadea, María Dolores & Kontonikas, Alexandros, 2018.
"“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects,"
Journal of International Money and Finance, Elsevier, vol. 86(C), pages 1-30.
- António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017. ""Whatever it takes" to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects," CESifo Working Paper Series 6691, CESifo.
- António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Working Papers REM 2017/02, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Afonso, Ant nio & Arghyrou, Michael G & Gadea, Mar a Dolores & Kontonikas, Alexandros, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Cardiff Economics Working Papers E2017/12, Cardiff University, Cardiff Business School, Economics Section.
- Afonso, A & Arghyrou, MG & Gadea, MD & Kontonikas, A, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Essex Finance Centre Working Papers 20417, University of Essex, Essex Business School.
- Crosignani, Matteo & Faria-e-Castro, Miguel & Fonseca, Luís, 2020.
"The (Unintended?) consequences of the largest liquidity injection ever,"
Journal of Monetary Economics, Elsevier, vol. 112(C), pages 97-112.
- Crosignani, Matteo & Faria-e-Castro, Miguel & Fonseca, Luís, 2016. "The (unintended?) consequences of the largest liquidity injection ever," ESRB Working Paper Series 31, European Systemic Risk Board.
- Matteo Crosignani & Miguel Faria-e-Castro & Luis Fonseca, 2017. "The (Unintended?) Consequences of the Largest Liquidity Injection Ever," Working Papers 2017-039, Federal Reserve Bank of St. Louis.
- Miguel Faria-e-Castro & Luis Fonseca & Matteo Crosignani, 2016. "The (Unintended?) Consequences of the Largest Liquidity Injection Ever," 2016 Meeting Papers 43, Society for Economic Dynamics.
- Matteo Crosignani & Miguel Faria-e-Castro & Luis Fonseca, 2017. "The (Unintended?) Consequences of the Largest Liquidity Injection Ever," Finance and Economics Discussion Series 2017-011, Board of Governors of the Federal Reserve System (U.S.).
- De Pooter, Michiel & Martin, Robert F. & Pruitt, Seth, 2018.
"The Liquidity Effects of Official Bond Market Intervention,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(1), pages 243-268, February.
- Michiel De Pooter & Robert F. Martin & Seth Pruitt, 2015. "The Liquidity Effects of Official Bond Market Intervention," International Finance Discussion Papers 1138, Board of Governors of the Federal Reserve System (U.S.).
- Philipp Hartman & Frank Smets, 2018. "The European Central Bank’s Monetary Policy during Its First 20 Years," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 1-146.
- Chamon, Marcos & Schumacher, Julian & Trebesch, Christoph, 2018.
"Foreign-Law Bonds: Can They Reduce Sovereign Borrowing Costs?,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 114, pages 164-179.
- Chamon, Marcos & Schumacher, Julian & Trebesch, Christoph, 2018. "Foreign-law bonds: Can they reduce sovereign borrowing costs?," Journal of International Economics, Elsevier, vol. 114(C), pages 164-179.
- Schumacher, Julian & Chamon, Marcos & Trebesch, Christoph, 2015. "Foreign Law Bonds: Can They Reduce Sovereign Borrowing Costs?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113199, Verein für Socialpolitik / German Economic Association.
- Chamon, Marcos & Schumacher, Julian & Trebesch, Christoph, 2018. "Foreign-law bonds: can they reduce sovereign borrowing costs?," Working Paper Series 2162, European Central Bank.
- Trebesch, Christoph & Chamon, Marcos & Schumacher, Julian, 2018. "Foreign-Law Bonds: Can They Reduce Sovereign Borrowing Costs?," CEPR Discussion Papers 13020, C.E.P.R. Discussion Papers.
- Chamon, Marcos & Schumacher, Julian & Trebesch, Christoph, 2018. "Foreign-law bonds: Can they reduce sovereign borrowing costs?," Kiel Working Papers 2109, Kiel Institute for the World Economy (IfW Kiel).
- Marcos Chamon & Julian Schumacher & Christoph Trebesch, 2018. "Foreign-Law Bonds: Can They Reduce Sovereign Borrowing Costs?," CESifo Working Paper Series 7137, CESifo.
- Ali Rıza Güngen, 2016. "Whatever it takes? The European Central Bank's Sovereign Debt Interventions in the Eurozone Crisis," Yildiz Social Science Review, Yildiz Technical University, vol. 2(2), pages 39-52.
- Falagiarda, Matteo & Reitz, Stefan, 2015. "Announcements of ECB unconventional programs: Implications for the sovereign spreads of stressed euro area countries," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 276-295.
- Ortmans, Aymeric & Tripier, Fabien, 2021. "COVID-induced sovereign risk in the euro area: When did the ECB stop the spread?," European Economic Review, Elsevier, vol. 137(C).
- Tobias S. Blattner & Michael A. S. Joyce, 2020. "The Euro Area Bond Free Float and the Implications for QE," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(6), pages 1361-1395, September.
- Romanos Priftis & Lukas Vogel, 2016. "The Portfolio Balance Mechanism and QE in the Euro Area," Manchester School, University of Manchester, vol. 84(S1), pages 84-105, September.
- Christian Bayer & Chi Hyun Kim & Alexander Kriwoluzky, 2018.
"The Term Structure of Redenomination Risk,"
Discussion Papers of DIW Berlin
1740, DIW Berlin, German Institute for Economic Research.
