This study investigates the dynamic connectedness between stock indices and the effect of economic policy uncertainty …

This paper examines the impact of changes in economic policy uncertainty (EPU) and COVID-19 shock on stock returns …

This paper examines the asymmetric impact of economic policy uncertainty (EPU) and oil price uncertainty (OPU) on …, especially negative ones, have a stronger impact on inflation than OPU ones and capture some of the monetary policy uncertainty …, monetary policy uncertainty, greater transparency and more timely communications from monetary authorities to the public would …

Theory as well as empirics suggest that both the level and the volatility of uncertainty impact important economic … variables. There is a need to extend models of uncertainty to the volatility of uncertainty. We analyse the dynamics of the … policy uncertainty were generated by spillovers. Spillovers in the volatility of economic policy uncertainty was higher than …

interventions, and stock market volatility, drawing upon an extended time period of one year, to independently test, confirm and … differences and similarities utilizing an asymmetric measure of volatility. We find that there are major differences between these … markets with respect to investors’ interpretation of risk in response to daily new confirmed cases, death rates, recovery …