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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

Forecasting Pakistan stock market volatility : evidence from economic variables and the uncertainty index

Ghani, Maria; Guo, Qiang; Ma, Feng; Li, Tao - In: International review of economics & finance : IREF 80 (2022), pp. 1180-1189

Persistent link: https://www.econbiz.de/10013343226

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

COVID-19 and asymmetric volatility spillovers across global stock markets

Li, Wenqi - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013186520

Does the COVID-19 pandemic strengthen the volatility spillovers across global stock markets?

Zhou, Yuqin; Wu, Shan; Liu, Zhenhua - In: International journal of financial engineering 11 (2024) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10014574963

Jumps and stock market variance during the COVID-19 pandemic : evidence from international stock markets

Zeng, Qing; Lu, Xinjie; Li, Tao; Wu, Lan - In: Finance research letters 48 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013461688

Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets

Ding, Hui; Huang, Yisu; Wang, Jiqian - In: International review of financial analysis 87 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014460444

Evidence of economic policy uncertainty and COVID-19 pandemic on global stock returns

Chiang, Thomas C. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-24

This paper examines the impact of changes in economic policy uncertainty (EPU) and COVID-19 shock on stock returns. Tests of 16 global stock market indices, using monthly data from January 1990 to August 2021, suggest a negative relation between the stock return and a country’s EPU. Evidence...

Persistent link: https://www.econbiz.de/10012813880

Can economic policy uncertainty predict exchange rate volatility? : new evidence from the GARCH-MIDAS model

Zhou, Zhongbao; Fu, Zhangyan; Jiang, Yong; Zeng, Ximei; … - In: Finance research letters 34 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012436939

Policy uncertainty and stock market volatility revisited : the predictive role of signal quality

Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - In: Journal of forecasting 42 (2023) 8, pp. 2307-2321

Persistent link: https://www.econbiz.de/10014432898

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