This paper studies the financial-market transmission of the April 2025 U.S. tariff announcements, with a particular focus on the unusual combination of dollar depreciation and rising long-term U.S. Treasury yields. We ask whether the market reaction can be understood as the propagation of a single tariff-announcement s...
Lucas ter Steege, S. Velasco· Documento de trabajo· 0 citations
This paper investigates whether USDT premium, defined as the deviation of the Tether price from its one-dollar peg in basis points, exhibits systematic and asymmetric behavior across different crisis regimes. Using daily data from January 2019 to January 2026 (n = 2,588), the analysis documents systematic asymmetry in...
This study aims to understand how major US tariff-policy announcements have influenced the prices of Indian equities. The study further explores conditional volatility and financial transmission channels from January 2018 to June 2026. This study employs a combined event-study framework. Generalized Autoregressive Cond...
Avinash Holihosur, Melita Simoes, Laxman R. Yaligar et al.· International Journal of Lat...· 0 citations
This study examines whether monetary tightening amplifies the negative effect of VIX shocks on U.S. bank stock returns. Using daily public data from January 2010 to March 2026, the analysis constructs a panel of returns for four exchange-traded funds: KBE, KRE, XLF and SPY. Large increases in the CBOE Volatility Index...
Junhe Guan· Advances in Economics, Manag...· 0 citations
This study examines how geopolitical and systemic shocks affect short-term abnormal returns in Indian equity markets and investigates the role of foreign portfolio flows in these market reactions. Using event study methodology, the study analyses four episodes covering distinct shock types: the Russia-Ukraine war (Febr...
Reyaansh Agarwal· International journal of com...· 0 citations
Spot Ether exchange-traded funds (ETFs) gave regulated investors direct access to the second-largest cryptocurrency in July 2024. We ask whether this form of institutionalization changed the speed and state dependence of Ethereum's response to scheduled macroeconomic news. We align 84 U.S. CPI releases from 2019 to Mar...
Ricardo Teruel-Gutiérrez, Genoveva Aparicio Serrano· Digital Finance· 0 citations
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