This paper evaluates the impact of Brexit-related uncertainty on the economies of the UK, EU, and the US. We propose a measure of Brexit uncertainty that has not been employed before in the literature. We first construct a binary variable by listing and selecting Brexit-related events according...

This paper examines factors that affect the profitability of momentum returns for the US, the UK, Japan, and Germany, for the period 1998-2018. More specifically, the paper examines the impact of factors that have been largely neglected in the relevant literature, such as energy price changes...

This paper examines the relationship between climate risk and climate policy uncertainty and CO2 emissions in the US, with an aim to contribute to the better understanding of the drivers of emissions. We proxy for climate risk using the cost of natural disasters, and for policy uncertainty the...