We propose a regime-switching setting to assess the role of the Chinese renminbi in Asia.
Our contribution relies on nonlinear coefficient constraints to detect periods during which …

In a globalized environment, a major shock or event can reverberate across tourism
interdependent countries over time. This paper aims to empirically examine how economic …

This study compares the impact of Chinese and US economic policy uncertainty
(EPU)(proxied by the EPU index) on the volatility of 11 major stock markets. Unlike previous …

This article investigates the regional impact of monetary policy shocks in Poland. Regional
responses to monetary policy shocks are estimated using Bayesian vector autoregressive …

This paper investigates the relative influence of the United States, China, Japan and the
European Union on Asian stock markets from the perspective of economic policy uncertainty …

Pivoting on the idea that differences in production and financial systems may affect monetary
transmission mechanisms, a global vector autoregressive (GVAR) model is built and the …

This article studies the resilience of the ASEAN region to external shocks amid the unfolding
effects of the USA–China trade war. It investigates and compares the effects of regional …

It is well known that intra-industry trade and cross-border production networks have
promoted economic growth and regional integration in East Asia. However, regional supply …

We examine the potential of gold and other precious metals as safe havens during negative
market shocks caused by the Global Financial Cycle (GFCy). We analyze a vast global …

The first chapter elaborates on the motivation for the study and frames the direction of the
volume. It introduces the reader to the relevance of examining the transmission of output …