A structural time series analysis of the effect of quantitative easing on stock prices
Year of publication: |
2022
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Authors: | Tawadros, George B. ; Moosa, Imad A. |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 10.2022, 4, Art.-No. 114, p. 1-17
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Subject: | central banks | quantitative easing | structural time series modelling | stock prices | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Quantitative Lockerung | Quantitative easing | Geldpolitik | Monetary policy | Schätzung | Estimation |
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