The effect of quantitative easing on the variance and covariance of the UK and US equity markets
Year of publication: |
July 2017
|
---|---|
Authors: | Shogbuyi, Abiodun ; Steeley, James M. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 52.2017, p. 281-291
|
Subject: | Quantitative easing | Equity market | Variance | Co-variance | UK | US | USA | United States | Quantitative Lockerung | Großbritannien | United Kingdom | Aktienmarkt | Stock market | Korrelation | Correlation | Börsenkurs | Share price | Volatilität | Volatility | Theorie | Theory |
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