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Decomposing the effect of domestic and foreign economic policy uncertainty shocks on real and financial sectors : evidence from BRIC countries
Kumar, Ameet; Kalhoro, Muhammad Ramzan; Kumar, Rakesh; … - In: Journal of risk and financial management : JRFM 13 (2020) 12/315, pp. 1-23
This study examines the impact of domestic and foreign shocks on the real and financial sector of BRIC countries. For … this purpose, we use a structural vector autoregressive (SVAR) model over the extended period of 1997 to 2016. We conclude … shocks on bank credit provided, implying its role in multiplying the impact of shocks on real variables. Surprisingly EPU of …
Persistent link: https://www.econbiz.de/10012392584
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Asset prices and expected monetary policy : evidence from daily data
Ivrendi, Mehmet; Pearce, Douglas Kenneth - In: Applied economics 46 (2014) 7/9, pp. 985-995
Persistent link: https://www.econbiz.de/10010399527
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Real-time macroeconomic data and uncertainty
Glass, Katharina; Fritsche, Ulrich - 2015 - 2nd updated version
Most macroeconomic data is continuously revised as additional information becomes available. We suggest that revisions of data is an increasingly important source of uncertainty about the state of the economy and offer an alternative channel of uncertainty - data uncertainty. This paper adds on...
Persistent link: https://www.econbiz.de/10011298898
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Real-time information content of macroeconomic data and uncertainty : an application to the Euro area
Glass, Katharina; Fritsche, Ulrich - 2014
-based EPU and the VSTOXX. Our finding corresponds to the recent literature on increased macroeconomic uncertainty and especially …
Persistent link: https://www.econbiz.de/10010425751
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Examining the relationship between policy uncertainty and market uncertainty across the G7
Smales, Lee A. - In: International review of financial analysis 71 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012436468
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Economic policy uncertainty and stock market index : fresh insights from augmented-ARDL and multiple structural breaks
Odionye, Joseph Chukwudi; Ojiaku, Ethelbert Ukachukwu; … - In: Journal of international commerce, economics and policy 15 (2024) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10014575214
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Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment
Shahzad, Syed Jawad Hussain; Bouri, Elie; Raza, Naveed; … - In: Review of quantitative finance and accounting 52 (2019) 3, pp. 901-921
Persistent link: https://www.econbiz.de/10012171747
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Insurance consumption and economic policy uncertainty in India : an analysis of asymmetric effects
Kumar, Siddharth; Sahu, Naresh Chandra; Kumar, Pushp - In: The Singapore economic review 69 (2024) 2, pp. 637-665
Persistent link: https://www.econbiz.de/10014536349
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Asymmetric nexus between economic policy uncertainty and the Indian stock market : evidence using NARDL approach
Simran; Sharma, Anil Kumar - In: The quarterly review of economics and finance 93 (2024), pp. 91-101
Persistent link: https://www.econbiz.de/10014494637
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Timescale-dependent stock market comovement : BRICs vs. developed markets
Lehkonen, Heikki; Heimonen, Kari - In: Journal of empirical finance 28 (2014), pp. 90-103
Persistent link: https://www.econbiz.de/10011285085