Quantitative easing and correlation dynamics in the aftermath of the Great Recession: A dynamic conditional correlation with exogenous variables approach

  1. de la Horra, L.P.
  2. Gabriel, A.
  3. Giménez Roche, G.A.
  4. Perote, J.
Journal:
Bulletin of Economic Research

ISSN: 1467-8586 0307-3378

Year of publication: 2024

Volume: 76

Issue: 4

Pages: 994-1006

Type: Article

DOI: 10.1111/BOER.12463 GOOGLE SCHOLAR lock_openOpen access editor