Spillover impact of the US unconventional monetary policy and uncertainties on stock-bond correlations
Year of publication: |
2023
|
---|---|
Authors: | Hadood, Abobaker Al. Al. ; Gökmenoglu, Korhan K. |
Published in: |
Panoeconomicus. - Novi Sad, ISSN 1452-595X, ZDB-ID 2261714-0. - Vol. 70.2023, 3, p. 355-382
|
Subject: | Cross-country | cross-asset correlations | Unconventional monetary policy | Uncertainties | Quantile regression | Geldpolitik | Monetary policy | Korrelation | Correlation | USA | United States | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Wirkungsanalyse | Impact assessment | Risiko | Risk | Rentenmarkt | Bond market | Quantitative Lockerung | Quantitative easing | Finanzkrise | Financial crisis | Ankündigungseffekt | Announcement effect |
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