The Influence of Economic Policy Uncertainty and Geopolitical Risk on China’s Financial Market

DOI

10.2991/978-94-6463-488-4_22How to use a DOI?

Keywords

Economic policy Uncertainty; Geopolitical risk; TVP-SVAR-SV model

Abstract

Since the global economic crisis in 2008, the world economic, financial and trade exchanges have become more and more close, gradually forming financial integration. However, such integration can lead to risks in one financial market being transmitted and spread quickly to other financial markets. In addition, in the financial market, the introduction of economic policies in various countries and geopolitical risks will also bring significant risks to the financial market. Therefore, based on economic policy uncertainty (EPU) and geopolitical risk (GPR), which are widely used in the literature, this paper combined with the TVP-SVAR model to study the impact of these two uncertain risks on China’s financial market.

Copyright

© 2024 The Author(s)

Open Access

Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

Download article (PDF)

TY  - CONF
AU  - Wanting Liu
PY  - 2024
DA  - 2024/08/29
TI  - The Influence of Economic Policy Uncertainty and Geopolitical Risk on China’s Financial Market
BT  - Proceedings of the 2024 2nd International Conference on Digital Economy and Management Science (CDEMS 2024)
PB  - Atlantis Press
SP  - 200
EP  - 206
SN  - 2352-5428
UR  - https://doi.org/10.2991/978-94-6463-488-4_22
DO  - 10.2991/978-94-6463-488-4_22
ID  - Liu2024
ER  -