The effects of quantitative easing on the integration of UK capital markets
(2017)
Journal Article
(2017). The effects of quantitative easing on the integration of UK capital markets. European Journal of Finance, 999-1024. https://doi.org/10.1080/1351847x.2015.1067635
We examine the effects of quantitative easing (QE) on the volatility of and correlation between stocks, short-term bonds and long-term bonds in the UK. Using a multivariate dynamic conditional correlation generalised autoregressive conditional hetero... Read More about The effects of quantitative easing on the integration of UK capital markets.