Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes

Zihui Yang
Zihui Yang
[email protected]
Lingnan College, Sun Yat-Sen University, Guangzhou 510275, China
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Yinggang Zhou
Corresponding Author
Yinggang Zhou
[email protected]
Department of Finance at School of Economics, and Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, Xiamen 361005, China
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Zihui Yang

[email protected]

Lingnan College, Sun Yat-Sen University, Guangzhou 510275, China

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,

Corresponding Author

Yinggang Zhou

[email protected]

Department of Finance at School of Economics, and Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, Xiamen 361005, China

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Published Online:3 Feb 2016https://doi.org/10.1287/mnsc.2015.2305

Supplemental Material

mnsc.2015.2305-sm-appendix.pdf (193 KB)

cover image Management Science

Volume 63, Issue 2

February 2017

Pages 279-585

Article Information

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Received:July 31, 2014
Accepted:June 12, 2015
Published Online:February 03, 2016

Copyright © 2016, INFORMS

Cite as

Zihui Yang, Yinggang Zhou (2016) Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes. Management Science 63(2):333-354.

https://doi.org/10.1287/mnsc.2015.2305

Keywords