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

DOI10.1007/S11079-017-9471-YzbMath1412.91219OpenAlexW2595878268MaRDI QIDQ2416292

Sangyup Choi

Publication date: 23 May 2019

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11079-017-9471-y

zbMATH Keywords

credit channelportfolio choice modelvector autoregressionsuncertainty shocksemerging market economiesvalue-at-risk constraint

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Portfolio theory (91G10)

Related Items (1)

Financial vs. policy uncertainty in emerging market economies

Cites Work

• Nontradable goods and the real exchange rate
• The Role of Portfolio Constraints in the International Propagation of Shocks
• The Impact of Uncertainty Shocks
• Balance Sheet Effects, Bailout Guarantees and Financial Crises

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