Quantitative easing announcements and high-frequency stock market volatility : evidence from the United States
Shaen Corbet, John James Dunne, Charles Larkin
| Year of publication: |
2019
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|---|---|
| Authors: | Corbet, Shaen ; Dunne, John James ; Larkin, Charles |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 48.2019, p. 321-334
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| Subject: | High-frequency data | Policy announcements | Quantitative easing | Stock market volatility | USA | United States | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Börsenkurs | Share price | Aktienmarkt | Stock market | Quantitative Lockerung | Wirkungsanalyse | Impact assessment | Geldpolitik | Monetary policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2019.01.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012135920