Heiko Hofer

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

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Scarcity Effects of QE: A Transaction-Level Analysis in the Bund Market

Number of pages: 43 Posted: 21 Feb 2017
Deutsche Bundesbank, Deutsche Bundesbank, Smith School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 102 (261,739)
Citation 10

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Quantitative Easing, European Central Bank, Scarcity Channel, Bond Market Liquidity, High-Frequency Data

Scarcity Effects of QE: A Transaction-Level Analysis in the Bund Market

BIS Working Paper No. 625
Number of pages: 47 Posted: 29 Apr 2017
Deutsche Bundesbank, Deutsche Bundesbank, Smith School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 51 (389,196)

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Easing, European Central Bank, Scarcity Channel, Bond Market Liquidity, High-Frequency Data

Scarcity Effects of QE: A Transaction-Level Analysis in the Bund Market

Bundesbank Discussion Paper No. 06/2017
Number of pages: 43 Posted: 24 Apr 2017
Deutsche Bundesbank, Deutsche Bundesbank, Smith School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 17 (556,314)

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Quantitative Easing, European Central Bank, Scarcity Channel, Bond Market Liquidity, High-Frequency Data