Several alternative news-based Economic Policy Uncertainty indices have been developer for Spain and a few other … assessments of uncertainty spillovers in Europe. Therefore, not all EPU indices are the same. …

policy uncertainty on nominal yields, short rates, bond risk premia and the term structure of bond yield volatility …This paper analyzes the impact of economic policy uncertainty on the term structure of real and nominal interest rates …. We derive a general equilibrium model where the real side of the economy is driven by government policy uncertainty and …

We study the impact of economic policy uncertainty (EPU) shocks on the long-run stock market variances and correlations … correlation, even after accounting for a number of alternative uncertainty measures, and that it performs better out …-of-sample than most of the alternative uncertainty measures …

This study investigates the effects of economic policy uncertainty on capital structure decisions for US firms. We use … evidence that rising economic policy uncertainty makes firms more conservative in their debt-financing decisions. This negative … relationship between economic policy uncertainty and firms' capital structure choices is much stronger, if one allows the former to …

The purpose of this study is to investigate the effects of the COVID-19 pandemic on economic policy uncertainty in the … COVID-19 cases and deaths outside of the UK and the US has a significant effect on economic policy uncertainty. The US is …, another significant finding from the study demonstrates that COVID-19 is a factor of great uncertainty for both countries in …