IDEAS home Printed from https://ideas.repec.org/r/swe/wpaper/2017-17a.html
   My bibliography  Save this item

Global Spillover Effects of US Uncertainty

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Chiang, Thomas C., 2022. "The effects of economic uncertainty, geopolitical risk and pandemic upheaval on gold prices," Resources Policy, Elsevier, vol. 76(C).
  2. Lakdawala, Aeimit & Moreland, Timothy & Schaffer, Matthew, 2021. "The international spillover effects of US monetary policy uncertainty," Journal of International Economics, Elsevier, vol. 133(C).
  3. Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2021. "The impact of uncertainty shocks in South Africa: The role of financial regimes," Review of Financial Economics, John Wiley & Sons, vol. 39(4), pages 442-454, October.
  4. Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2023. "Global impacts of US monetary policy uncertainty shocks," Journal of International Economics, Elsevier, vol. 145(C).
  5. Chiang, Thomas C., 2021. "Spillovers of U.S. market volatility and monetary policy uncertainty to global stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  6. Sungurtekin Hallam, Bahar, 2022. "Emerging market responses to external shocks: A cross-country analysis," Economic Modelling, Elsevier, vol. 115(C).
  7. Gole, Purva & Perego, Erica & Turcu, Camelia, 2024. "UIP deviations in times of uncertainty: Not all countries behave alike," Economics Letters, Elsevier, vol. 242(C).
  8. Abir Abid & Christophe Rault, 2021. "On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(3), pages 403-425, September.
  9. Zhang, Li & Hu, Shiwei, 2023. "Foreign uncertainty and domestic exporter dynamics," International Review of Financial Analysis, Elsevier, vol. 87(C).
  10. Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E., 2022. "The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
  11. Grace Taylor & Rod Tyers, 2017. "Secular Stagnation: Determinants and Consequences for Australia," The Economic Record, The Economic Society of Australia, vol. 93(303), pages 615-650, December.
  12. Poon, Aubrey & Zhu, Dan, 2022. "Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach," Working Papers 2022:11, Örebro University, School of Business.
  13. Azad, Nahiyan Faisal & Serletis, Apostolos, 2022. "Spillovers of U.S. monetary policy uncertainty on inflation targeting emerging economies," Emerging Markets Review, Elsevier, vol. 51(PA).
  14. Ghirelli, Corinna & Pérez, Javier J. & Urtasun, Alberto, 2021. "The spillover effects of economic policy uncertainty in Latin America on the Spanish economy," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(2).
  15. Georgiadis, Georgios & Müller, Gernot J. & Schumann, Ben, 2024. "Global risk and the dollar," Journal of Monetary Economics, Elsevier, vol. 144(C).
  16. De Pascale, Gianluigi & Romagno, Anna, 2024. "Globalization and ICT capital endowment: How do they impact on an inclusive Green Growth Index?," Structural Change and Economic Dynamics, Elsevier, vol. 69(C), pages 463-474.
  17. Khalil, Makram & Strobel, Felix, 2024. "US trade policy and the US dollar," Journal of International Economics, Elsevier, vol. 151(C).
  18. Yujia, Li & Zixiang, Zhu & Ming, Che, 2024. "Exploring the relationship between China's economic policy uncertainty and business cycles: Exogenous impulse or endogenous responses?," Emerging Markets Review, Elsevier, vol. 58(C).
  19. Wu, Ji & Yao, Yao & Chen, Minghua & Jeon, Bang Nam, 2020. "Economic uncertainty and bank risk: Evidence from emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 68(C).
  20. Arrigoni, Simone & Bobasu, Alina & Venditti, Fabrizio, 2020. "The simpler the better: measuring financial conditions for monetary policy and financial stability," Working Paper Series 2451, European Central Bank.
  21. Taniya Ghosh & Sohini Sahu & Siddhartha Chattopadhyay, 2017. "Households' Inflation Expectations in India: Role of Economic Policy Uncertainty and Global Financial Uncertainty Spill-over," Working Papers id:11890, eSocialSciences.
  22. Albagli, Elias & Ceballos, Luis & Claro, Sebastian & Romero, Damian, 2024. "UIP deviations: Insights from event studies," Journal of International Economics, Elsevier, vol. 148(C).
