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negative effect from global EPU to U.S. stocks. Evidence suggests that the COVID-19 pandemic has a negative impact that …
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This study investigates the dynamic connectedness between stock indices and the effect of economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread (China, Italy, France, Germany, Spain, Russia, the US, and the UK) by implementing the time-varying VAR (TVP-VAR)...
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In this work, we estimated the impact that the US VIX, economic policy and epidemic uncertainty indexes had on leisure … and recreation stocks. We extended the current literature in two ways: first, we estimated the smoothed probabilities of … the VIX and uncertainty indexes had on the generation of distress and crisis episodes in these stocks. By using logit …
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