How is the ECB's quantitative easing transmitted to the financial markets?
Year of publication: |
2024
|
---|---|
Authors: | Aloui, Donia ; Ben Maatoug, Abderrazek |
Published in: |
Studies in economics and finance. - Bingley : Emerald, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 41.2024, 2, p. 268-285
|
Subject: | Data-rich environment | FAVAR model | Quantitative easing | Realized volatility | Risk premium | Shadow rates | Stock market | Schätzung | Estimation | Volatilität | Volatility | Geldpolitik | Monetary policy | Quantitative Lockerung | EU-Staaten | EU countries | VAR-Modell | VAR model | Risikoprämie | Finanzmarkt | Financial market | Schock | Shock | Aktienmarkt | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price | Finanzkrise | Financial crisis | Eurozone | Euro area | Öffentliche Anleihe | Public bond |
-
Fausch, Jürg, (2024)
-
Rischen, Tobias, (2021)
-
Yildirim, Zekeriya, (2021)
- More ...
-
Ben Maatoug, Abderrazek, (2022)
-
Aloui, Donia, (2023)
-
Effects of monetary policy on the REIT returns : evidence from the United Kingdom
Fatnassi, Ibrahim, (2014)
- More ...