Browsing 03 Faculty of Business and Economics by Author "Hadood, Abobaker AL. AL."

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Impact of US Unconventional Monetary Policy on Dynamic Stock-Bond Correlations: Portfolio Rebalancing and Signaling Channel Effects

Hadood, Abobaker AL. AL. (Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ), 2019)

This research examines the effects from unconventional monetary policy through, portfolio rebalancing and signaling channels, on the dynamic correlation between US stock and bond markets, as well as on the dynamic ...