Consider this - “Price impact of bond supply shocks: evidence from the Eurosystem’s asset purchase program”

Paris, 20/04/17

 

By 

Clément Monteil, 

Research Analyst - AXA IM R&IS

“Price impact of bond supply shocks: evidence from the Eurosystem’s asset purchase program”

With “Consider this” we introduce a series of curated articles and papers that we believe could be of interest to our readers. These do not represent our views and are intended for informational purposes only.

This note summarises a working paper published in March 2017 by Banque de France’s William Arrata and Benoît Nguyen.