The Portfolio Rebalance Effect : Measuring the effects of QE on stock returns
This thesis has identified a gap in literature regarding the effects of quantitative easing (QE) on equities since the financial crisis in 2008. An event study has been conducted to investigate the portfolio rebalance effect stating that assets not regarded as close substitutes to targeted assets un...
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| Format: | Others |
| Language: | English |
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KTH, Entreprenörskap och Innovation
2015
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-189231 |