|Researchers:||Massimiliano Caporin, Xu Liu, Loriana Pelizzon, Alberto Plazzi, Max Riedel|
|Category:||Financial Markets, Macro Finance|
|Funded by:||Volkswagen Stiftung|
This project focuses on the impact of such policy interventions and its reversal on the prices for equity, sovereign bonds, and corporate bonds. The analysis allows for comparison not only between these countries, but also between the EU and the US. The main empirical problem in this context is to conduct a natural experiment that can serve as basis for comparison of QE with non-QE periods or of periods when different monetary policy instruments were applied.
|275||Loriana Pelizzon, Max Riedel, Zorka Simon, Marti Subrahmanyam||Collateral Eligibility of Corporate Debt in the Eurosystem||2020||Financial Markets, Macro Finance|
|276||Massimiliano Caporin, Loriana Pelizzon, Alberto Plazzi||Does Monetary Policy Impact International Market Co-Movements?||2020||Financial Markets, Macro Finance|