Quantitative-Easing

Stefania D'Amico · Iryna Kaminska

Using security-level data on individual corporate bond prices and the Bank of England’s published purchase quantities across its gilt purchase programs (QE1: £200bn, QE2: £125bn, QE3: £50bn, …

Jens H. E. Christensen · Simon T. Hetland

The paper introduces the concept of “passive quantitative easing” (passive QE): a deliberate reduction in government debt issuance that lowers anticipated future bond supply and reduces …

Marianna Blix Grimaldi · Alberto Crosta · Dong Zhang

This paper uses transaction-level bond data under MiFID I and II to measure five dimensions of Swedish government bond market liquidity during the Riksbank’s QE program (2015–2020) and …