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We use structural VAR models with short-run restrictions to analyze the potential transmission of China’s monetary policy shocks to equity markets in Southeast Asia. Our results show that several of the markets in the region are influenced by China’s monetary policy, even though the effect...
Persistent link: https://www.econbiz.de/10008509920
This paper provides a general strategy for analyzing monetary policy in real time which accounts for data uncertainty …
Persistent link: https://www.econbiz.de/10008854448