Search Results - subject:"Time series econometrics"

International economic policy uncertainty and stock market returns of Bangladesh: evidence from linear and nonlinear model

Uddin, Md Akther; Mohammad Enamul Hoque; Ali, Md Hakim - In: Quantitative finance and economics 4 (2020) 2, pp. 236-251

Persistent link: https://www.econbiz.de/10012271366

QE in the euro area: Has the PSPP benefited peripheral bonds?

Belke, Ansgar; Gros, Daniel - 2019

The asset purchase programme of the euro area, active between 2015 and 2018, constitutes an interesting special case of Quantitative Easing (QE) because the ECB's Public Sector Purchase Programme (PSPP) involved the purchase of peripheral euro area government bonds, which were clearly not...

Persistent link: https://www.econbiz.de/10011994805

QE in the euro area: Has the PSPP benefited peripheral bonds?

Belke, Ansgar; Gros, Daniel - 2019

The asset purchase program of the Euro area, active between 2015 and 2018, constitutes an interesting special case of Quantitative Easing (QE) because the ECB's (Public Sector Purchase Program) PSPP program involved the purchase of the bonds of peripheral Euro area governments, which were...

Persistent link: https://www.econbiz.de/10012140693

QE in the euro area : has the PSPP benefited peripheral bonds?

Belke, Ansgar; Gros, Daniel - 2019

The asset purchase programme of the euro area, active between 2015 and 2018, constitutes an interesting special case of Quantitative Easing (QE) because the ECB’s Public Sector Purchase Programme (PSPP) involved the purchase of peripheral euro area government bonds, which were clearly not...

Persistent link: https://www.econbiz.de/10011994801