Dispelling the shadow of fiscal dominance?: Fiscal and monetary announcement effects for euro area sovereign spreads in the corona pandemic
We use event study regressions to compare the impact of monetary versus fiscal policy announcements on euro area government bond spreads in the unfolding Covid-19 pandemic. Throughout our specifications and robustness checks, we detect larger effects for monetary than for fiscal announcements. Among...
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| Main Authors: | , , , |
|---|---|
| Format: | Article (Journal) |
| Language: | English |
| Published: |
April 2022
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| In: |
Journal of international money and finance
Year: 2022, Volume: 122, Pages: 1-19 |
| ISSN: | 0261-5606 |
| DOI: | 10.1016/j.jimonfin.2021.102578 |
| Online Access: | Resolving-System, kostenfrei, Volltext: https://doi.org/10.1016/j.jimonfin.2021.102578 Verlag, kostenfrei, Volltext: https://www.sciencedirect.com/science/article/pii/S0261560621002291 
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| Author Notes: | Annika Havlik, Friedrich Heinemann, Samuel Helbig, Justus Nover |
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Dispelling the shadow of fiscal dominance?: fiscal and monetary announcement effects for euro area sovereign spreads in the Corona pandemic
- Verlag, kostenfrei
- Verlag, kostenfrei
- Resolving-System, kostenfrei
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- Verlag, kostenfrei
- Resolving-System, kostenfrei
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