The impact of unconventional monetary policy on the tail risks of stock markets between U.S. and Japan
Year of publication: |
October 2015
|
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Authors: | Wang, Yi-Chen ; Wang, Ching-Wen ; Huang, Chia-Hsing |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 41.2015, p. 41-51
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Subject: | Unconventional monetary policy | Tail risks | Interdependence | Geldpolitik | Monetary policy | Japan | USA | United States | Aktienmarkt | Stock market | Börsenkurs | Share price | Risikomaß | Risk measure | Quantitative Lockerung | Quantitative easing |
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