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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
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Risk and policy uncertainty on stock-bond return correlations : evidence from the US markets
Chiang, Thomas C. - In: Risks : open access journal 8 (2020) 2/58, pp. 1-16
policy uncertainties. Correlation coefficients between stock and bond returns are positively related to total policy …
Persistent link: https://www.econbiz.de/10012292914
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Asian stock markets, US economic policy uncertainty and US macro-shocks
Donadelli, Michael - In: New Zealand economic papers 49 (2015) 2, pp. 103-133
Persistent link: https://www.econbiz.de/10011405080
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Oil price shocks and stock market returns : new evidence from the United States and China
Broadstock, David C.; Filis, George - In: Journal of international financial markets, … 33 (2014), pp. 417-433
Persistent link: https://www.econbiz.de/10011299813
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Empirical investigation of changes in policy uncertainty on stock returns : evidence from China's market
Chen, Xiaoyu; Chiang, Thomas C. - In: Research in international business and finance 53 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012549183
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Asymmetric volatility spillovers between economic policy uncertainty and stock markets : evidence from China
Wang, Ziwei; Li, Youwei; He, Feng - In: Research in international business and finance 53 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012549831
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Economic policy uncertainty shocks and stock-bond correlations : evidence from the US market
Li, Xiaoming; Zhang, Bing; Gao, Ruzhao - In: Economics letters 132 (2015), pp. 91-96
Persistent link: https://www.econbiz.de/10011431392
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The impact of domestic and global risk factors on Turkish stock market : evidence from the NARDL approach
Erdoğan, Levent; Ceylan, Reşat; Abdul-Rahman, Mutawakil - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 7, pp. 1961-1974
Persistent link: https://www.econbiz.de/10013190240
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Economic policy uncertainty spillover effects on sectoral equity returns of New Zealand
Balli, Faruk; Balli, Hatice Ozer; Hasan, Mudassar; … - In: Journal of economics and finance : JEF 44 (2020) 4, pp. 670-686
Persistent link: https://www.econbiz.de/10012297018
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Effect of economic policy uncertainty on stock market return and volatility under heterogeneous market characteristics
Kundu, Srikanta; Paul, Amartya - 2021
Persistent link: https://www.econbiz.de/10013365985