The impact of US financial uncertainty shocks on emerging market economies : an international credit channel
Sangyup Choi
| Year of publication: |
2018
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|---|---|
| Authors: | Choi, Sangyup |
| Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 0923-7992, ZDB-ID 1073291-3. - Vol. 29.2018, 1, p. 89-118
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| Subject: | Credit channel | Emerging market economies | Portfolio choice model | Uncertainty shocks | Value-at-Risk constraint | Vector Autoregressions | Schwellenländer | Emerging economies | Schock | Shock | Geldpolitische Transmission | Monetary transmission | VAR-Modell | VAR model | Risiko | Risk | Finanzkrise | Financial crisis | Internationaler Kredit | International credit | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Risikomaß | Risk measure | Konjunktur | Business cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11079-017-9471-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012039082