Fed's unconventional monetary policy and risk spillover in the US financial markets
Year of publication: |
2020
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Authors: | Balcilar, Mehmet ; Ozdemir, Zeynel Abidin ; Ozdemir, Huseyin ; Wohar, Mark E. |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 78.2020, p. 42-52
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Subject: | STVAR model | Unconventional monetary policy | US financial markets | Volatility spillover | Geldpolitik | Monetary policy | Spillover-Effekt | Spillover effect | Finanzmarkt | Financial market | USA | United States | Volatilität | Volatility | Wirkungsanalyse | Impact assessment | Finanzkrise | Financial crisis |
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