ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds

[1]  A. Krishnamurthy,et al.  ECB Policies Involving Government Bond Purchases: Impact and Channels , 2017 .

[2]  I. Drechsler,et al.  Who Borrows from the Lender of Last Resort , 2016 .

[3]  Michiel De Pooter,et al.  The Liquidity Effects of Official Bond Market Intervention , 2016 .

[4]  A. Zawadowski,et al.  The Anatomy of the CDS Market , 2016 .

[5]  G. Mesters,et al.  A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-Standard Monetary Policy in the Euro Area , 2014 .

[6]  J. Idier,et al.  A High Frequency Assessment of the ECB Securities Markets Programme , 2013, SSRN Electronic Journal.

[7]  Mark Aguiar,et al.  Take the Short Route: How to Repay and Restructure Sovereign Debt with Multiple Maturities , 2013 .

[8]  Peter G. Dunne,et al.  Was the Securities Markets Programme Effective in Stabilizing Irish Sovereign Yields , 2013 .

[9]  G. Gulati,et al.  The Gathering Storm: Contingent Liabilities in a Sovereign Debt Restructuring , 2013 .

[10]  G. Gulati,et al.  The Greek Debt Restructuring: An Autopsy , 2013, SSRN Electronic Journal.

[11]  Glenn D. Rudebusch,et al.  The Signaling Channel for Federal Reserve Bond Purchases , 2013 .

[12]  Michael A. S. Joyce,et al.  QE and the Gilt Market: A Disaggregated Analysis , 2012 .

[13]  I. Stevens,et al.  The Financial Market Impact of Quantitative Easing in the United Kingdom , 2012 .

[14]  Edward Nelson,et al.  The Federal Reserve's Large-Scale Asset Purchase Programs: Rationale and Effects , 2012 .

[15]  Wolfgang Härdle,et al.  Yield curve modeling and forecasting using semiparametric factor dynamics , 2012 .

[16]  Markus K. Brunnermeier,et al.  Macroeconomics with Financial Frictions: A Survey , 2012 .

[17]  A. Krishnamurthy,et al.  The Aggregate Demand for Treasury Debt , 2012, Journal of Political Economy.

[18]  Eric S. Rosengren,et al.  How Effective Were the Federal Reserve Emergency Liquidity Facilities? Evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility , 2012 .

[19]  R. M. Nelson,et al.  Greece's Debt Crisis: Overview, Policy Responses, and Implications [August 18, 2011] , 2011 .

[20]  I. Drechsler,et al.  A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk , 2011 .

[21]  James D. Hamilton,et al.  The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment , 2011 .

[22]  A. Krishnamurthy,et al.  The Effects of Quantitative Easing on Interest Rates , 2011 .

[23]  J. Chen,et al.  Liquidity Spillovers in Sovereign Bond and CDS Markets: An Analysis of The Eurozone Sovereign Debt Crisis , 2011 .

[24]  Jonathan H. Wright,et al.  Macroeconomics and the Term Structure , 2010 .

[25]  Stefania D’Amico,et al.  Flow and Stock Effects of Large-Scale Treasury Purchases , 2010 .

[26]  R. Greenwood,et al.  Price pressure in the government bond market , 2010 .

[27]  B. Sack,et al.  Large-Scale Asset Purchases by the Federal Reserve: Did They Work? , 2010 .

[28]  Jason X. Lan Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market , 2009 .

[29]  Leslie E. Papke,et al.  Panel data methods for fractional response variables with an application to test pass rates , 2008 .

[30]  R. Greenwood,et al.  Bond Supply and Excess Bond Returns , 2008 .

[31]  Long Chen,et al.  Corporate Yield Spreads and Bond Liquidity , 2005 .

[32]  B. Sack,et al.  Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment , 2004 .

[33]  Darrell Duffie,et al.  Over-the-Counter Markets , 2004 .

[34]  Gauti B. Eggertsson,et al.  Zero Bound on Interest Rates and Optimal Monetary Policy , 2003, Brookings Papers on Economic Activity.

[35]  Juan Jose Cruces,et al.  The Term Structure of Country Risk and Valuation in Emerging Markets , 2002 .

[36]  E. Duflo,et al.  How Much Should We Trust Differences-in-Differences Estimates? , 2001 .

[37]  B. Schwaab,et al.  Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme , 2016 .

[38]  J. Sears,et al.  Duration Risk Versus Local Supply Channel in Treasury Yields: Evidence from the Federal Reserve's Asset Purchase Announcements , 2013 .

[39]  M. Subrahmanyam,et al.  The Microstructure of the European Sovereign Bond Market: A Study of the Euro-zone Crisis , 2013 .

[40]  Jeffrey M. Woodbridge Econometric Analysis of Cross Section and Panel Data , 2002 .

[41]  José-Víctor Ríos-Rull,et al.  Federal Reserve Bank of Minneapolis , 2013 .