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FV-59 Efficiency of Monetary Policy mesures
Third-party funded project |
Project title |
FV-59 Efficiency of Monetary Policy mesures |
Principal Investigator(s) |
Zimmermann, Heinz
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Co-Investigator(s) |
Guggisberg, Brigitte
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Project Members |
Urban, Jörg
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Organisation / Research unit |
Departement Wirtschaftswissenschaften / Finanzmarkttheorie (Zimmermann) |
Project start |
01.01.2017 |
Probable end |
31.12.2017 |
Status |
Completed |
Abstract |
The purpose of the research project is the analysis of the dynamics of credit risk markets (credit default swaps and asset swap spreads) and its responses to ECB announcements and ECB interventions (conventional and unconventional) during the euro area sovereign debt crisis. Credit risk markets are very dynamic and hence intraday data must be used for the analysis. |
Financed by |
Other sources
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29/03/2024
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