We study the multifaceted effects and persistence of trade policy shocks on financial markets in a structural vector … autoregression. The model is identified via event day heteroskedasticity. We find that restrictive US trade policy shocks affect US … shock types, we reveal a dominating trade policy uncertainty shock and a weaker level shock. Chinese trade policy shocks …

We study the multifaceted effects and persistence of trade policy shocks on financial markets in a structural vector … autoregression. The model is identified via event day heteroskedasticity. We find that restrictive US trade policy shocks affect US … shock types, we reveal a dominating trade policy uncertainty shock and a weaker level shock. Chinese trade policy shocks …

We study the multifaceted effects of trade policy shocks on financial markets using a structural vector autoregression … identified via event day heteroskedasticity. We find that restrictive US trade policy shocks affect US and international stock … appreciation of the US -Dollar. The effects are significant for several weeks or quarters. Decomposing the trade policy shocks …

We study the multifaceted effects and persistence of trade policy shocks on financial markets in a structural vector … autoregression. The model is identified via event day heteroskedasticity. We find that restrictive US trade policy shocks affect US …. Chinese trade policy shocks against the US further hurt US stocks. …

In this paper, we investigate the impact of trade and financial liberalization on the degree of stock market co … reforms which aim at opening these countries to trade and financial channels to the rest of the world. The estimation of time … the quality of the statistical inference. Our results offer strong support in favor of a positive impact of trade and …