July 29, 2025

US’s Trade Wars and Their Impact on Global Equity Markets: A GARCH Approach

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The study finds that U.S. trade war announcements significantly affect global equity markets' volatility.
Using a GARCH(1,1) model, the analysis shows concentrated volatility during key policy announcement periods.
Stock market returns from the U.S., China, and Europe demonstrate differential impacts based on emerging market characteristics.
The findings suggest that trade-related tweets and policies create measurable ripple effects across global markets.

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Implication

Economic analysis reveals significant volatility in global equity markets from trade war announcements, indicating asymmetric reactions in emerging markets.

Cite This Study

Imran Hussain Shah (2025) studied this question.

synapsesocial.com/papers/689a093fe6551bb0af8ced07 https://doi.org/10.21203/rs.3.rs-7201664/v1

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Implication

Economic analysis reveals significant volatility in global equity markets from trade war announcements, indicating asymmetric reactions in emerging markets.

US’s Trade Wars and Their Impact on Global Equity Markets: A GARCH Approach

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Discussion

Implication

Cite This Study

US’s Trade Wars and Their Impact on Global Equity Markets: A GARCH Approach

Key Points

Discussion

Implication

Cite This Study

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