Monetary policy spillovers in a fragmented world: the role of geopolitical risk pre- and post-COVID-19 pandemic
Purpose – This paper investigates the influence of geopolitical risks on the dynamic spillover of monetary policies among the United States, Canada, Australia, New Zealand, Japan and Switzerland from 1995 to 2023. Design/methodology/approach – The time-varying parameter vector autoregressive (TVP-VA...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Emerald Publishing
2025-05-01
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| Series: | Journal of Economics and Development |
| Subjects: | |
| Online Access: | https://www.emerald.com/insight/content/doi/10.1108/JED-06-2024-0195/full/pdf |
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