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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

The impact of own-country, USA and China's economic policy uncertainty on stock market returns : evidence from war, epidemic and financial crisis periods

Guenichi, Hassen; Khalfaoui, Hamdi; Chouaibi, Néjib - In: International journal of sustainable economy : IJSE 13 (2021) 2, pp. 126-149

Persistent link: https://www.econbiz.de/10012533215

Asian stock markets, US economic policy uncertainty and US macro-shocks

Donadelli, Michael - In: New Zealand economic papers 49 (2015) 2, pp. 103-133

Persistent link: https://www.econbiz.de/10011405080

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

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

Dynamic impacts of economic policy uncertainty on australian stock market : an intercontinental evidence

Bairagi, Ranajit Kumar - In: Journal of emerging market finance 21 (2022) 1, pp. 64-91

Persistent link: https://www.econbiz.de/10013171277

Impact of economic policy uncertainty on Indian stock market returns : evidence from large-cap, mid-cap and small-cap stocks

Faniband, Muhammadriyaj Munna; Jadhav, Pravin - In: International Journal of Financial Markets and … 9 (2023) 4, pp. 250-266

Persistent link: https://www.econbiz.de/10015064450

Global economic policy uncertainty and stock volatility : evidence from emerging economies

Yu, Xiaoling; Huang, Yirong; Xiao, Kaitian - In: Journal of applied economics 24 (2021) 1, pp. 416-440

We investigate the impact of the global economic policy uncertainty (GEPU) on stock volatility for nine emerging …-MIDAS approach to connect low-frequency GEPU data and high-frequency stock data, assuming that GEPU affects stock volatility via the … long-run component of total volatility. We not only use DM and SPA tests to statically evaluate the out …

Persistent link: https://www.econbiz.de/10013174316

Oil shocks, policy uncertainty and stock market return

Kang, Wensheng; Ratti, Ronald A. - In: Journal of international financial markets, … 26 (2013), pp. 305-318

Persistent link: https://www.econbiz.de/10010234852

Economic policy uncertainty dispersion and excess returns : evidence from China

Yang, Jianlei; Yang, Chunpeng; Hu, Xiaoyi - In: Finance research letters 40 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012819427

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