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This study empirically examines the fragility of five major Asian economies (China, Hong Kong, India, Japan, and South Korea) to economic policy uncertainty (EPU) of US and EU, and oil prices in different state of the economies. To investigate these dynamics, we use the relative tail dependence...
Persistent link: https://www.econbiz.de/10012833241
This study empirically examines the fragility of five major Asian economies (China, Hong Kong, India, Japan, and South Korea) to economic policy uncertainty (EPU) of US and EU, and oil prices in different state of the economies. To investigate these dynamics, we use the relative tail dependence...
Persistent link: https://www.econbiz.de/10012833901
This study empirically examines the fragility of five major Asian economies (China, Hong Kong, India, Japan, and South Korea) to economic policy uncertainty (EPU) of US and EU, and oil prices in different state of the economies. To investigate these dynamics, we use the relative tail dependence...
Persistent link: https://www.econbiz.de/10012226632
We investigate the association between fund exposure of economic policy uncertainty (EPU) and flows of exchange-traded funds (ETFs) using a unique sample of U.S. global ETFs from 2012 to 2018. We find that fund exposure of EPU is negatively associated with flows after controlling for returns,...
Persistent link: https://www.econbiz.de/10014101584
This paper examines real and financial spillovers to safe haven financial flow destinations due to risk-off shocks in … response to risk-off episodes over the estimation period, the yen real effective exchange rate (REER) appreciates sharply and …. Third, negative real spillovers from risk-off shocks appear to only apply to Japan with exchange rate appreciation …
Persistent link: https://www.econbiz.de/10013449434
an external shock led by a hike in US Fed foreign interest rates may impact growth and income distribution in a … developing country under different policy responses. The shock forces the country to apply at least one contractionary …
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