  23. Lakdawala, Aeimit, 2021. "The growing impact of US monetary policy on emerging financial markets: Evidence from India," Journal of International Money and Finance, Elsevier, vol. 119(C).
  24. Carlos Giraldo & Iader Giraldo & Jose E. Gomez-Gonzalez & Jorge M. Uribe, 2023. ""US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries"," IREA Working Papers 202302, University of Barcelona, Research Institute of Applied Economics, revised Feb 2023.
  25. Khamdan Rifa'i, 2023. "The Economic Impact of the US Unconventional Monetary Policy, Global Commodity Shocks, and Oil Price Shocks on ASEAN 3," International Journal of Energy Economics and Policy, Econjournals, vol. 13(5), pages 616-624, September.
  26. Mirela Miescu, 2019. "Uncertainty shocks in emerging economies," Working Papers 277077821, Lancaster University Management School, Economics Department.
  27. Miescu, Mirela S., 2023. "Uncertainty shocks in emerging economies: A global to local approach for identification," European Economic Review, Elsevier, vol. 154(C).
  28. Bailey, Warren B. & Cao, Xiaping & Yang, Zhenyi & Zhou, Sili, 2024. "Who leads and who follows? The cross-border peer effect in investment by Chinese and US firms," Journal of International Economics, Elsevier, vol. 147(C).
  29. Josué Diwambuena & Jean-Paul K. Tsasa, 2021. "The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models," BEMPS - Bozen Economics & Management Paper Series BEMPS87, Faculty of Economics and Management at the Free University of Bozen.
  30. Tosapol Apaitan & Pongsak Luangaram & Pym Manopimoke, 2020. "Uncertainty and Economic Activity: Does it Matter for Thailand?," PIER Discussion Papers 130, Puey Ungphakorn Institute for Economic Research.
  31. Madeline Hanson & Daniela Hauser & Romanos Priftis, 2021. "Fiscal Spillovers: The Case of US Corporate and Personal Income Taxes," Staff Working Papers 21-41, Bank of Canada.
  32. Michel C. de Souza, 2023. "On the transmission of us uncertainty shocks to the European labor market," Economics Bulletin, AccessEcon, vol. 43(4), pages 1666-1679.
  33. Norring, Anni, 2022. "Taming the tides of capital: Review of capital controls and macroprudential policy in emerging economies," BoF Economics Review 1/2022, Bank of Finland.
  34. Katharina Bergant & Kristin Forbes, 2023. "Macroprudential Policy during COVID-19: The Role of Policy Space," World Scientific Book Chapters, in: Claudio Borio & Edward S Robinson & Hyun Song Shin (ed.), MACRO-FINANCIAL STABILITY POLICY IN A GLOBALISED WORLD: LESSONS FROM INTERNATIONAL EXPERIENCE Selected Papers from the Asian Monetary Policy Forum 202, chapter 8, pages 130-174, World Scientific Publishing Co. Pte. Ltd..
  35. Punzi, Maria Teresa, 2020. "The impact of uncertainty on the macro-financial linkage with international financial exposure," Journal of Economics and Business, Elsevier, vol. 110(C).
  36. Lovchikova, Marina & Matschke, Johannes, 2024. "Capital controls and the global financial cycle," European Economic Review, Elsevier, vol. 163(C).
  37. Yeonggyu Yun & Hye-Young Jung, 2020. "Effects of Uncertainty Shocks on Household Consumption and Working Hours: A Fuzzy Cognitive Map-Based Approach," Mathematics, MDPI, vol. 8(6), pages 1-13, June.
  38. Dowling, Michael, 2022. "Is non-fungible token pricing driven by cryptocurrencies?," Finance Research Letters, Elsevier, vol. 44(C).
  39. Wu, Ji & Yao, Yao & Chen, Minghua & Jeon, Bang Nam, 2021. "Does economic uncertainty affect the soundness of banks? Evidence from emerging Asian economies," Journal of Asian Economics, Elsevier, vol. 77(C).
  40. Nicholas Apergis, 2022. "Evaluating tail risks for the U.S. economic policy uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 3971-3989, October.
  41. Ferrero, Andrea & Habib, Maurizio Michael & Stracca, Livio & Venditti, Fabrizio, 2022. "Leaning against the global financial cycle," Working Paper Series 2763, European Central Bank.
