How is the ECB's quantitative easing transmitted to the financial markets?
Donia Aloui and Abderrazek Ben Maatoug
| Year of publication: |
2024
|
|---|---|
| Authors: | Aloui, Donia ; Ben Maatoug, Abderrazek |
| Subject: | Data-rich environment | FAVAR model | Quantitative easing | Realized volatility | Risk premium | Shadow rates | Stock market | Volatilität | Volatility | Geldpolitik | Monetary policy | Risikoprämie | Schätzung | Estimation | Quantitative Lockerung | Finanzmarkt | Financial market | EU-Staaten | EU countries | VAR-Modell | VAR model | Wirkungsanalyse | Impact assessment | Schock | Shock | Eurozone | Euro area | Finanzkrise | Financial crisis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/SEF-02-2022-0108 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015049545