This work examines the effects of quantitative easing on different stock in- dices in the form of S&P 500, NASDAQ-100, DJIA and Russell 2000. The effects are analysed through the implementation of standard statistical methods and ARMA-GJR-GARCH models. Weekly data on total assets held by Fed and announcement dates are employed as variables representing quantitative easing. A strong positive relationship between quantitative easing and the stock market indices was found, with the most significant effect on the Russell 2000. The in- clusion of quantitative easing in our ARMA equation visually seemed to explain some of the market's volatility after the Fed's announcements of quantitative easing, but statistical methods did not confirm this hyp...
This study intends to evaluate whether quantitative easing and expansionary monetary policy truly im...
Post the financial crisis of 2008 the accusation has been made that the very companies, namely the l...
1 online resource (vi, 31 p.) : col. ill.Includes abstract and appendices.Includes bibliographical r...
A structural time series model is estimated and tested to examine the effect of quantitative easing ...
The purpose of this study is to explore the relationship between two United States Quantitative Easi...
Conventional monetary policy has traditionally been conducted through changes in the interest rate, ...
In this paper we examine effects of the QE related statements made by the FED on major equity indice...
This work investigates the effect of the COVID-19 pandemic on the S&P 500 stock index and its eleven...
My thesis will investigate and try to find a casual relationship between Quantitative Easing, or “QE...
This paper examines the effects that the first round of the large-scale assert purchases known as Qu...
This research aims to determine whether the quantitative easing policy issued by the United States g...
In this paper we examine effects of the QE related statements made by the FED on major equity indice...
This paper estimates the effect of Quantitative Easing (QE) in the United States on the stock prices...
With the support of a generalized autoregressive conditional heteroscedasticity model, this research...
The global economy has been severely impacted during the Covid-19 period. The U.S. stock market has ...
This study intends to evaluate whether quantitative easing and expansionary monetary policy truly im...
Post the financial crisis of 2008 the accusation has been made that the very companies, namely the l...
1 online resource (vi, 31 p.) : col. ill.Includes abstract and appendices.Includes bibliographical r...
A structural time series model is estimated and tested to examine the effect of quantitative easing ...
The purpose of this study is to explore the relationship between two United States Quantitative Easi...
Conventional monetary policy has traditionally been conducted through changes in the interest rate, ...
In this paper we examine effects of the QE related statements made by the FED on major equity indice...
This work investigates the effect of the COVID-19 pandemic on the S&P 500 stock index and its eleven...
My thesis will investigate and try to find a casual relationship between Quantitative Easing, or “QE...
This paper examines the effects that the first round of the large-scale assert purchases known as Qu...
This research aims to determine whether the quantitative easing policy issued by the United States g...
In this paper we examine effects of the QE related statements made by the FED on major equity indice...
This paper estimates the effect of Quantitative Easing (QE) in the United States on the stock prices...
With the support of a generalized autoregressive conditional heteroscedasticity model, this research...
The global economy has been severely impacted during the Covid-19 period. The U.S. stock market has ...
This study intends to evaluate whether quantitative easing and expansionary monetary policy truly im...
Post the financial crisis of 2008 the accusation has been made that the very companies, namely the l...
1 online resource (vi, 31 p.) : col. ill.Includes abstract and appendices.Includes bibliographical r...