Stock market response to quantitative easing : evidence from the novel rolling windows nonparametric causality-in-quantiles approach
Year of publication: |
2024
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Authors: | Olasehinde-Williams, Godwin ; Olanipekun, Ifedola ; Özkan, Oktay |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 64.2024, 2, p. 947-977
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Subject: | Nonparametric causality-in-quantiles | Quantitative easing | Rolling windows | Stock market | USA | United States | Quantitative Lockerung | Aktienmarkt | Börsenkurs | Share price | Nichtparametrisches Verfahren | Nonparametric statistics | Geldpolitik | Monetary policy | Wirkungsanalyse | Impact assessment |
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