European Central Bank (ECB), Banco de España, European Central Bank (ECB), University of Amsterdam, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), National Bank of Belgium, National Bank of Belgium, Leibniz Universität Hannover, Deutsche Bundesbank, Bank of Estonia, Bank of Estonia, Central Bank and Financial Services Authority of Ireland, Bank of Greece, Banco de España, affiliation not provided to SSRN, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Banque de France, Banque de France, Bank of Italy, Central Bank of Cyprus, Banque Centrale du Luxembourg, Banque Centrale du Luxembourg, affiliation not provided to SSRN, affiliation not provided to SSRN, De Nederlandsche Bank - Research Department, De Nederlandsche Bank, Austrian National Bank, Oesterreichische Nationalbank (OeNB), Bank of Portugal, affiliation not provided to SSRN, Bank of Slovenia, National Bank of Slovakia, National Bank of Slovakia, Bank of Finland and Bank of Finland

European Central Bank, Bank of Greece, Bank of Finland, Deutsche Bundesbank, Bank of Latvia, De Nederlandsche Bank, Bank of Italy, Bank of Portugal, European Central Bank (ECB), European Central Bank (ECB), Banco de España, Deutsche Bundesbank, Cyprus University of Technology, Bank of Greece, De Nederlandsche Bank - Research Department, Croatian National Bank, European Central Bank (ECB), Bank of Italy, Národná banka Slovenska, National Bank of Denmark, Bank of Portugal and Banco de España

European Commission - Joint Research Centre, affiliation not provided to SSRN, affiliation not provided to SSRN and Bank of Portugal