Showing 1 - 10 of 18
Persistent link: https://www.econbiz.de/10011350177
Persistent link: https://www.econbiz.de/10012237350
Persistent link: https://www.econbiz.de/10002519336
In this paper, a structural time series model is estimated to analyse the effect of quantitative easing (QE) on stock prices for the US, UK and Japan. The model is estimated by maximum likelihood in a time-varying parametric framework, using the DJIA, S&P500, NASDAQ, FTSE100 and the NIKKEI225 as...
Persistent link: https://www.econbiz.de/10013465339
Persistent link: https://www.econbiz.de/10003963280
Persistent link: https://www.econbiz.de/10003983788
Persistent link: https://www.econbiz.de/10009299040
Persistent link: https://www.econbiz.de/10009729465
Persistent link: https://www.econbiz.de/10010463372
Persistent link: https://www.econbiz.de/10010512136