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The research investigates the effects of U.S. tariff announcements on international financial market dynamics and correlations.

The information linkages across countries around tariff imposition announcements during the second Trump administration

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The research investigates the effects of U.S. tariff announcements on international financial market dynamics and correlations.
Utilized country-specific exchange-traded funds (ETFs) listed on U.S. stock exchanges.
Employed realized volatility measures and dynamic correlation analysis.
Examined both immediate and delayed effects of tariff policy shocks.
Compared responses across different groups of trading partners.
Three U.S. tariff policies significantly impacted market volatility and cross-country correlations.
The April 2nd tariff policy produced the most substantial and lasting effects.
Correlations showed moderate initial responses that intensified over time.
Import partners were more affected by tariff shocks than export partners.

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Investigates how U.S. tariff announcements impact global market correlations and volatility, indicating financial integration dynamics.

Ding et al. (2026) studied this question.

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