- Bayer, Christian & Kim, Chi Hyun & Kriwoluzky, Alexander, 2018. "The term structure of redenomination risk," CEPR Discussion Papers 12965, C.E.P.R. Discussion Papers.
- Filiz Mızrak & Serhat Yüksel, 2019. "Significant Determiners of Greek Debt Crisis: A Comparative Analysis with Probit and MARS Approaches," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 8(3), pages 33-50, July.
- Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun, 2018. "Central bank-driven mispricing," SAFE Working Paper Series 226, Leibniz Institute for Financial Research SAFE, revised 2018.
- Arvind Krishnamurthy & Stefan Nagel & Annette Vissing-Jorgensen, 2018.
"ECB Policies Involving Government Bond Purchases: Impact and Channels [The “greatest” carry trade ever? Understanding eurozone bank risks],"
Review of Finance, European Finance Association, vol. 22(1), pages 1-44.
- Krishnamurthy, Arvind & Nagel, Stefan & Vissing-Jorgensen, Annette, 2017. "ECB Policies Involving Government Bond Purchases: Impact and Channels," Research Papers repec:ecl:stabus:3578, Stanford University, Graduate School of Business.
- Arvind Krishnamurthy & Stefan Nagel & Annette Vissing-Jorgensen, 2017. "ECB Policies Involving Government Bond Purchases: Impact and Channels," NBER Working Papers 23985, National Bureau of Economic Research, Inc.
- Nagel, Stefan & Vissing-Jørgensen, Annette & Krishnamurthy, Arvind, 2017. "ECB Policies Involving Government Bond Purchases: Impacts and Channels," CEPR Discussion Papers 12399, C.E.P.R. Discussion Papers.
- Luís Fonseca, 2015. "Central Bank Interventions, Demand for Collateral, and Sovereign Borrowing Costs," Working Papers w201509, Banco de Portugal, Economics and Research Department.
- Pablo G. Bortz, 2015. "The Greek "Rescue": Where Did the Money Go? An Analysis," Working Papers Series 29, Institute for New Economic Thinking.
- Nikolaos Petrakis & Christos Lemonakis & Christos Floros & Constantin Zopounidis, 2022. "Greek Banking Sector Stock Reaction to ECB’s Monetary Policy Interventions," JRFM, MDPI, vol. 15(10), pages 1-19, October.
- Nicolae-Bogdan IANC & Adrian-Marius IONESCU, 2021. "Do Central and Eastern Countries benefit from ECB’s unconventional monetary policies?," LEO Working Papers / DR LEO 2898, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Nikolaos Petrakis & Christos Lemonakis & Christos Floros & Constantin Zopounidis, 2024. "The impact of the ECB’s non-regular operations on bank credit: cross-country evidence," Operational Research, Springer, vol. 24(3), pages 1-37, September.
- W. Arrata & B. Nguyen, 2017. "Price impact of bond supply shocks: Evidence from the Eurosystem's asset purchase program," Working papers 623, Banque de France.
- Waibel Michael, 2016. "Eurobonds: Legal Design Features," Review of Law & Economics, De Gruyter, vol. 12(3), pages 635-657, November.
- Velimir Lukić, 2016. "Integration of Government Bond Market in the Euro Area and Monetary Policy," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 5(1), pages 71-97.
- Dubecq, Simon & Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume, 2016.
"Credit and liquidity in interbank rates: A quadratic approach,"
Journal of Banking & Finance, Elsevier, vol. 68(C), pages 29-46.
- Dubecq, S. & Monfort, A. & Renne, J-P. & Roussellet, G., 2013. "Credit and Liquidity in Interbank Rates: a Quadratic Approach," Working papers 446, Banque de France.
- Jakob Korbinian Eberl, 2016. "The Collateral Framework of the Eurosystem and Its Fiscal Implications," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 69.
- Valerio Della Corte & Stefano Federico, 2019. "Two tales of foreign investor outflows: Italy in 2011-2012 and 2018," Questioni di Economia e Finanza (Occasional Papers) 535, Bank of Italy, Economic Research and International Relations Area.
- Gong Cheng, 2020. "The 2012 private sector involvement in Greece," Discussion Papers 11, European Stability Mechanism, revised 25 Oct 2021.
- Aymeric Ortmans & Fabien Tripier, 2020. "COVID-Induced Sovereign Risk in the Euro Area: When Did the ECB Stop the Contagion?," Working Papers 2020-11, CEPII research center.
- Umut Akovali & Kamil Yilmaz, 2021. "Unconventional Monetary Policy and Bond Market Connectedness in the New Normal," Koç University-TUSIAD Economic Research Forum Working Papers 2101, Koc University-TUSIAD Economic Research Forum.
- Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur & Yiangou, Jonathan, 2019. "A tale of two decades: the ECB’s monetary policy at 20," Working Paper Series 2346, European Central Bank.
- Smith, Ariel, 2020. "The European Central Bank's Securities Markets Programme (ECB GFC)," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 2(3), pages 369-381, April.
- Eser, Fabian & Schwaab, Bernd, 2016. "Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme," Journal of Financial Economics, Elsevier, vol. 119(1), pages 147-167.
- Houssam Bouzgarrou & Tarek Chebbi, 2016. "The reaction of sovereign CDS spread volatilities to news announcements," Journal of Asset Management, Palgrave Macmillan, vol. 17(5), pages 347-360, September.
- Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Widijanto, Daniel, 2017. "Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme," Journal of International Money and Finance, Elsevier, vol. 75(C), pages 14-31.