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A structural time series analysis of the effect of quantitative easing on stock prices

Tawadros, George B.; Moosa, Imad A. - In: International Journal of Financial Studies : open … 10 (2022) 4, pp. 1-17

In this paper, a structural time series model is estimated to analyse the effect of quantitative easing (QE) on stock prices for the US, UK and Japan. The model is estimated by maximum likelihood in a time-varying parametric framework, using the DJIA, S&P500, NASDAQ, FTSE100 and the NIKKEI225 as...

Persistent link: https://www.econbiz.de/10013465339

The cyclical behavior of real wages : evidence from post-war Japanese data

Moosa, Imad A. - In: Japan and the world economy : international journal of … 10 (1998) 1, pp. 85-90

Persistent link: https://www.econbiz.de/10001234584

Why is it so difficult to outperform the random walk in exchange rate forecasting?

Moosa, Imad A. - In: Applied economics 45 (2013) 22/24, pp. 3340-3346

Persistent link: https://www.econbiz.de/10010345416

Operational risk as a function of the state of the economy

Moosa, Imad A. - In: Economic modelling 28 (2011) 5, pp. 2137-2142

Persistent link: https://www.econbiz.de/10009272039

Modeling Japanese oil imports : a seasonal cointegration approach

Moosa, Imad A. - In: Japan and the world economy : international journal of … 8 (1996) 3, pp. 279-290

Persistent link: https://www.econbiz.de/10001206819

Is the demand for oil cyclical? : Some evidence based on the Kalman Filter approach

Moosa, Imad A. - In: OPEC review : energy economics and related issues 20 (1996) 3, pp. 195-202

Persistent link: https://www.econbiz.de/10001207453

Deterministic and stochastic seasonality in the oil imports of the Group of Seven countries

Moosa, Imad A. - In: OPEC review : energy economics and related issues 19 (1995) 3, pp. 181-201

Persistent link: https://www.econbiz.de/10001187202

Does financialization retard growth? : time series and cross-sectional evidence

Moosa, Imad A. - In: Applied economics 50 (2018) 31, pp. 3405-3415

Persistent link: https://www.econbiz.de/10012038655

Blaming suicide on NASA and divorce on margarine : the hazard of using cointegration to derive inference on spurious correlation

Moosa, Imad A. - In: Applied economics 49 (2017) 15, pp. 1483-1490

Persistent link: https://www.econbiz.de/10011813612

Modelling and forecasting the KD exchange rates

Moosa, Imad A. - In: The Middle East business and economic review 13 (2001) 2, pp. 39-49

Persistent link: https://www.econbiz.de/10001646282

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