Poutachidou, Nikoletta; Papadamou, Stephanos - In: International Journal of Financial Studies : open … 9 (2021) 4, pp. 1-20
The purpose of this study is to investigate the fluctuations that occur in stock returns of US stock indices when there is an increase in the volume of Google internet searches for the phrase "quantitative easing" in the US. The exponential generalized autoregressive conditional...