Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets
This paper investigates the predictive content of news-based advanced market, regional,
and global economic policy uncertainty (EPU) measures for bond spreads and their volatility …
and global economic policy uncertainty (EPU) measures for bond spreads and their volatility …
Carbon emission post-coronavirus: continual decline or rebound?
Studies have shown that the COVID-19 pandemic has led to a significant drop in carbon
emissions in 2020, however, it is an open question whether carbon emissions continue to …
emissions in 2020, however, it is an open question whether carbon emissions continue to …
Risk spillover from international crude oil markets to China's financial markets: Evidence from extreme events and US monetary policy
C Luo, Y Qu, Y Su, L Dong - The North American Journal of Economics and …, 2024 - Elsevier
We study the risk spillover from international crude oil markets to China's financial markets
by considering the shocks from extreme events and the moderating effect of US monetary …
by considering the shocks from extreme events and the moderating effect of US monetary …
How do energy market shocks affect economic activity in the US under changing financial conditions?
Credit markets play a crucial role in the propagation of shocks through an economy. Both
economic uncertainty and oil market shocks transmit through credit markets to various …
economic uncertainty and oil market shocks transmit through credit markets to various …
Time-varying impact of pandemics on global output growth
This paper analyses the dynamic impact of uncertainty due to global pandemics (SARS,
H5N1, H1N1, MERS, Ebola, and COVID-19) on global output growth, using a TVP-SVAR …
H5N1, H1N1, MERS, Ebola, and COVID-19) on global output growth, using a TVP-SVAR …
[HTML][HTML] Interplay of multifractal dynamics between shadow policy rates and stock markets
Stock markets are generally perceived as a barometer of the economy and respond to
international monetary policies even before economic activities. Many central banks have …
international monetary policies even before economic activities. Many central banks have …
The dynamic effect of pandemics on industrial production growth
M Shaik - Journal of Emerging Market Finance, 2023 - journals.sagepub.com
Using a time-varying parameter-structural vector autoregressive (TVP-SVAR) model, this
study investigates the dynamic impact of uncertainty caused by worldwide pandemics on …
study investigates the dynamic impact of uncertainty caused by worldwide pandemics on …
Connectedness between (un) conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis
Using the spillover index, we investigated the relationship between Islamic equity markets
and unconventional monetary policy (UMP) in five advanced economies. We documented …
and unconventional monetary policy (UMP) in five advanced economies. We documented …
Transmission of US and EU economic policy uncertainty shock to Asian economies in bad and good times
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 …
Kong, India, Japan, and South Korea) to economic policy uncertainty (EPU) of US and EU …
Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions
This study investigates the influence of global financial market conditions on financial risk
connectedness and transmission among the Middle East and North Africa (MENA) …
connectedness and transmission among the Middle East and North Africa (MENA) …