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Bayesian VAR model
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Markov-switching dynamic regression model
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emerging economy
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expectations channel
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Effect of the U.S.
quantitative
easing
policy on institutional investor flows of an emerging country
Damle, Harshali
;
Basu, Sankarshan
- In:
Cogent Economics & Finance
8
(
2020
)
1
,
pp. 1-17
U.S.
quantitative
easing
(QE) period. We find a bi-directional Granger causality between domestic institutional investor …
Persistent link: https://www.econbiz.de/10012657600
Saved in:
2
Did the expectations channel work? Evidence from
quantitative
easing
in Japan, 2001-06
Tsuji, Chikashi
- In:
Cogent Economics & Finance
4
(
2016
)
1
,
pp. 1-28
The Japanese economy experienced a prolonged period of
quantitative
easing
(QE) over the five years from March 2001 to …
Persistent link: https://www.econbiz.de/10011559225
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