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We investigate the effects of the Federal Reserve's quantitative easing and maturity extension programs on the yields of US dollar-denominated corporate bonds using a multiple-regime heteroskedasti... Click to show full abstract
We investigate the effects of the Federal Reserve's quantitative easing and maturity extension programs on the yields of US dollar-denominated corporate bonds using a multiple-regime heteroskedasti...
Keywords:
private debt;
monetary policy;
debt respond;
policy heteroskedasticity;
cost private;
respond monetary
Journal Title: European Journal of Finance
Year Published: 2021
Link to full text (if available)
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Journal Title: European Journal of Finance
Year Published: 2021
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!