  42. Jiang, Fuwei & Liu, Hongkui & Yu, Jiasheng & Zhang, Huajing, 2023. "International stock return predictability: The role of U.S. uncertainty spillover," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
  43. Mauricio Alvarado & Gabriel Rodríguez, 2024. "Time-Varying Effects of Financial Uncertainty Shocks on Macroeconomic Fluctuations in Peru," Documentos de Trabajo / Working Papers 2024-531, Departamento de Economía - Pontificia Universidad Católica del Perú.
  44. Myriam Gómez-Méndez & Erwin Hansen, 2021. "Economic policy uncertainty and presidential approval: Evidence from Latin America," PLOS ONE, Public Library of Science, vol. 16(3), pages 1-17, March.
  45. Nguyen, Thanh Pham Thien & Nghiem, Son & Tripe, David, 2021. "Does oil price aggravate the impact of economic policy uncertainty on bank performance in India?," Energy Economics, Elsevier, vol. 104(C).
  46. Baker, Scott R. & Davis, Steven J. & Levy, Jeffrey A., 2022. "State-level economic policy uncertainty," Journal of Monetary Economics, Elsevier, vol. 132(C), pages 81-99.
  47. Abid, Abir & Rault, Christophe, 2020. "On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets," IZA Discussion Papers 13365, Institute of Labor Economics (IZA).
  48. Abir ABID & Christophe RAULT, 2020. "On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets," LEO Working Papers / DR LEO 2816, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  49. Kuik, Onno & Zhou, Fujin & Ciullo, Alessio & Brusselaers, Jan, 2022. "How vulnerable is Europe to severe climate-related natural disasters abroad? A dynamic CGE analysis of the international financial and economic impacts of a large hurricane in the southern USA," Conference papers 333438, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  50. Mauro Sayar Ferreira & Joice Marques Figueiredo, 2024. "The influence of global uncertainty and financial shocks, and sovereign risk shock on the Brazilian term structure of interest rate," Textos para Discussão Cedeplar-UFMG 674, Cedeplar, Universidade Federal de Minas Gerais.
  51. Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020. "Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times," IZA Discussion Papers 13274, Institute of Labor Economics (IZA).
  52. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2022. "Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination," International Economics and Economic Policy, Springer, vol. 19(1), pages 79-127, February.
  53. Chahine, Salim & Chidambaran, N.K., 2023. "Do sovereign-bond issuers learn from peers?," Journal of Financial Stability, Elsevier, vol. 67(C).
  54. Iyke, Bernard Njindan & Phan, Dinh Hoang Bach & Narayan, Paresh Kumar, 2022. "Exchange rate return predictability in times of geopolitical risk," International Review of Financial Analysis, Elsevier, vol. 81(C).
  55. Tosapol Apaitan & Pongsak Luangaram & Pym Manopimoke, 2022. "Uncertainty in an emerging market economy: evidence from Thailand," Empirical Economics, Springer, vol. 62(3), pages 933-989, March.
  56. Ma, Dan & Zhang, Chuan & Hui, Yarong & Xu, Bing, 2022. "Economic uncertainty spillover and social networks," Journal of Business Research, Elsevier, vol. 145(C), pages 454-467.
  57. Dai, Yanke & Li, Baoxin & Xu, Yangfei, 2023. "International transmission of exchange rate volatility: Evidence from FIEs’ investments in China," Journal of Multinational Financial Management, Elsevier, vol. 68(C).
  58. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022. "The financial US uncertainty spillover multiplier: Evidence from a GVAR model," International Finance, Wiley Blackwell, vol. 25(3), pages 313-340, December.
  59. Graziano Moramarco, 2022. "Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers," Econometrics, MDPI, vol. 11(1), pages 1-29, December.
  60. Cristiane Gea & Marcelo Cabus Klotzle & Luciano Vereda & Antonio Carlos Figueiredo Pinto, 2023. "Pricing uncertainty in the Brazilian stock market: do size and sustainability matter?," SN Business & Economics, Springer, vol. 3(1), pages 1-37, January.
