A Structural Time Series Analysis of the Effect of Quantitative Easing on Stock Prices
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- Axelsson, Birger & Song, Han-Suck, 2023. "The effect of quantitative easing and quantitative tightening on U.S. equity REIT returns," Working Paper Series 23/9, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, revised 14 Nov 2023.
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Keywords
central banks; quantitative easing; structural time series modelling; stock prices;All these keywords.
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