The effects of U.S. unconventional monetary policy on Asian stock markets
Chien-Chiang Lee, Mei-Ping Chen, Chun-Chie Huang
| Year of publication: |
2020
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| Authors: | Lee, Chien-chiang ; Chen, Mei-Ping ; Huang, Chun-Chie |
| Published in: |
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0217-5908, ZDB-ID 231534-8. - Vol. 65.2020, 4, p. 917-945
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| Subject: | Spillover | quantitative easing (QE) | dynamic correlation coefficient-generalized auto-regressive conditional heteroscedasticity model (DCC-GARCH) | country factors | East Asia | Geldpolitik | Monetary policy | USA | United States | Asien | Asia | Ostasien | Spillover-Effekt | Spillover effect | Quantitative Lockerung | Quantitative easing | ARCH-Modell | ARCH model | Japan | Aktienmarkt | Stock market | Korrelation | Correlation | Wirkungsanalyse | Impact assessment | Heteroskedastizität | Heteroscedasticity | Kapitalmobilität | Capital mobility | Volatilität | Volatility | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0217590817500205 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012509364