Tawadros, George B.; Moosa, Imad A. - In: International Journal of Financial Studies : open … 10 (2022) 4, pp. 1-17
prices for the US, UK and Japan. The model is estimated by maximum likelihood in a time-varying parametric framework, using … and cyclical movements. However, for the UK and Japan, no effect of QE on the FTSE100 and the NIKKEI225 is found …