Quantitative easing and correlation dynamics in the aftermath of the Great Recession: A dynamic conditional correlation with exogenous variables approach
- de la Horra, L.P.
- Gabriel, A.
- Giménez Roche, G.A.
- Perote, J.
ISSN: 1467-8586, 0307-3378
Year of publication: 2024
Volume: 76
Issue: 4
Pages: 994-1006
Type: Article