ECB policies’ impact on the euro area sovereign bond yields and channels
Pio, Leslie Yvonne (A.A. 2021/2022) ECB policies’ impact on the euro area sovereign bond yields and channels. Tesi di Laurea in Advanced financial economics, Luiss Guido Carli, relatore Andrea Polo, pp. 60. [Master's Degree Thesis]
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Abstract/Index
Literature review. The yield curve and its stylized facts. The asset purchase program and the pandemic stimulus package. Transmission channels. Previous research. Empirical strategy. The model. The Kalman filter. The data. Estimation results. Event study analysis on government bond yields. Event study post Kalman filter.
References
Bibliografia: pp. 45-47.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Advanced financial economics |
| Thesis Supervisor: | Polo, Andrea |
| Thesis Co-Supervisor: | Borri, Nicola |
| Academic Year: | 2021/2022 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 03 Aug 2023 10:18 |
| Last Modified: | 03 Aug 2023 10:18 |
| URI: | https://tesi.luiss.it/id/eprint/36260 |
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