A structural break approach to analysing the impact of the QE portfolio balance channel on the US stock market
Imran Hussain Shah, Francesca Schmidt-Fischer, Issam Malki, Richard Hatfield
| Year of publication: |
2019
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|---|---|
| Authors: | Shah, Imran ; Schmidt-Fischer, Francesca ; Malki, Issam ; Hatfield, Richard |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 64.2019, p. 204-220
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| Subject: | Equity returns | Equity risk premium | Portfolio balance channel | Quantitative easing | Regime shifts | US Treasuries | USA | United States | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Strukturbruch | Structural break | Quantitative Lockerung | Japan | Geldpolitische Transmission | Monetary transmission |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2019.05.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012208386