Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Zion Gorgi"'
Publikováno v:
Economics Letters, 167, 124-126. Elsevier
We analyze a new option-based indicator of market perceptions of euro area deflation risks. We find that during 2010–2015, long-term deflation risks became slightly more sensitive to oil price changes and inflation surprises, suggesting a subtle we
Publikováno v:
SSRN Electronic Journal.
This paper investigates how the perceived risk that the euro area will experience deflation has evolved over time, and what this risk implies for the credibility of the ECB. We use a novel data set on market participants’ perceptions of short- to l
Publikováno v:
SSRN Electronic Journal.
This paper investigates the impact of the “unconventional” monetary policy measures taken by the Eurosystem on both the unsecured and the secured money markets. Furthermore, we provide insight into the shifts between the unsecured and secured mar