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Quantitative Easing and U.S. Financial Markets

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dc.contributor.author Guo, Joanne
dc.date.accessioned 2017-03-25T17:57:31Z
dc.date.available 2017-03-25T17:57:31Z
dc.date.issued 2017-03-24
dc.identifier.uri https://scholarworks.bridgeport.edu/xmlui/handle/123456789/1833
dc.description.abstract This paper is a comprehensive study of the unconventional monetary policy taken by the Federal Reserve since the financial crisis of 2008, specifically on the purchases of different assets by the Fed to change medium and long-term rates. Included in this study are the three rounds of quantitative easing, and the two rounds of Operation Twist. A study as such is needed in order to examine if the Fed’s purchases of these various long-term assets had any effect on the financial markets in the longer term perspective since the first announcement of the first round of purchase in November 2008. While there exists a variety of literature on the effects of quantitative easing on Treasuries and mortgage backed securities, there is no single study comprising of all the large scale asset purchases by the Fed, covering their effects on all major financial assets. This study is an attempt to fill this void in current literature on quantitative easing. en_US
dc.language.iso en_US en_US
dc.subject Federal Reserve en_US
dc.subject Large scale asset purchases en_US
dc.subject Quantitative easing en_US
dc.subject United States of America en_US
dc.title Quantitative Easing and U.S. Financial Markets en_US
dc.type Presentation en_US
dc.institute.department School of Business en_US
dc.institute.name University of Bridgeport en_US
dc.event.location Bridgeport, CT en_US
dc.event.name Faculty Research Day en_US


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