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Stock prices, uncertainty and risks : evidence from developing and advanced economies
Sánchez-Gabarre, Mary Elena - In: European journal of government and economics : EJGE 9 (2020) 3, pp. 265-279
, stock market volatility, and geopolitical risks. In particular, our aim is to determine whether these forms of uncertainty … volatility, which impact negatively in share prices, both in the short and long term. Regarding Brazil, the global uncertainty in …
Persistent link: https://www.econbiz.de/10012489744
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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
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Economic Policy Uncertainty in China and Stock Market Expected Returns
Chen, Jian - 2017
We investigate the impact of China's economic policy uncertainty (EPU) on the time series variation of Chinese stock market expected returns. Using the news based measure in Baker, Bloom, and Davis (2016), we find that EPU predicts negatively future stock market return at various horizons. This...
Persistent link: https://www.econbiz.de/10012968808
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The Volatility of Economic Policy Uncertainty
Hong, Tacye; Kattuman, Paul - 2021
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 …, Germany, Italy and the UK – between 1997 and 2019, consider-able portions of both the level and the volatility of economic …
Persistent link: https://www.econbiz.de/10013323381
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Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic : does economic policy uncertainty matter?
Youssef, Manel; Mokni, Khaled; Ajmi, Ahdi Noomen - In: Financial innovation : FIN 7 (2021), pp. 1-27
(EPU) in eight countries where COVID-19 was most widespread (China, Italy, France, Germany, Spain, Russia, the US, and the …
Persistent link: https://www.econbiz.de/10012495004
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On the exchange rate and economic policy uncertainty nexus: a panel VAR approach for emerging markets
Abid, Abir; Rault, Christophe - 2020
We examine the Exchange Rate Volatility (ERV) response to the Economic Policy Uncertainty (EPU) shocks from a panel VAR …
Persistent link: https://www.econbiz.de/10012239005
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On the exchange rate and economic policy uncertainty nexus : a panel VAR approach for emerging markets
Abid, Abir; Rault, Christophe - 2020
We examine the Exchange Rate Volatility (ERV) response to the Economic Policy Uncertainty (EPU) shocks from a panel VAR …
Persistent link: https://www.econbiz.de/10012195928
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How Do Sectoral Islamic Equity Markets React to Geopolitical Risk, Economic Policy Uncertainty, and Oil Price Shocks? Using Quantile on Quantile Regression Analysis
Hassan, M. Kabir; Alhomaidi, Asem; Bokhtiar Hasan, Md - 2022
world and other sectors, depending on market states. On the other hand, oil market volatility (OVX) adversely affects all …
Persistent link: https://www.econbiz.de/10014236216
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The asymmetric impact of economic policy and oil price uncertainty on inflation : evidence from developed and emerging economies
Anderl, Christina; Caporale, Guglielmo Maria - 2023
This paper examines the asymmetric impact of economic policy uncertainty (EPU) and oil price uncertainty (OPU) on inflation by using a Nonlinear ARDL (NARDL) model, which is compared to a benchmark linear ARDL one. Using monthly data from the 1990s until August 2022 for a number of developed and...
Persistent link: https://www.econbiz.de/10013543029
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Bitcoin, gold, and the VIX : short- and long-term effects of economic policy uncertainty
Hernandez, Jose Arreola; Hasan, Mohammad Zahid; McIver, Ron - In: Applied economics letters 30 (2023) 6, pp. 761-765
Persistent link: https://www.econbiz.de/10013553970