The effects of U.S. unconventional monetary policy on Asian stock markets
Year of publication: |
2020
|
---|---|
Authors: | Lee, Chien-Chiang ; Chen, Mei-Ping ; Huang, Chun-Chie |
Published in: |
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0217-5908, ZDB-ID 231534-8. - Vol. 65.2020, 4, p. 917-945
|
Subject: | Spillover | quantitative easing (QE) | dynamic correlation coefficient-generalized auto-regressive conditional heteroscedasticity model (DCC-GARCH) | country factors | East Asia | Quantitative Lockerung | Quantitative easing | USA | United States | Geldpolitik | Monetary policy | Ostasien | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Asien | Asia | Wirkungsanalyse | Impact assessment | ARCH-Modell | ARCH model | Korrelation | Correlation | Japan | Volatilität | Volatility | Börsenkurs | Share price |
-
Sugimoto, Kimiko, (2019)
-
Tsuji, Chikashi, (2024)
-
Hadood, Abobaker Al. Al., (2023)
- More ...
-
Lee, Chien-Chiang, (2011)
-
Lee, Chien-Chiang, (2020)
-
Do country risks matter for tourism development? : international evidence
Lee, Chien-Chiang, (2021)
- More ...