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On the relationship between economic policy uncertainty, geopolitical risk and stock market returns in South Korea : a quantile causality analysis

Adebayo, Tomiwa Sunday; Akadiri, Seyi; Rjoub, Husam - In: Annals of financial economics 17 (2022) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10013189195

Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test

Balcilar, Mehmet; Gupta, Rangan; Kyei, Clement; Wohar, … - In: Open economies review 27 (2016) 2, pp. 229-250

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The asymmetric effect of the extreme changes in the economic policy uncertainty on the exchange rates : evidence from emerging seven countries

Maydybura, Alina; Gohar, Raheel; Salman, Asma; Wong, … - In: Annals of financial economics 18 (2023) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10014442606

Forecasting exchange rate volatility : is economic policy uncertainty better?

Ruan, Qingsong; Zhang, Jiarui; Lv, Dayong - In: Applied economics 56 (2024) 13, pp. 1526-1544

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Exploring the asymmetric influence of economic policy uncertainty on the nonlinear relationship between exchange rate and carbon prices in China

Huang, Xinya; Li, Houjian - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-20

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Cross-category, trans-Pacific spillovers of policy uncertainty and financial market volatility

Thiem, Christopher - In: Open economies review 31 (2020) 2, pp. 317-342

Persistent link: https://www.econbiz.de/10012229748

Cross-category, trans-Pacific spillovers of policy uncertainty and financial market volatility

Thiem, Christopher - 2018

kategorieübergreifende Unsicherheits-Spillover-Effekte zwischen den USA und Japan. Dabei betrachten wir sowohl wirtschaftspolitische …-WPU-Spillover zwischen den USA und Japan sowohl zeit- als auch kategorieabhängig ist. Dabei fungieren im Laufe des Untersuchungszeitraums …-category spillovers of economic policy uncertainty (EPU) and financial market volatility between the US and Japan. Our model includes …