FV-59 Efficiency of Monetary Policy mesures

Research Project
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01.01.2017
- 31.12.2017

The purpose of the research project is the analysis of the dynamics of credit risk markets (credit default swaps and asset swap spreads) and its responses to ECB announcements and ECB interventions (conventional and unconventional) during the euro area sovereign debt crisis. Credit risk markets are very dynamic and hence intraday data must be used for the analysis.

Members (3)

Heinz Zimmermann

Principal Investigator

Brigitte Guggisberg

Co-Investigator

Jörg Urban

Project Member

Research Groups

Finanzmarkttheorie (Zimmermann)