scholarly journals Global Impacts of Us Monetary Policy Uncertainty Shocks

2021 ◽  
Author(s):  
Povilas Lastauskas ◽  
Anh Minh
Keyword(s):  
Monetary Policy ◽  
Policy Uncertainty ◽  
Uncertainty Shocks ◽  
Global Impacts ◽  
Us Monetary Policy

Impact of US monetary policy uncertainty on Asian exchange rates

2020 ◽  
Author(s):  
Donghyun Park ◽  
Irfan Qureshi ◽  
Shu Tian ◽  
Mai Lin Villaruel
Keyword(s):  
Monetary Policy ◽  
Exchange Rates ◽  
Policy Uncertainty ◽  
Us Monetary Policy

scholarly journals The impact of United States monetary policy uncertainty on the Gulf Cooperation Council stock markets

2019 ◽  
Vol 16 (1) ◽  
pp. 128-143 ◽  
Author(s):  
Abdullah Saeed S Alqahtani ◽  
Hongbing Ouyang ◽  
Shayem Saleh
Keyword(s):  
Monetary Policy ◽  
Stock Markets ◽  
Structural Var ◽  
Policy Uncertainty ◽  
Gcc Countries ◽  
The Us ◽  
Portfolio Managers ◽  
Uncertainty Indices ◽  
The Impact ◽  
Us Monetary Policy

Most of the GCC countries currencies are pegged to the US dollar, which make the economy those countries susceptible to the US monetary policy change. This paper used the non-structural VAR tests to examine the spillovers impact of the two recently developed US monetary policy uncertainty indices (the BBD MPU and the HRS MPU) shocks on GCC stock markets from 2003: M01 to 2017: M07. The result revealed that during the period under review, the two MPU have slight significant impact on some GCC markets. But the HRS MPU has more impact than the BBD MPU. Besides this, unidirectional causality running from HRS MPU to Bahraini and Kuwaiti Stock market was detected within the period. Hence, policymakers should realize the heterogeneity impacts from US MPU to stock markets in GCC countries. The findings also help investors and portfolio managers to better understand the effects of US monetary policy uncertainty on the stock markets.

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