Monetary policy spillovers in a fragmented world: the role of geopolitical risk pre- and post-COVID-19 pandemic

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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Bibliographic Details
Main Authors: Anh Tram Luong, Anh Thi Phuong Nguyen, Quynh Thu Nguyen
Format: Article
Language:English
Published: Emerald Publishing 2025-05-01
Series:Journal of Economics and Development
Subjects:
COVID-19 pandemic
Geopolitical risk
Monetary policies
Spillover
Online Access:https://www.emerald.com/insight/content/doi/10.1108/JED-06-2024-0195/full/pdf
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