To QE or Not to QE? The Japanese Experience
This paper studies the effect of a series of quantitative easing initiatives belonging to the Bank of Japan on Central and Eastern European sovereign CDSs. Using daily data for the 2005 – 2013 period and considering 23 announcements of QE initiatives we build an econometric event study approach in o...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Faculty of Economic Sciences, Hyperion University, Bucharest
2014-06-01
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| Series: | Hyperion Economic Journal |
| Subjects: | |
| Online Access: | http://hej.hyperion.ro/articles/2(2)_2014/HEJ%20nr2(2)_2014_A1Lupu.pdf |
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