Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 24 for “"quantitative easing"”.
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Essays On The Impacts Of Quantitative Easing On Financial Markets
… of the Fed's unconventional monetary policy is quantitative easing, in which it purchased a large amount of government securities from the markets in order to lower longer term interest rates and mortgage rates. The several rounds of quantitative easing had different impacts, intended as well as …
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Heterogeneous agent models to determine spillover effects in the context of quantitative easing
… financial spillover effects in the context of Quantitative Easing (QE). We consider these spillover effects from two perspectives. The first perspective studies spillovers within a network of financial institutions. The aim is to understand where amplification effects occur in the event of a …
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The effect of FED's quantitative easing policy on listed companies and sectors in South Africa
This paper examines the effect of Quantitative Easing (QE) on listed companies and sectors in South Africa. The unconventional monetary policy carried out by the developed markets had spill over effects in emerging market economies. We focus on the policies performed by the United States. Our …
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Empirical Examination of Quantitative Easing in Monetary Policy and Earning Management of Financial Markets and Institutions
<p>In the first chapter, I analyze the impact of changes in aggregate holding in special asset purchase programs by Federal Reserve Systems (FED) as an alternate monetary policy at aggregate level. Later, to complement the analysis of monetary impact at aggregate level, I also analyze the impact of …
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Essays on institutional investors, central banks and asset pricing
… quantities are presented and the impact of quantitative easing on prices, risk premium and volatility of financial markets instruments, such as stocks and bonds, are evaluated. The changes in macroeconomic variables such as consumption, money demand and investment policies are also …
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Creating custom ETFs and exploring performance versus peers and the iBoxx index
… crisis and following bond buyback actions and quantitative easing announcements by the ECB have led to strong demand for fixed income investments, particularly in Europe. This has increased demand for both active and passive fixed income funds. In this thesis, I review the Markit EUR Corporate …
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Folkloric Flux
… and 4) The Adventures of Pinocchio to examine quantitative easing, the widespread experimental monetary program. This paper documents 1) the relationship between narrative and form; and 2) how textural, thematic and motivic development contributes to narrative symbolism on an intra- and …
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Combating Climate Change with Green Central Banking: A Continuous-Time, Stock-Flow Consistent Approach
… climate-related monetary policies such as green quantitative easing (QE) and a green interest rate and whether they alleviate short-term debt burdens without neglecting the long-term destabilizing effects of climate change. Our key findings include: (i) providing the productive sector with a more …
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Essays in Housing Markets
… I estimate the effect of demand- and supply-side quantitative allocation policies on the price elasticity of housing supply and the home price volatility across municipalities in China. At the transaction level, I use Chinese land supply data to examine the substitution of land use types, and …
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The US Unconventional Monetary Policy and International Capital Flows to Emerging Market Economies
… (EMEs) from 2003Q1 to 2019Q4, with a focus on quantitative easing (QE) and its normalization phases, including both tapering and quantitative tightening (QT). Using a panel data model with fixed effects, this dissertation finds that the spillover effects of US monetary policy during the QE …
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The impact of Federal Reserve’s policies on the residential mortgage markets
… Federal Reserve adopted a new tool for temporary quantitative easing (QE) by purchasing agency mortgage-backed securities and Treasury securities from the market in an attempt to resurrect the economy. This unconventional method of restoring the capital markets proved innovative and effective. …
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Essays on monetary policy and financial markets in heterogeneous economies
… developing theoretical frameworks and conducting quantitative analyses to uncover key propagation mechanisms and inform policy implications. Chapter 1: Quantitative Easing with Heterogeneous PortfoliosQuantitative Easing (QE) has been extensively employed as an unconventional monetary policy tool …
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Effects of Us Monetary Policy On Asean and Apec Economies
… (APEC). The papers employ qualitative and quantitative research methodologies to understand the topic comprehensively. The first paper (Chapter 2) provides the background of the US monetary policy spillovers. The Federal Reserve, as the US central bank, is pivotal in shaping domestic and …
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Effects of Us Monetary Policy On Asean and Apec Economies
… (APEC). The papers employ qualitative and quantitative research methodologies to understand the topic comprehensively. The first paper (Chapter 2) provides the background of the US monetary policy spillovers. The Federal Reserve, as the US central bank, is pivotal in shaping domestic and …
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A política de compra de dívida corporativa do Banco Central Europeu e o seu impacto na emissão de capital próprio
… intermédio da compra de ativos conhecidos como Quantitative Easing. O Banco Central Europeu (BCE) deu um passo adiante em relação aos seus pares e, além de comprar bonds soberanos pelo programa Public Sector Purchase Program (PSPP), criou também o Corporate Sector Purchase Program (CSPP), em …
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The Greek debt debacle and the role of external debt in the EMU sovereign debt crisis and the ensuing landscape for peripheral european sovereign borrowers
… injection measures as well as purchases via quantitative easing. It provided Greece, and subsequently Ireland and Portugal with a de facto bailout solution, and in order, to fund such bailout started issuing pan-EMU debt through, what some contended to be quasi-Collateralised Debt Obligation …
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Reconsidering the role of nominal monetary policy variables: evidence from four major economies
… that new monetary policy instruments are needed. Quantitative variables (including measures of money and credit) have since become of greater concern again, especially since a policy of “quantitative easing (QE)” was adopted by the Bank of England in 2009.<br/>The main goal of this research is to …
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Essays on Measuring Monetary Policy Uncertainty and Forecasting Business Cycle
… zero lower bound. These models have become increasingly popular in macro-economics and finance. The stochastic volatility model with zero lower bound is designed for applying zero interest rate policy. The primary purpose of this paper is to provide particle filter algorithms for these models …
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Sustainable Economic Growth and Financial Stability: A Critical Perspective with Special Reference to Sub-Saharan Africa
… from the second theme suggested that Bitcoin and quantitative easing policy of the monetary authorities and oil price were good predictors of stock market performance. Results further showed that investors react more to positive changes in oil price. Policy implications, research limitations and …
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Unveiling the Dynamics of Inflation in Housing Rent
… be demonstrated through both qualitative and quantitative analyses of the housing market and its price dynamics in the United States. The first section of this document — The Upheaval of Housing Costs — will explain how rising house prices have trespassed into rising residential rents, and how …
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