Research

European SSAs: Germany's "QE premium"

8 September 2017 0:00 RaboResearch

Bas van Geffen

Senior Macro Strategist Eurozone

Matt Cairns

Head of Credit Strategy & Regulation

Richard McGuire

Head of Rates Strategy

Lyn Graham-Taylor

Senior Rates Strategist

In this week’s Rabo Rate Directions we examine the impact that QE has had on German assets included in the PSPP to date. We then employ our “QE premium” model to...