Sökning: "Edoardo Scalzulli"

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  1. 1. An empirical analysis of the ECB quantitative easing programme

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Ulrich Badstuber; Edoardo Scalzulli; [2015]
    Nyckelord :European Central Bank; quantitative easing; event study; sovereign bonds; bond yields; Business and Economics;

    Sammanfattning : On 22 January 2015, the ECB finally announced its expanded asset repurchase programme, better known as quantitative easing (ECB, 2015c). In this thesis, we are examining the effect of this announcement on sovereign bond yields in the Eurozone using the event study methodology and by time series forecasting (ARMA). LÄS MER