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The effect of quantitative easing on the variance and covariance of the UK and US equity markets. (2017). Steeley, James ; Shogbuyi, Abiodun .
In: International Review of Financial Analysis.
RePEc:eee:finana:v:52:y:2017:i:c:p:281-291.

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Cited: 10

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  1. The effect of quantitative easing and quantitative tightening on U.S. equity REIT returns. (2023). Song, Han-Suck ; Axelsson, Birger.
    In: Working Paper Series.
    RePEc:hhs:kthrec:2023_009.

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  2. Unconventional policies effects on stock market volatility: The MAP approach. (2022). Otranto, Edoardo ; Gallo, Giampiero ; Lacava, Demetrio.
    In: Journal of the Royal Statistical Society Series C.
    RePEc:bla:jorssc:v:71:y:2022:i:5:p:1245-1265.

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  3. The Incidence of Spillover Effects during the Unconventional Monetary Policies Era. (2021). Domianello, Luca Scaffidi ; Lacava, Demetrio.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:242-:d:566026.

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  4. On Classifying the Effects of Policy Announcements on Volatility. (2020). Otranto, Edoardo ; Gallo, Giampiero ; Lacava, D.
    In: Working Paper CRENoS.
    RePEc:cns:cnscwp:202008.

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  5. Measuring the Effects of Unconventional Policies on Stock Market Volatility. (2020). Gallo, Giampiero ; Lacava, D ; Otranto, E.
    In: Working Paper CRENoS.
    RePEc:cns:cnscwp:202006.

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  6. On Classifying the Effects of Policy Announcements on Volatility. (2020). Otranto, Edoardo ; Gallo, Giampiero ; Lacava, Demetrio.
    In: Papers.
    RePEc:arx:papers:2011.14094.

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  7. Measuring the Effect of Unconventional Policies on Stock Market Volatility. (2020). Gallo, Giampiero ; Lacava, Demetrio ; Otranto, Edoardo.
    In: Papers.
    RePEc:arx:papers:2010.08259.

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  8. A structural break approach to analysing the impact of the QE portfolio balance channel on the US stock market. (2019). Shah, Imran Hussain ; Hatfield, Richard ; Malki, Issam ; Schmidt-Fischer, Francesca.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:64:y:2019:i:c:p:204-220.

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  39. Information shares in the U.S. treasury market. (2007). Neely, Christopher ; Mizrach, Bruce.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-070.

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  40. Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices. (2006). Rigobon, Roberto ; Sack, Brian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12420.

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  41. Which news moves the euro area bond market?. (2006). Sebestyén, Szabolcs ; Sebestyen, Szabolcs ; Hansen, Lars Jul ; Andersson, Magnus.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006631.

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  42. Efficiency in Information Processing: A Study of Non-Nearby Currency Futures and Relationships with Nearby Counterparts. (2006). Chen, Kim Heng ; Han, Li-Ming.
    In: Review of Applied Economics.
    RePEc:ags:reapec:50279.

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  43. The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market. (2005). Nath, Purnendu ; Goldreich, David ; Hanke, Bernd.
    In: Review of Finance.
    RePEc:kap:eurfin:v:9:y:2005:i:1:p:1-32.

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  44. How is Macro News Transmitted to Exchange Rates? (December 2003). (2005). Lyons, Richard ; Evans, Martin ; Martin D. D. Evans, .
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~05-05-05.

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  45. Where Are We Now? Real-time Estimates of the Macro Economy. (2005). Evans, Martin ; Martin D. D. Evans, .
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~05-05-02.

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  46. The implied jump risk of LIBOR rates. (2005). Ting, Christopher ; Warachka, Mitch ; Guan, Lim Kian .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:10:p:2503-2522.

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  47. Stocks, bonds, money markets and exchange rates: measuring international financial transmission. (2005). Fratzscher, Marcel ; Ehrmann, Michael ; Rigobon, Roberto.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005452.

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  48. The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes. (2005). Rangel, Jose ; Gonzalo, Jesus ; Engle, Robert.
    In: Working Papers.
    RePEc:cnb:wpaper:2005/13.

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  49. The European Bond Markets under EMU. (2004). von Thadden, Ernst-Ludwig ; Pagano, Marco.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:126.

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  50. Economic News and the Impact of Trading on Bond Prices. (2004). Green, Clifton T..
    In: Journal of Finance.
    RePEc:bla:jfinan:v:59:y:2004:i:3:p:1201-1234.

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  51. Determinants of the relative price impact of unanticipated information in US macroeconomic releases. (2003). Hess, Dieter .
    In: Frankfurt School - Working Paper Series.
    RePEc:zbw:fsfmwp:46.

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  52. A Note on the Observed Downward Bias in Real-Time Estimates of Payroll Jobs Growth in Early Expansions. (2003). Kitchen, John.
    In: MPRA Paper.
    RePEc:pra:mprapa:21070.

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  53. Is Transparency Good for You, and Can the IMF Help?. (2003). Shin, Yongseok ; Glennerster, Rachel.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2003/132.

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  54. An empirical analysis of stock and bond market liquidity. (2003). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun .
    In: Staff Reports.
    RePEc:fip:fednsr:164.

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  55. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8959.

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  56. Time-Varying Liquidity in Foreign Exchange. (2001). Evans, Martin ; Lyons, David .
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~01-01-11.

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