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
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