Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Faculty Publications Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Creator An entity primarily responsible for making the resource Malhotra, Shikha; Dhanya, K.A. Title A name given to the resource Global Financial Cycle and Its Determinants: A VECM Approach Date A point or period of time associated with an event in the lifecycle of the resource 01-01-2025 Source A related resource from which the described resource is derived International Research Journal of Multidisciplinary Scope;Volume;6;Issue;2;pp.782-793 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.47857/irjms.2025.v06i02.03417" target="_blank" rel="noreferrer noopener">https://doi.org/10.47857/irjms.2025.v06i02.03417</a> <br /><br /><a href="https://www.scopus.com/pages/publications/105005639896?origin=resultslist" target="_blank" rel="noreferrer noopener">https://www.scopus.com/pages/publications/105005639896?origin=resultslist</a> Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Malhotra S., Christ (Deemed to be) University, Bangalore, India; Dhanya K.A., Christ (Deemed to be) University, Bangalore, India Description An account of the resource The determinants of the global financial cycle are empirically investigated in this study report. The presence of concurrent changes in capital flows, asset prices, and global bank leverage is associated with the Global Financial Cycle (GFCy). According to the research now in publication, the Chicago Board of Exchange's VIX (Volatility Index), which gauges market uncertainty and risk aversion, indicates this cycle. The Federal Reserve's monetary policy decisions are the driving force behind this cycle, and the literature already in existence has examined the ramifications of these decisions. The GFCy and, thus, the financial circumstances of emerging market economies (EMEs) could be impacted by additional global shocks. Other global shocks have the potential to impact the global financial cycle and analysis of the same is required to make the existing literature more robust. Our analysis, which includes a study of identifying the potential global shocks for a period of 23 years data (quarterly), indicates that the global financial cycle is driven by global liquidity and global economic policy uncertainty. VECM, Granger Causality, Impulse Response functions were applied. There is a unidirectional causal relationship between the global financial cycle and global liquidity, as well as a unidirectional relationship between the global financial cycle and global economic policy uncertainty. 2025, Iquz Galaxy Publisher. All rights reserved. Subject The topic of the resource Emerging Markets; Global Financial Cycle (Gfcy); Global Liquidity; Global Shocks; Global Uncertainty; Monetary Policy Publisher An entity responsible for making the resource available Iquz Galaxy Publisher Relation A related resource ISSN: 2582631X; Language A language of the resource English Type The nature or genre of the resource Article Rights Information about rights held in and over the resource All Open Access; Gold Open Access Format The file format, physical medium, or dimensions of the resource online