Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries
Year of publication: |
2024
|
---|---|
Authors: | Pick Schen Yip ; Wee, Yeap Lau ; Brooks, Robert |
Subject: | Quantitative easing | Portfolio balance channel | Dynamic spillovers | FIVAR model | Predictive regression | USA | United States | Portfolio-Management | Portfolio selection | Quantitative Lockerung | Spillover-Effekt | Spillover effect | Geldpolitik | Monetary policy |
-
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip, (2022)
-
On the International Spillovers of US Quantitative Easing
Fratzscher, Marcel, (2013)
-
On the international spillovers of US quantitative easing
Fratzscher, Marcel, (2013)
- More ...
-
Dynamic spillover between commodities and commodity currencies during United States Q.E.
Pick Schen Yip, (2017)
-
Dynamic volatility spillover effects between oil and agricultural products
Pick Schen Yip, (2020)
-
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip, (2022)
- More ...