Hong Thi Le Hoang

Asymmetric Effects of Fed Shocks on the Currency Market Pressure Index of BRICS Countries: Panel Quantile Regression Analysis

Subject. The Impact of Shocks from the U.S. Federal Reserve System (Fed) on the Exchange Market Pressure (EMP) Index in BRICS Countries. Objectives. To assess the short‑term and asymmetric effects of conventional policy shocks and informational shocks from the Fed across EMP quantiles. Methods. The quantitative analysi...