Quantitative easing announcements and high-frequency stock market volatility : evidence from the United States
Year of publication: |
2019
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Authors: | Corbet, Shaen ; Dunne, John James ; Larkin, Charles |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 48.2019, p. 321-334
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Subject: | High-frequency data | Policy announcements | Quantitative easing | Stock market volatility | USA | United States | Volatilität | Volatility | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Geldpolitik | Monetary policy | Aktienmarkt | Stock market | Quantitative Lockerung | Schätzung | Estimation |
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