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Holding the economy by the tail: analysis of short- and long-run macroeconomic risks

Franta, Michal; Libich, Jan - 2021

Persistent link: https://www.econbiz.de/10012618211

Trade policy uncertainty and its impact on the stock market : evidence from China-US trade conflict

He, Feng; Lucey, Brian M.; Wang, Ziwei - In: Finance research letters 40 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012819945

The effects of external uncertainties against monetary policy uncertainty on IRANIAN stock return volatility using GARCH-MIDAS approach

Razmi, Seyedeh Fatemeh; Bajgiran, Bahareh Ramezanian; … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 4, pp. 278-281

Persistent link: https://www.econbiz.de/10012500847

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

This paper investigates dynamic correlations of stock-bond returns for different stock indices and bond maturities. Evidence in the US shows that stock-bond relations are time-varying and display a negative trend. The stock-bond correlations are negatively correlated with implied volatilities in...

Persistent link: https://www.econbiz.de/10012292914

News, uncertainty and economic fluctuations

Forni, Mario; Gambetti, Luca; Sala, Luca - 2017

Persistent link: https://www.econbiz.de/10011715655

Global impacts of US monetary policy uncertainty shocks

Lastauskas, Povilas; Nguyen, Anh D. M. - In: Journal of international economics 145 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014480276

Climate disasters and the macroeconomy : does state-dependence matter? : evidence for the US

Ginn, William - In: Economics of disasters and climate change 6 (2022) 1, pp. 141-161

Persistent link: https://www.econbiz.de/10013169386

Assessing the impacts of economic policy uncertainty of the US on the exchange rates and stock returns of Korea, Mexico, Poland and Russia

Ozcelebi, Oguzhan; Izgi, Mehmet Tevfik - In: Eastern European economics : EEE 61 (2023) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10013484828

The effects of U.S. monetary policy uncertainty shock on international equity markets

Aor, Raymond L.; Salisu, Afees A.; Okpe, Isah J. - In: Annals of financial economics 16 (2021) 4, pp. 1-14

Persistent link: https://www.econbiz.de/10013185494

Does U.S. monetary policy respond to macroeconomic uncertainty?

Gomez, Thomas; Piccillo, Giulia - 2023

real-time, Bayesian estimation of a small monetary VAR with time-varying parameters. We use it to calculate the probability …

Persistent link: https://www.econbiz.de/10014265941