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Global spillover effects of US uncertainty


Global spillover effects of US uncertainty - ScienceDirect.com

US financial uncertainty leads to significant financial and macroeconomic spillover effects on emerging market economies (EMEs). An increase in US uncertainty ...

Global Spillover E ects of US Uncertainty∗

We study the spillover effects of fluctuations in US uncertainty. Using monthly panel data from fifteen major emerging market economies (EMEs), ...

Global spillover effects of US uncertainty - ScienceDirect.com

Abstract. Spillover effects of US uncertainty shocks are studied in a panel VAR of fifteen emerging market economies (EMEs). A US uncertainty shock negatively ...

Global spillover effects of US uncertainty - IDEAS/RePEc

A US uncertainty shock negatively affects EME stock prices and exchange rates, raises EME country spreads, and decreases capital inflows into them. It decreases ...

Global Spillover Effects of US Uncertainty - World Bank

A US uncertainty shock negatively affects EME stock prices and exchange rates, raises EME country spreads, and decreases capital inflows into ...

Global Spillover Effects of US Uncertainty - BSE Events Calendar

What are the international spillover effects of fluctuations in US uncertainty? Given the recent integration of the emerging market economies (EMEs) to world ...

Global Spillover Effects of US Uncertainty

What are the international spillover effects of fluctuations in US uncertainty? Given the recent integration of the emerging market economies (EMEs) to world ...

Global Spillover Effects of US Uncertainty - IDEAS/RePEc

A US uncertainty shock negatively affects EME stock prices and exchange rates, raises EME country spreads, and leads to capital outflows from them. Moreover, it ...

[PDF] Global Spillover Effects of Us Uncertainty - Semantic Scholar

Spillover effects of US uncertainty shocks are studied in a panel VAR of fifteen emerging market economies (EMEs). A US uncertainty shock negatively affects ...

Spillover effects of US uncertainty - Taylor & Francis Online

The main findings are as follows: (1) US uncertainty shocks negatively affect EMs. (2) The spillover effects rely on the source of US ...

Global Spillover Effects of US Uncertainty - Search eLibrary :: SSRN

Spillover effects of US uncertainty shocks are studied in a panel VAR of fifteen emerging market economies (EMEs). A US uncertainty shock ...

Global spillover effects of US uncertainty - EP Library Catalogue

Study effects of US uncertainty shock on 15 emerging market economies (EMEs).•US uncertainty shock decreases EME asset prices and raises EME country spreads ...

Global impacts of US monetary policy uncertainty shocks

This effect can be further amplified by global financial and trade integration, thereby creating spillover and spillback effects. They matter not only for small ...

Global Spillover Effects of US Uncertainty | Request PDF

A closely related work by Bhattarai, Chatterjee, and Park (2020) finds that there are large spillovers of US uncertainty to EMEs. An unanticipated increase in ...

Global Spillover Effects of Us Uncertainty - Search eLibrary :: SSRN

We study spillover effects of US uncertainty fluctuations using panel data from fifteen emerging market economies (EMEs). A US uncertainty ...

Globaliztion and Monetary Policy Institute Working Paper No 331

Global Spillover Effects of US Uncertainty*. Saroj Bhattarai. University of Texas at Austin. Arpita Chatterjee. University of New South Wales. Woong Yong Park.

Spillover Effects of US Monetary Policy on Emerging Markets Amidst ...

Such an impact is further intensified by global trade integration, causing a sharper yet slightly quicker rebounding output drop. The spillover effects are ...

The global economic policy uncertainty spillover analysis - NCBI

It follows that EPU in developed countries is more likely to spillover into other countries. The gap between countries affected by spillover effects of other ...

The financial US uncertainty spillover multiplier: Evidence from a ...

Although the dominant role of US uncertainty over global economic dynamics is established, the findings highlight the moderating role of the ...

Fear Thy Neighbor: Spillovers from Economic Policy Uncertainty

Using local projections, we show that shocks originating in the. US, Europe, and China reduce economic activity in the rest of the world, with the effects be-.