Showing 1 - 10 of 9,348
This study examines the response of stock markets in China and Japan to the changes in economic policy uncertainty in …, the link is not significant for the case of China …
Persistent link: https://www.econbiz.de/10013104582
This paper investigates the impact of innovations in US economic policy uncertainty on the co-movements of, respectively, the Shanghai A-share, the Shenzhen A-share, the Shanghai B-share and the Shenzhen B-share market, with the US stock market. We show that it is absolute changes in the US...
Persistent link: https://www.econbiz.de/10012994414
China's A-shares from market, industry, and individual stock perspectives. Generally, after controlling business conditions … in China, we find the shock in U.S. EPU significantly and negatively explains returns of China's A-shares with a lag. In … big and value stocks. Furthermore, we find firms in manufacturing, information technology, and media industries in China …
Persistent link: https://www.econbiz.de/10012928257
by investing in green bonds, but also for China and the UK, as these financial assets (green bonds, clean energy stocks …
Persistent link: https://www.econbiz.de/10012607545
Persistent link: https://www.econbiz.de/10012259034
Persistent link: https://www.econbiz.de/10012006350
Persistent link: https://www.econbiz.de/10011736687
Persistent link: https://www.econbiz.de/10012533215
This paper attempts to compare the impact of Chinese and US economic policy uncertainty (proxied by the EPU index) on the volatility of eleven major stock markets. Both daily data and monthly data are utilized in this empirical research. The analyses comprise two perspectives: one considers the...
Persistent link: https://www.econbiz.de/10013492152
Persistent link: https://www.econbiz.de/10014479044