  61. Liu, Liping & Xu, Jietian & Li, Jixin, 2024. "The spillover effects of U.S. uncertainties on the systemic tail risk of Chinese enterprises," Finance Research Letters, Elsevier, vol. 64(C).
  62. Sangyup Choi & Myungkyu Shim, 2019. "Financial vs. Policy Uncertainty in Emerging Market Economies," Open Economies Review, Springer, vol. 30(2), pages 297-318, April.
  63. Suwanprasert, Wisarut, 2023. "Consequences of Thailand’s 2006 military coup: Evidence from the synthetic control method," European Journal of Political Economy, Elsevier, vol. 80(C).
  64. Rangan Gupta & Godwin Olasehinde-Williams & Mark E. Wohar, 2018. "The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels," Working Papers 201857, University of Pretoria, Department of Economics.
  65. Ines Buono & Flavia Corneli & Enrica Di Stefano, 2024. "Capital inflows to emerging countries and their sensitivity to the global financial cycle," International Finance, Wiley Blackwell, vol. 27(1), pages 17-34, April.
  66. Parul Bhatia & Priya Gupta, 2020. "Sub-prime Crisis or COVID-19: A Comparative Analysis of Volatility in Indian Banking Sectoral Indices," FIIB Business Review, , vol. 9(4), pages 286-299, December.
  67. Raymond L. Aor & Afees A. Salisu & Isah J. Okpe, 2021. "A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(4), pages 89-114, December.
  68. Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2024. "Spillover effects of US monetary policy on emerging markets amidst uncertainty," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
  69. Juan M. Londono & Sai Ma & Beth Anne Wilson, 2021. "The Global Transmission of Real Economic Uncertainty," International Finance Discussion Papers 1317, Board of Governors of the Federal Reserve System (U.S.).
  70. Emmanuel Asafo-Adjei & Ebenezer Boateng & Zangina Isshaq & Anthony Adu-Asare Idun & Peterson Owusu Junior & Anokye M Adam, 2021. "Financial sector and economic growth amid external uncertainty shocks: Insights into emerging economies," PLOS ONE, Public Library of Science, vol. 16(11), pages 1-26, November.
  71. Osama D. Sweidan, 2023. "Geopolitical Risk and Income Inequality: Evidence from the US Economy," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 169(1), pages 575-597, September.
  72. Chatterjee, Pratiti, 2024. "Uncertainty shocks, financial frictions, and business cycle asymmetries across countries," European Economic Review, Elsevier, vol. 162(C).
  73. An, Sungbae & Kim, Hyosang & Kim, Seung-Hyun & Yang, Da Young & Lee, Jinhee & Cho, Ko Un & Kim, Wongi & Kim, Jinill, 2021. "포스트 코로나 시대 주요국의 통화·재정정책 방향과 시사점(hanges, Challenges and Implications of Fiscal and Monetary Policy Directions in the Post Pandemic Era)," Policy Analyses 21-15, Korea Institute for International Economic Policy.
  74. Andrikopoulos, Athanasios & Chen, Zhongfei & Chortareas, Georgios & Li, Kexin, 2023. "Global economic policy Uncertainty, gross capital Inflows, and the mitigating role of Macroprudential policies," Journal of International Money and Finance, Elsevier, vol. 131(C).
  75. Cui, Baisheng & Li, Jiaqi & Zhang, Yi, 2024. "Asymmetries in the international spillover effects of monetary policy: Based on TGVAR model," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
  76. Falk Bräuning & Viacheslav Sheremirov, 2023. "The Transmission Mechanisms of International Business Cycles: International Trade and the Foreign Effects of US Monetary Policy," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(1), pages 300-325, March.
  77. Meng Yan & Kai Shi, 2024. "Revisiting the Impact of US Uncertainty Shocks: New Evidence from China’s Investment Dynamics," Open Economies Review, Springer, vol. 35(3), pages 457-495, July.
  78. Afees A. Salisu & Rangan Gupta & Idris A. Adediran, 2021. "The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle," Working Papers 202136, University of Pretoria, Department of Economics.
  79. Wisarut Suwanprasert, 2024. "The economic aftermath of Thailand's 2014 military coup: Evidence from the synthetic control method," Asian Economic Journal, East Asian Economic Association, vol. 38(2), pages 256-283, June.
