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Economic policy uncertainty and stock market participation

Gábor-Tóth, Enikő; Georgarakos, Dimitris - 2018 - This version: 21 February 2018

Does economic policy uncertainty affect household stockholding? To answer this question we create a novel measure of household exposure to economic policy uncertainty news by combining survey information on the hours a household spends in reading newspapers and the frequency of such news in the...

Persistent link: https://www.econbiz.de/10011804056

Stock prices, uncertainty and risks : evidence from developing and advanced economies

Sánchez-Gabarre, Mary Elena - In: European journal of government and economics : EJGE 9 (2020) 3, pp. 265-279

This paper studies the relationship between stock prices and three types of uncertainty: economic policy uncertainty, stock market volatility, and geopolitical risks. In particular, our aim is to determine whether these forms of uncertainty play the same role in developed and developing...

Persistent link: https://www.econbiz.de/10012489744

Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic : does economic policy uncertainty matter?

Youssef, Manel; Mokni, Khaled; Ajmi, Ahdi Noomen - In: Financial innovation : FIN 7 (2021), pp. 1-27

This study investigates the dynamic connectedness between stock indices and the effect of economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread (China, Italy, France, Germany, Spain, Russia, the US, and the UK) by implementing the time-varying VAR (TVP-VAR)...

Persistent link: https://www.econbiz.de/10012495004

Evidence of economic policy uncertainty and COVID-19 pandemic on global stock returns

Chiang, Thomas C. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-24

This paper examines the impact of changes in economic policy uncertainty (EPU) and COVID-19 shock on stock returns. Tests of 16 global stock market indices, using monthly data from January 1990 to August 2021, suggest a negative relation between the stock return and a country’s EPU. Evidence...

Persistent link: https://www.econbiz.de/10012813880

Geopolitical risk, economic policy uncertainty, financial stress and stock returns nexus : evidence from African stock markets

Korsah, David; Mensah, Lord Kwaku - In: Journal of capital markets studies 8 (2024) 1, pp. 25-42

Purpose Despite the growing recognition of the complex interplay between macroeconomic shock indexes and stock market dynamics, there is a significant research gap concerning their interconnectedness and return spillovers in the context of the African stock market. This leaves much to be...

Persistent link: https://www.econbiz.de/10015047533

Advances in financial risk management and economic policy uncertainty : an overview

Hammoudeh, Shawkat; McAleer, Michael - 2014

Financial risk management is difficult at the best of times, but especially so in the presence of economic uncertainty … and financial crises. The purpose of this special issue on "Advances in Financial Risk Management and Economic Policy … methods have contributed significantly to the analysis of financial risk management when there is economic uncertainty …

Persistent link: https://www.econbiz.de/10010366930

Advances in financial risk management and economic policy uncertainty : an overview

Hammoudeh, Shawkat; McAleer, Michael - 2014

Persistent link: https://www.econbiz.de/10010410203

Economic policy uncertainty and cryptocurrency market as a risk management avenue : a systematic review

Ul Haq, Inzamam; Maneengam, Apichit; Supat Chupradit; … - In: Risks : open access journal 9 (2021) 9, pp. 1-24

Cryptocurrency literature is increasing rapidly nowadays. Particularly, the role of the cryptocurrency market as a risk … based on the cryptocurrency market as a risk management avenue against economic policy uncertainty (EPU). The review … discovers that cryptocurrencies have mixed connectedness patterns with all national EPU therefore, the risk mitigation ability …

Persistent link: https://www.econbiz.de/10012632009

International portfolio investment : does the uncertainty matter?

Nguyen Phuc Canh; Schinckus, Christophe; Binh Quang Nguyen - In: Journal of economics & development : JED 24 (2022) 4, pp. 309-328

(EPU) and world uncertainty index (WUI) varied. The authors provide an empirical analysis through the sequential (two …

Persistent link: https://www.econbiz.de/10013501089

Size matters : tail risk, momentum and trend following in international equity portfolios

Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2015

Persistent link: https://www.econbiz.de/10010531062