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Examining the time varying spillover dynamics of Indian financial indictors from global and local economic uncertainty
Kumar, Pawan; Singh, Vipul Kumar - In: Journal of quantitative economics 21 (2023) 1, pp. 99-121
Persistent link: https://www.econbiz.de/10014259133
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Risk spillover from international crude oil markets to China's financial markets : evidence from extreme events and U.S. monetary policy
Changqing, Luo; Qu, Yi; Su, Yaya; Dong, Liang - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10014491934
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Nonlinear spillover effect of US monetary policy uncertainty on China's systematic financial risks
Ouyang, Zhigang; Dou, Zhenjiang; Wei, Lei; Vasa, László - In: Journal of business economics and management 23 (2022) 2, pp. 364-381
major sudden risk events. Through the further research, it is found that this effect is mainly transmitted through short …
Persistent link: https://www.econbiz.de/10013258842
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Macroprudential policy and the inward transmission of monetary policy: the case of Chile, Mexico, and Russia
Bush, Georgia; Gómez, Tomás; Jara R., Alejandro; … - 2020
Persistent link: https://www.econbiz.de/10012484480
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Monetary policy transmission to Russia and Eastern Europe
Stann, Carsten M.; Grigoriadis, Theocharis - In: Comparative economic studies 62 (2020) 2, pp. 303-353
Persistent link: https://www.econbiz.de/10012494058
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Spillovers of US conventional and unconventional monetary policies to Russian financial markets
Ono, Shigeki - In: International journal of economics and finance 10 (2018) 2, pp. 14-19
Persistent link: https://www.econbiz.de/10011814907
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Monetary policy transmission to Russia & Eastern Europe
Stann, Carsten M.; Grigoriadis, Theocharis - 2019
spillover effects in Russia and Eastern Europe. The hypothesis is tested using OLS estimations of event-based regressions on … monetary policy event dummies and seven financial variables in eleven East European countries including Russia. Overall, the … Europe and Russia. Notably, bilateral integration with the eurozone is a key determinant of the strength of spillovers, with …
Persistent link: https://www.econbiz.de/10012006697
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Contagion and interdependence among Central European economies : the impact of common external shocks
Wälti, Sébastien (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736638
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Effectives of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies
Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - 2021
This study examines the monetary policy effectiveness of five major Asian countries (China, Hong Kong, India, Japan, and South Korea) using a quantile vector autoregression (QVAR) model-based spillover estimation approach of Balcilar et al. (2020b) at different quantile paths. To do this, we...
Persistent link: https://www.econbiz.de/10012549189
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International effects of euro area versus US policy uncertainty : a FAVAR approach
Belke, Ansgar; Osowski, Thomas - 2017
Building on the growing evidence on the importance of large data sets for empirical macroeconomic modeling, we estimate a large-scale FAVAR model for 18 OECD member countries. We quantify the global effects of economic policy uncertainty shocks and check whether the signs, the magnitude, and the...
Persistent link: https://www.econbiz.de/10012110907