Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes

Yang, Zihui; Zhou, Yinggang

doi:10.1287/mnsc.2015.2305

Record: found
Abstract: not found
Article: not found

Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes

Author(s): Zihui Yang , Yinggang Zhou

Publication date Created: February 2017

Publication date (Print): February 2017

Journal: Management Science

Publisher: Institute for Operations Research and the Management Sciences (INFORMS)

Read this article at

ScienceOpenPublisher

There is no author summary for this article yet. Authors can add summaries to their articles on ScienceOpen to make them more accessible to a non-specialist audience.

Related collections

Most cited references 61

Record: found
Abstract: not found
Article: not found

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

David Dickey, Wayne Fuller (1981)

0 comments Cited 957 times – based on 0 reviews      Review now

Record: found
Abstract: not found
Article: not found

Macroeconomics and Reality

Christopher Sims (1980)

0 comments Cited 865 times – based on 0 reviews      Review now

Record: found
Abstract: not found
Article: not found

Generalized impulse response analysis in linear multivariate models

H.Hashem Pesaran, Yongcheol Shin (1998)

0 comments Cited 682 times – based on 0 reviews      Review now

All references

Author and article information

Journal

Title: Management Science

Abbreviated Title: Management Science

Publisher: Institute for Operations Research and the Management Sciences (INFORMS)

ISSN (Print): 0025-1909

ISSN (Electronic): 1526-5501

Publication date Created: February 2017

Publication date (Print): February 2017

Volume: 63

Issue: 2

Pages: 333-354

Article

DOI: 10.1287/mnsc.2015.2305

SO-VID: 2ea3ae83-cd00-4b38-8ce2-86a2516bde13

History

ScienceOpen disciplines: Quantitative & Systems biology,Biophysics

Data availability:

ScienceOpen disciplines: Quantitative & Systems biology, Biophysics

Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes

Read this article at

Related collections

iGEM

Most cited references 61

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

Macroeconomics and Reality

Generalized impulse response analysis in linear multivariate models

Author and article information

Journal

Article

History

Comments

Comment on this article

Similar content 3,969

Cited by 48

Most referenced authors 410