Mapping Extent of Spillover Channels in Monetary Space: Study of Multidimensional Spatial Effects of US Dollar Liquidity

Mapping Extent of Spillover Channels in Monetary Space: Study of Multidimensional Spatial Effects of US Dollar Liquidity

This study aims to analyze the spatial effects triggered by dollar liquidity by constructing a multidimensional spatial matrix that modifies the traditional monetary spatial framework. We utilized a three-level spatial econometric model (Spatial Lag, Durbin, and Generalized Nested Space) to measure...

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Bibliographic Details
Main Authors: Changrong Lu, Lian Liu, Fandi Yu, Jiaxiang Li, Guanghong Zheng
Format: Article
Language:English
Published: MDPI AG 2025-05-01
Series:International Journal of Financial Studies
Subjects:
US dollar liquidity
spatial effects
monetary space
model identification
indirect spillover effects
Online Access:https://www.mdpi.com/2227-7072/13/2/72
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