Projects funded by the NCN
The determinants of the 10-year government bond yields of the so-called southern euro area states, with a particular focus on the programme of Outright Monetary Transactions of the ECB
2015/17/N/HS4/02921
Keywords:
euro area sovereign debt crisis OMT programme DCC-GARCH model
Descriptors:
- HS4_6: Financial markets, international finance, public finance
- HS4_13: International economics
- HS4_3: Econometrics, statistical methods
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Łódzki, Wydział Ekonomiczno-Socjologiczny
woj. łódzkie
Principal investigator (from the host institution):
Number of co-investigators in the project: 3
Call: PRELUDIUM 9 - announced on 2015-03-16
Amount awarded: 42 000 PLN
Project start date (Y-m-d): 2016-03-03
Project end date (Y-m-d): 2017-09-02
Project duration:: 18 months (the same as in the proposal)
Project status: Project settled
Project description
Download the project description in a pdf file
Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.
Information in the final report
- Publication in academic press/journals (2)
- Book publications / chapters in book publications (1)
- News Releases, Credit Rating Announcements, and Anti-Crisis Measures as Determinants of Sovereign Bond Spreads in the Peripheral Euro-Area CountriesAuthors:Wojciech Grabowski, Ewa Stawasz-GrabowskaAcademic press:Czech Journal of Economics and Finance (rok: 2019, tom: 69, strony: 149-173), Wydawca: Charles University, Faculty of Social SciencesStatus:PublishedDOI:brak - link to the publication
- Sovereign Bond Spreads in the EMU Peripheral Countries. The Role of the Outright Monetary TransactionsAuthors:Wojciech Grabowski, Ewa StawaszAcademic press:Prague Economic Papers (rok: 2017, tom: 26, strony: 360-373), Wydawca: University of Economics, PragueStatus:PublishedDOI:10.18267/j.pep.618 - link to the publication
- -Authors:Ewa Stawasz-Grabowska, Wojciech GrabowskiBook:Rynek obligacji skarbowych w strefie euro w okresie kryzysu (rok: 2018, tom: -, strony: 1-176), Wydawca: CeDeWuStatus:Published