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Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries

He, Zhifang; Zheng, Jie - In: Applied economics letters 31 (2024) 4, pp. 270-274

Persistent link: https://www.econbiz.de/10014468759

The volatility of economic policy uncertainty

Hong, Tacye; Kattuman, Paul A. - 2021

Persistent link: https://www.econbiz.de/10013175657

How do economic policy uncertainties affect stock market volatility? : evidence from G7 countries

Ma, Yaming; Wang, Ziwei; He, Feng - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2303-2325

Persistent link: https://www.econbiz.de/10013184883

Comparing the impact of Chinese and U.S. economic policy uncertainty on the volatility of major global stock markets

Shi, Yujie; Wang, Liming - In: Global finance journal 57 (2023), pp. 1-27

Persistent link: https://www.econbiz.de/10014479044

How world uncertainties and global pandemics destabilized food, energy and stock markets? : fresh evidence from quantile on quantile regressions

Chowdhury, Mohammad Ashraful Ferdous; Meo, Muhammad Saeed; … - In: International review of financial analysis 76 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012805062

COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: fresh evidence from the wavelet-based approach

Arshian Sharif; Aloui, Chaker; Yarovaya, Larisa - In: International review of financial analysis 70 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012317403

Oil price shocks, global economic policy uncertainty, geopolitical risk, and stock price in Malaysia : factor augmented VAR approach

Mohammad Enamul Hoque; Low, Soo Wah; Mohd Azlan Shah Zaidi - In: Economic research 32 (2019) 1,4, pp. 3700-3732

Persistent link: https://www.econbiz.de/10012405707

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

The historic oil price fluctuation during the Covid-19 pandemic : what are the causes?

Thai-Ha Le; Le, Anh Tu; Le, Ha-Chi - In: Research in international business and finance 58 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013286734

Economic policy uncertainty, oil price volatility and stock market returns : evidence from a nonlinear model

Liu, Xiaojun; Wang, Yunyuan; Du, Wanying; Ma, Yong - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013539015