Quantitative easing and correlation dynamics in the aftermath of the Great Recession : a dynamic conditional correlation with exogenous variables approach
Year of publication: |
2024
|
---|---|
Authors: | Horra, Luis P. de la ; Gabriel, Amadeus ; Giménez Roche, Gabriel A. ; Perote, Javier |
Published in: |
Bulletin of economic research. - Oxford : Wiley-Blackwell, ISSN 1467-8586, ZDB-ID 1473655-X. - Vol. 76.2024, 4, p. 994-1006
|
Subject: | dynamic correlations | Federal Reserve | monetary policy | quantitative easing | Geldpolitik | Monetary policy | Korrelation | Correlation | Quantitative Lockerung | Quantitative easing | Wirkungsanalyse | Impact assessment |
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