HOW DOES FINANCIAL MARKET STRESS RESPOND TO SHOCKS IN GLOBAL ECONOMIC ACTIVITY AND EXCHANGE RATE STABILITY? A STRUCTURAL VAR APPROACH

HOW DOES FINANCIAL MARKET STRESS RESPOND TO SHOCKS IN GLOBAL ECONOMIC ACTIVITY AND EXCHANGE RATE STABILITY? A STRUCTURAL VAR APPROACH

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The study examined the response financial market stress to innovations in global economic activity and the exchange rate in emerging economies and advanced economies during the period 2006Q1 and 2020Q4. This was achieved by means of time series econometric analysis. The impulse response function est...

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Bibliographic Details
Main Authors: Baneng NAAPE, Bekithemba QEQE
Format: Article
Language:English
Published: Technopress 2022-05-01
Series:Journal of Public Administration, Finance and Law
Subjects:
financial stress;
exchange rate;
Online Access:https://www.jopafl.com/uploads/issue23/HOW_DOES_FINANCIAL_MARKET_STRESS_RESPOND_TO_SHOCKS_IN_GLOBAL_ECONOMIC_ACTIVITY_AND_EXCHANGE_RATE_STABILITY.pdf

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