Paul, Moumita; Kalluru, Siva Reddy - In: Financial issues in emerging economies : special issue …, (pp. 45-66). 2020
This chapter examines the long-run and short-run spillover effects of US quantitative easing (QE) on the money market in India. The study adopts the autoregressive distributed lag bounds testing co-integration approach for monthly data from September 2008 to May 2019 to investigate the spillover...