Quantitative monetary easing and risk in financial asset markets

Topics in Macroeconomics

Volumn 6, Issue 1, 2006, Pages 1-54

  Kimura, Takeshi ^a   Small, David H ^b  

^a BANK OF JAPAN   (Japan)

^b FEDERAL RESERVE BOARD   (United States)

Author keywords

Bank of Japan; CAPM; Portfolio rebalancing effects; Quantitative monetary easing; Risk premium; Zero interest rate bound

Indexed keywords

EID: 33750178320     PISSN: 15345998     EISSN: 15345998     Source Type: Journal    
DOI: 10.2202/1534-5998.1274     Document Type: Article

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