Poutachidou, Nikoletta; Papadamou, Stephanos - In: International Journal of Financial Studies : open … 9 (2021) 4, pp. 1-20
generalized autoregressive conditional heteroscedasticity model (EGARCH) was applied based on weekly data of stock indices using … quantitative easing (QE), as determined by Google metrics, seems to calm stock market volatility and increase stock returns …