Purpose This study aims to investigate the nature and degree of US economic policy
uncertainty spillover on the stock markets of a group of non-conventional economies like the …

This paper uses a highly disaggregated demand system to estimate the degree of
substitutability among monetary assets and to address the issue of optimal monetary …

Recent US economic policy uncertainty stemmed from renegotiating NAFTA, increasing
tariffs, reforming immigration policy, persuading Mexico to pay for a wall along the southern …

Following the exchange-rate paper by Kim and Roubini (J Monet Econ 45 (3): 561–586,
2000), we revisit the questions on monetary policy, exchange rate delayed overshooting, the …

Since China's enactment of the Reform and Opening-Up policy in 1978, China has become
one of the world's fastest growing economies, with an annual GDP growth rate exceeding …

This paper investigates mean and volatility spillovers between the crude oil market and
three financial markets, namely the debt, stock, and foreign exchange markets, while …

We test whether the credit channel of the monetary policy was present in the United States'
economy from January 2001 to April 2016. To this end, we use a factor-augmented vector …

This paper investigates the relationship between monetary policy and the stock market using
weekly US data, following the work of Serletis and Istiak. In doing so, vector autoregression …

This paper provides a study of the relationship between money growth variability, velocity,
and the stock market, using recent advances in financial econometrics. We estimate a …

This thesis explores the relationship between the exchange rate and the domestic price
level in three essays. The first essay (Chapter 2) examines the causality between the …