  80. Yildirim, Zekeriya, 2022. "Global financial risk, the risk-taking channel, and monetary policy in emerging markets," Economic Modelling, Elsevier, vol. 116(C).
  81. Li, Cong & Lin, Shiwei & Sun, Yihan & Afshan, Sahar & Yaqoob, Tanzeela, 2022. "The asymmetric effect of oil price, news-based uncertainty, and COVID-19 pandemic on equity market," Resources Policy, Elsevier, vol. 77(C).
  82. Horvath, Jaroslav & Zhong, Jiansheng, 2019. "Unemployment dynamics in emerging countries: Monetary policy and external shocks," Economic Modelling, Elsevier, vol. 76(C), pages 31-49.
  83. Sweidan, Osama D. & Elbargathi, Khadiga, 2022. "The effect of oil rent on economic development in Saudi Arabia: Comparing the role of globalization and the international geopolitical risk," Resources Policy, Elsevier, vol. 75(C).
  84. Simone Arrigoni & Alina Bobasu & Fabrizio Venditti, 2022. "Measuring Financial Conditions using Equal Weights Combination," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 668-697, December.
  85. Wang, Jiqiang & Dai, Peng-Fei & Zhang, Xuewen, 2024. "Untangling the entanglement of US monetary policy uncertainty and European natural gas and carbon prices," Energy Economics, Elsevier, vol. 133(C).
  86. Kazeem Abimbola Sanusi & Forget Mingiri Kapingura, 2022. "Drivers of capital inflow: Does global uncertainty matter?," Cogent Business & Management, Taylor & Francis Journals, vol. 9(1), pages 2124596-212, December.
  87. Zhou, Yuqin & Liu, Zhenhua & Wu, Shan, 2022. "The global economic policy uncertainty spillover analysis: In the background of COVID-19 pandemic," Research in International Business and Finance, Elsevier, vol. 61(C).
  88. Lu, Yunzhi & Li, Jie & Yang, Haisheng, 2023. "Time-varying impacts of monetary policy uncertainty on China's housing market," Economic Modelling, Elsevier, vol. 118(C).
  89. Jamil, Abd Rahim Md. & Law, Siong Hook & Mohamad Khair-Afham, M.S. & Trinugroho, Irwan, 2023. "Financial inclusion and economic uncertainty in developing countries: The role of digitalisation," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 786-806.
  90. Wishnu Mahraddika, 2021. "How effective is capital flow management? The Indonesian experience," Departmental Working Papers 2021-15, The Australian National University, Arndt-Corden Department of Economics.
  91. Salachas, Evangelos & Kouretas, Georgios P. & Laopodis, Nikiforos T. & Vlamis, Prodromos, 2024. "Stock market spillovers of global risks and hedging opportunities," European Journal of Political Economy, Elsevier, vol. 83(C).
  92. Tang, Wenjin & Ding, Saijie & Chen, Hao, 2021. "Economic uncertainty and its spillover networks: Evidence from the Asia-Pacific countries," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
  93. Ma, Dan & Zhu, Yanjin, 2024. "The impact of economic uncertainty on carbon emission: Evidence from China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 191(C).
  94. Kylie Gilbey & Terry Marsh & Sharon Purchase, 2022. "ASX small firm/microcap listings: the IPO ‘Pop’ and two decades of subsequent returns," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(3), pages 3285-3318, September.
  95. Nicolae-Bogdan IANC & Adrian-Marius IONESCU, 2021. "Do Central and Eastern Countries benefit from ECB’s unconventional monetary policies?," LEO Working Papers / DR LEO 2898, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  96. Guo, Junjie & Li, Youshu & Shao, Qinglong, 2022. "Cross-category spillover effects of economic policy uncertainty between China and the US: Time and frequency evidence," Journal of Asian Economics, Elsevier, vol. 80(C).
  97. Rivolta, Giulia & Trecroci, Carmine, 2020. "Measuring the effects of U.S. uncertainty and monetary conditions on EMEs' macroeconomic dynamics," MPRA Paper 99403, University Library of Munich, Germany.
  98. Kohler, Karsten & Bonizzi, Bruno & Kaltenbrunner, Annina, 2023. "Global financial uncertainty shocks and external monetary vulnerability: The role of dominance, exposure, and history," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.