Beyond fragmentation: unraveling the drivers of yield divergence in the euro area
Research develops a high-frequency fragmentation index decomposing euro-area sovereign yields into common, market-driven, and fundamental components, showing Transmission Protection Instrument effectiveness.
Featured in No. 136 on 23 Oct 2026 · 4 days after release
- Released
- 19 Oct 2026
- First featured
- No. 136 · 23 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- RePEc:bde:wpaper:2520
- Authors
- Alicia Aguilar
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