The purpose of this study is to evaluate the influence of economic policy uncertainty in determining the FDI inflow for … Hausman test. Increasing levels of economic policy uncertainty, exchange rate, and inflation rate discourage foreign investors … the existing body of knowledge on FDI by examining the long-term and short-term effects of uncertainty for the high …

calculated. Therefore, in this paper, we review the literature on global risk, uncertainty, and volatility measures drawing on …A large number of measures for monitoring risk and uncertainty surrounding macroeconomic and financial outcomes have … researchers in their analyses. However, risk and uncertainty measures differ across multiple dimensions, including the method of …

distributions to measure the uncertainty of the industry index returns (IIR) of Tehran Stock Exchange over the period of 2013 … model the IIR volatility. We find evidence of regime-switching behaviour in Iran's stock market. After removing the … forecastable component (expected variation) from the best fitted models, we measure the time series of the IIR uncertainty …