The Effects of Quantitative Easing Announcements on the Mortgage Market: An Event Study Approach
This paper uses event study analysis to estimate the impact of the United States Federal Reserve Bank’s (Fed) quantitative easing (QE) announcements on the mortgage market during the zero lower bound (ZLB) period. A total of 35 QE announcements are identified and their effects are evaluate...
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| Format: | Article |
| Language: | English |
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MDPI AG
2019-02-01
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| Series: | International Journal of Financial Studies |
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| Online Access: | https://www.mdpi.com/2227-7072/7/1/9 |