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Applied Economics Letters Volume 26, 2019 - Issue 3
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Articles

The spillover effect of the US uncertainty on emerging economies: a panel VAR approach

Nguyen Ba TrungDivision of Computational Mathematics and Engineering, Institute for Computational Science, Ton Duc Thang University, Ho Chi Minh City, Vietnam;Faculty of Finance and Banking, Ton Duc Thang University, Ho Chi Minh City, VietnamCorrespondence[email protected]
Pages 210-216 | Published online: 30 Mar 2018

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Zekeriya Yildirim. (2023) Spillover effects of US uncertainty: does the type of US uncertainty matter?. Applied Economics 55:29, pages 3365-3389.
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Luccas Assis Attílio. (2023) Impact of Oil and Agricultural Shocks on the Financial Markets of Emerging Market Economies. International Economic Journal 37:2, pages 270-293.
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George Tweneboah, Michael E. Asamoah & Peterson Owusu Junior. (2022) On Exchange Rate Predictability and Adaptive Market Hypothesis in South Africa. Journal of African Business 23:4, pages 984-1008.
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Xiuwen Chen, Xiaolei Sun & Jianping Li. (2020) How does economic policy uncertainty react to oil price shocks? A multi-scale perspective. Applied Economics Letters 27:3, pages 188-193.
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Articles from other publishers (19)

Muhammet Daştan, Kerem Karabulut & Ömer Yalçınkaya. (2023) The time-varying impacts of global economic policy uncertainty on macroeconomic activity in a small open economy: the case of Turkey. Portuguese Economic Journal.
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Onur Seker. (2023) The contagious effect of economic policy uncertainty in the post-crisis period. EconomiA.
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Ömer Faruk TAN. (2023) Is There Any Impact of the World Uncertainty Spillover Index (WUSI) on Firm Investment? Evidence from TurkeyDünya Belirsizlik Yayılma Endeksi'nin (WUSI) Firma Yatırımları Üzerinde Herhangi Bir Etkisi Var mı? Türkiye'den Kanıtlar. Bingöl Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 7:1, pages 97-108.
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Afees A. Salisu, Rangan Gupta & Riza Demirer. (2022) The financial US uncertainty spillover multiplier: Evidence from a GVAR model. International Finance 25:3, pages 313-340.
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Sin Yee Lee, Zulkefly Abdul Karim, Norlin Khalid & Mohd Azlan Shah Zaidi. (2022) The Spillover Effects of Chinese Shocks on the Belt and Road Initiative Economies: New Evidence Using Panel Vector Autoregression. Mathematics 10:14, pages 2414.
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Thomas Chinan Chiang. (2022) Evidence of Economic Policy Uncertainty and COVID-19 Pandemic on Global Stock Returns. Journal of Risk and Financial Management 15:1, pages 28.
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WEI JIANG & YETING MA. (2021) THE EFFECTS OF CHINESE POLICY UNCERTAINTY ON THE GLOBAL ECONOMIC OUTPUT AND TRADE MARKETS. The Singapore Economic Review, pages 1-26.
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Mehmet Balcilar, Ojonugwa Usman, Hasan Gungor, David Roubaud & Mark E. Wohar. (2021) Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets. Economic Modelling 102, pages 105576.
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REZA ANGLINGKUSUMO & BERNARD NJINDAN IYKE. (2021) THE INTERDEPENDENCY OF UNCERTAINTIES IN ASEAN + 3 AND G6 ECONOMIES. The Singapore Economic Review, pages 1-22.
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Thomas C. Chiang & Xi Chen. 2021. Advances in Pacific Basin Business, Economics and Finance. Advances in Pacific Basin Business, Economics and Finance 37 56 .
Yingce Yang. (2021) Are There Spillover Effects of Monetary Policy Uncertainty Among Developing Economies? - Evidence from China and India. Are There Spillover Effects of Monetary Policy Uncertainty Among Developing Economies? - Evidence from China and India.
Corinna Ghirelli, Javier J. Pérez & Alberto Urtasun. (2021) The spillover effects of economic policy uncertainty in Latin America on the Spanish economy. Latin American Journal of Central Banking 2:2, pages 100029.
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Havva Nesrin TİRYAKİ. (2021) Türkiye'de Özel Sektöre Sağlanan Kredilerle Ekonomik Büyüme Arasındaki İlişki: 1998-2020. Bilecik Şeyh Edebali Üniversitesi Sosyal Bilimler Enstitüsü Dergisi.
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Prince Mensah Osei, Reginald Djimatey & Anokye M. Adam. (2021) Economic Policy Uncertainty Linkages among Asian Countries: Evidence from Threshold Cointegration Approach. Discrete Dynamics in Nature and Society 2021, pages 1-15.
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Corinna Ghirelli, Samuel Hurtado, Javier J. Pérez & Alberto Urtasun. 2021. Data Science for Economics and Finance. Data Science for Economics and Finance 169 194 .
Xueyong Liu & Cheng Jiang. (2020) The dynamic volatility transmission in the multiscale spillover network of the international stock market. Physica A: Statistical Mechanics and its Applications 560, pages 125144.
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Xiaoyu Chen & Thomas C. Chiang. (2020) Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market. Research in International Business and Finance 53, pages 101183.
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Thomas C. Chiang. (2020) Economic policy uncertainty and stock returns—evidence from the Japanese market. Quantitative Finance and Economics 4:3, pages 430-458.
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Sławomir Śmiech, Monika Papież & Marek A. Dąbrowski. (2019) How important are different aspects of uncertainty in driving industrial production in the CEE countries?. Research in International Business and Finance 50, pages 252-266.
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