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Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?

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Time-varying risk aversion and the predictability of bond premia

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Can municipal bonds hedge US state-level climate risks?

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Financial tail risks in conventional and Islamic stock markets : a comparative analysis

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The effect of US uncertainty shock on international equity markets : the role of the global financial cycle

Salisu, Afees A.; Gupta, Rangan; Adediran, Idris A. - In: Review of Economic Analysis : REA 15 (2023) 2, pp. 139-159

We contribute to the literature on the international propagation of uncertainty shocks with a Global Vector Autoregressive (GVAR) model that quantifies the spillover effects of uncertainty shocks in the US on to real equity prices of 32 advanced and emerging countries (besides the US). In this...

Persistent link: https://www.econbiz.de/10014310354