The effect of quantitative easing on the variance and covariance of the UK and US equity markets-Reference-Cited by-同舟云学术

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The effect of quantitative easing on the variance and covariance of the UK and US equity markets

Published:2017-07 Issue: Volume:52 Page:281-291
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Shogbuyi Abiodun^ORCID,Steeley James M.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference96 articles.

1. European government bond markets and monetary policy surprises: Returns, Volatility and integration;Abad,2013

2. Economic news and bond prices: Evidence from the U.S. treasury market;Balduzzi;Journal of Financial and Quantitative Analysis,2001

3. The signaling channel for Federal Reserve bond purchases;Bauer;International Journal of Central Banking,2014

Cited by 14 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries;The North American Journal of Economics and Finance;2024-09

2. Stock Market Response to Quantitative Easing: Evidence from the Novel Rolling Windows Nonparametric Causality-in-Quantiles Approach;Computational Economics;2023-09-19

3. A critique of quantitative easing by the Federal Reserve System and the European Central Bank;E+M Ekonomie a Management;2023

4. The Bank of Japan’s equity exchange-traded funds purchasing operation and its impact on equity returns;Cogent Economics & Finance;2022-08-18

5. FED's Unconventional Monetary Policy and Correlation Dynamics Among Conventional and Alternative Investments;Research Anthology on Macroeconomics and the Achievement of Global Stability;2022-08-05

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