Impact of chinese financial shocks : a GVAR approach.

Registro completo de metadados
MetadadosDescriçãoIdioma
Autor(es): dc.creatorAttílio, Luccas Assis-
Data de aceite: dc.date.accessioned2025-08-21T15:47:08Z-
Data de disponibilização: dc.date.available2025-08-21T15:47:08Z-
Data de envio: dc.date.issued2024-08-20-
Data de envio: dc.date.issued2024-08-20-
Data de envio: dc.date.issued2023-
Fonte completa do material: dc.identifierhttps://www.repositorio.ufop.br/handle/123456789/18325-
Fonte completa do material: dc.identifierhttps://doi.org/10.3934/NAR.2024002-
Fonte: dc.identifier.urihttp://educapes.capes.gov.br/handle/capes/1024038-
Descrição: dc.descriptionThis article analyzes the influence of Chinese financial shocks on emerging and advanced economies using a GVAR (Global Vector Autoregressive) from 1985Q4 to 2016Q4. We summarize our findings in five points: i) adverse shocks in Chinese financial markets can cause a global recession; ii) these shocks trigger the “flight to quality”, leading to the depreciation of domestic currencies to the U.S. dollar; iii) stock and exchange markets contribute to transmitting the shock to domestic economies; iv) commodity prices are sensitive to these shocks; v) the impact of the Chinese financial shock increased in the new millennium. Finally, the financial system of China has the potential to provoke worldwide macroeconomic fluctuations.-
Formato: dc.formatapplication/pdf-
Idioma: dc.languageen-
Direitos: dc.rightsaberto-
Direitos: dc.rightsThis is an open access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0). Fonte: PDF do artigo.-
Palavras-chave: dc.subjectFinancial system-
Palavras-chave: dc.subjectCredit-
Palavras-chave: dc.subjectExchange rate-
Palavras-chave: dc.subjectGDP-
Palavras-chave: dc.subjectChina-
Título: dc.titleImpact of chinese financial shocks : a GVAR approach.-
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