A structural break approach to analysing the impact of the QE portfolio balance channel on the US stock market
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DOI: 10.1016/j.irfa.2019.05.010
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Cited by:
- Cohen, Lior, 2023. "The effects of the BoJ's ETF purchases on equities and corporate investment," Economic Modelling, Elsevier, vol. 129(C).
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More about this item
Keywords
Equity risk premium; Regime shifts; Quantitative easing; Portfolio balance channel; Equity returns; US Treasuries;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G1 - Financial Economics - - General Financial Markets
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