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The impact of US financial uncertainty shocks on emerging market economies: an international credit channel - MaRDI portal

The impact of US financial uncertainty shocks on emerging market economies: an international credit channel (Q2416292)

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The impact of US financial uncertainty shocks on emerging market economies: an international credit channel
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    The impact of US financial uncertainty shocks on emerging market economies: an international credit channel (English)
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    23 May 2019
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    uncertainty shocks
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    emerging market economies
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    credit channel
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    vector autoregressions
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    portfolio choice model
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    value-at-risk constraint
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