Echo over the great wall : spillover effects of QE announcements on Chinese yield curve
Year of publication: |
2021
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Authors: | Lin, Mucai ; Niu, Linlin |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 111.2021, p. 1-22
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Subject: | QE announcements | Spillover | Signaling effects | Portfolio balancing effects | Yield curve | Spillover-Effekt | Spillover effect | Zinsstruktur | Ankündigungseffekt | Announcement effect | Öffentliche Anleihe | Public bond | China | Portfolio-Management | Portfolio selection | Geldpolitik | Monetary policy | Börsenkurs | Share price | Signalling |
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