Showing 1 - 10 of 24
Persistent link: https://www.econbiz.de/10012700529
Rising inequality and widespread poverty, social unrest and polarization, gender and ethnic disparities, declining social mobility, economic fragility, unbalanced growth due to technology and globalization, and existential danger from climate change are urgent global concerns of our day. These...
Persistent link: https://www.econbiz.de/10014279350
This paper examines the effect of economic policy uncertainty on the performance of the real estate sector proxied by Real Estate Investment Trust (REIT) returns in the United States. Using monthly REIT index data and the monthly changes in a newly constructed index of economic policy...
Persistent link: https://www.econbiz.de/10013100287
This study employs the vector autoregression (VAR) analysis to empirically report the impulse response functions of economic policy certainty and financial stress. A causality test of these two variables is also performed. The analysis of the monthly changes in the economic policy uncertainty...
Persistent link: https://www.econbiz.de/10013104124
This study examines if firms whose training programs ranked as the best ones in the United States can withstand the changes in economic policy uncertainty. The regression analysis of monthly changes in economic policy uncertainty index, monthly returns on the CRSP value-weighted index, and...
Persistent link: https://www.econbiz.de/10013104314
This paper investigates the effect of economic policy uncertainty in the United States on stock market performance in the European Union, Croatia, Norway, Russia, Switzerland, Turkey and Ukraine. The analyses of monthly returns on the major stock market indices in these countries from 1985:2 to...
Persistent link: https://www.econbiz.de/10013104689
This paper investigates the effect of economic policy uncertainty in the United States on stock market performance in Canada and Mexico. Using monthly returns of the Canada S&P/TSX-300 Total Return Index from 1985:2 to 2012:5 and Mexico SE Total Return Index from 1988:1 to 2012:5, this study...
Persistent link: https://www.econbiz.de/10013104695
This study examines the relationship between excess return volatility and economic policy uncertainty in U.S using monthly data for the period 1985-2011. The result reveals the existence of a long-run positive relationship between excess return volatility and economic policy uncertainty. The...
Persistent link: https://www.econbiz.de/10013104851
This study investigates if the change in economic policy uncertainty in the United States has any impact on the stock market performance in Australia and New Zealand. The results from the analysis of data of monthly changes in economic policy uncertainty in the US and monthly returns on All...
Persistent link: https://www.econbiz.de/10013090747
This paper examines the impulse response function of economic policy uncertainty (EPU) and stock market returns in the Eurozone. Using a vector autoregression analysis, this study explores how the Eurozone's stock market responds to the impulse of economic policy uncertainty; a response feedback...
Persistent link: https://www.econbiz.de/10013090760