Financial conditions and Sino-US tensions: a granger causality analysis of diverging financial condition indicators
Date
2025
Authors
Cai, Y.
Shen, Y.
Uddin, G.S.
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Journal article
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Finance Research Letters, 2025; 79(107199):1-6
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Abstract
The study reveals that US financial conditions consistently Granger-cause variations in SinoUS political tensions, with the reverse causality observed only when using the Chicago Fed's National Financial Conditions Index, while no such impact is found with the newly introduced US- Fed Financial Conditions Impulse on Growth Index, highlighting the importance of using diverse financial indicators to assess the impact of political tensions.
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Copyright 2025 The author(s) (https://creativecommons.org/licenses/by/4.0/)
Access Condition Notes: This is an open access article