The impact of quantitative and qualitative easing on term structure: evidence from micro-level data

DOI10.1016/J.ECONLET.2020.109347zbMATH Open1451.91206OpenAlexW2754747332WikidataQ114670610 ScholiaQ114670610MaRDI QIDQ2208862

Takahiro Hattori

Publication date: 4 November 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2020.109347

zbMATH Keywords

yield curvemarket segmentationquantitative easingcentral banking

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cites Work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

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