Which news moves the euro area bond market? - European Central
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Which news moves the euro area bond market?
The views expressed in this paper do not necessarily reflect those of the European. Central Bank. The statement of purpose for the ECB. Working Paper Series is |
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Measuring financial integration in the euro area
14-Apr-2004 5 EURO AREA GOVERNMENT BOND MARKETS ... EUROPEAN CENTRAL BANK OCCASIONAL PAPER ... are affected by common news as compared with local news. |
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Which news moves the euro area bond market?
05-Jan-2022 2 European Central Bank Postfach 160319 |
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Are Long-Run Inflation Expectations Anchored More Firmly in the
27-Sept-2007 “Which News Moves the euro area Bond Market?” European Central Bank Working Paper Series Number 631. Chesher |
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Which News Moves the Euro Area Bond Market?
Which News Moves the. Euro Area Bond European Central Bank. Lars Jul Overby ... As regards announcement studies applied on the euro area bond markets. |
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Impact of the asset purchase programme on euro area government
12-Jul-2016 (BoE) has focused on their effects on government bond markets. ... is necessary to look at the impact of news about the ECB asset purchases ... |
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Working Paper Series - What drives euro area financial market
stock prices typically co-move positively in response to news about the economy First the 10-year euro area OIS rate and US Treasury yield are the main. |
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Which News Moves the Euro Area Bond Market?
Which News Moves the. Euro Area Bond European Central Bank. Lars Jul Overby ... As regards announcement studies applied on the euro area bond markets. |
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Convergence and anchoring of yield curves in the euro area
2 European Central Bank Kaiserstrasse 29 |
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Climate change and monetary policy in the euro area
29-Sept-2021 European Central Bank (ECB) and the national central banks (NCBs) of those ... Box 10 The green bond market and the role of supranational. |
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WORKING PAPER SERIES - European Central Bank
the dynamic market reactions to the constant flow of information This paper examines the effects of macroeconomic data releases and the ECB’s monetary policy statements on the German long-term bond market segment of the yield curve The sample period spans the period January 1999 to December 2005 Given the rather small and relatively stable |
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Update on the euro area corporate bond market
Mar 4 2020 · The euro area corporate bond market has become increasingly relevant for the funding of non-financial corporates in recent years Corporate leverage ratios have remained stable in aggregate but an increasing number of lower-rated corporates with higher leverage have gained market access |
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Europe's growing league of small corporate bond issuers: new
In March 2020 at the onset of the coronavirus (COVID-19) pandemic European corporate bond markets were thrown into turmoil An investor sell-off led to large spikes in borrowing costs for firms and new issu ance drying up The ECB had to intervene to restore market functioning and allow firms to borrow in the bond market again |
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Which news moves the euro area bond market?* - ResearchGate
Which news moves the euro area bond market?* Magnus Andersson** Lars Jul Hansen*** Szabolcs Sebestyén**** European Central Bank from central banks using asset prices to gauge investors |
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A common euro-bond market in sight - ECMI
Source: European Central Bank As for the new debt issuance of euro area governments it is expected to increase well above the €2 3 trillion in 2019 given that at the end of April was already at €1 1 trillion (Figure 2) Figure 2 Issuance of euro area government debt securities (€ billion) |
Is the euro area corporate bond market relevant for non-financial corporates?
- • The euro area corporate bond market has become increasingly relevant for the funding of non -financial corporates in recent years. Corporate leverage ratios have remained stable in aggregate, but an increasing number of lower -rated corporates with higher leverage have gained market access.
When will the ECB update the euro area corporate bond market?
- Update on the euro area corporate bond market Author Union Investment - Christian Kopf Subject ECB - BMCG - Update on corporate bond market on 4 March 2020 Created Date 3/2/2020 3:00:20 PM
How did the ECB's monetary policy affect corporate bond markets?
- The change of the ECB’s mone- tarypolicy stance contributed to a strong rally in euro area corporate bond markets during 2019, parti- cularlyin lower-rated securities. 2020 has so far been marked by a uniform selloff across all rating casl ses, caused by the spread of the corona virus.
Why is the ECB taking on Euro paper?
- This is different from the US corporate bond market, which shows a greater balance between net bid and net ask axes over time, and is likely explained by the ECB’s market presence. Dealers are generally willing to take on euro paper, since they are able to offload it into the central bank’s asset purchase programme.
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Which news moves the euro area bond market? - European Central
The main findings are that German bond markets tend to react more strongly to the surprise component in US macro releases compared to euro area and |
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Convergence and anchoring of yield curves in the euro area
2 European Central Bank, Kaiserstrasse 29, 60311 Frankfurt am Main, led to substantial convergence in euro area sovereign bond markets in terms of to news Finally, the reaction of far-ahead forward interest rates to macroeconomic Being agnostic on why US surprises moves European yields, we only assert that |
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The European Central Banks Monetary Policy during Its First 20 Years
European Central Bank (ECB)—and a single monetary policy By the time of writing balanced economic growth and a highly competitive social market economy members' public speeches moved to how the ECB used nonstandard monetary U S nancial crisis and the emergence of the euro area sovereign debt cri- |
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Szabolcs Sebestyen
Published papers Which news moves the euro area bond market? Is the external communication of the European Central Bank effective? (with Jorge Sicilia) |
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The ECBs securities markets programme - College of Europe
SMP's compliance with EU law and its impact on central bank independence are monetary policy moves are anticipated by the financial markets, markets will adapt http://www bloomberg com/news/2012-02-27/ecb-s-nowotny-says-bond- |
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What Moves Sovereign Bond Markets The Effects of Economic News
bond markets finds that the largest moves in yields are associated with U S announcements on labor market U S and European sovereign, or country- issued, debt instruments and shaping their expectations of central banks' future monetary tion to German yields, similar news from the euro area has shown little |
