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Causality between US economic policy and equity market uncertainties : evidence from linear and nonlinear tests

Ajmi, Ahdi Noomen; Aye, Goodness C.; Balcilar, Mehmet; … - In: Journal of applied economics 18 (2015) 2, pp. 225-246

Persistent link: https://www.econbiz.de/10011554957

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

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)...

Persistent link: https://www.econbiz.de/10012495004

Economic policy uncertainty and the Bitcoin-US stock nexus

Mokni, Khaled; Ajmi, Ahdi Noomen; Bouri, Elie; Xuan Vinh Vo - In: Journal of multinational financial management 57/58 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012597164

Trilemma of pandemic-related health emergency, economic policy uncertainty and partisan conflict in the United States : a time-varying analysis evidence

Akadiri, Seyi; Alola, Andrew Adewale; Ajmi, Ahdi Noomen - In: Journal of economics and finance : JEF 46 (2022) 4, pp. 771-784

Persistent link: https://www.econbiz.de/10013442231

COVID-19 pandemic and economic policy uncertainty : the first test on the hedging and safe haven properties of cryptocurrencies

Mokni, Khaled; Youssef, Manel; Ajmi, Ahdi Noomen - In: Research in international business and finance 60 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013411089

Causality between Economic Policy Uncertainty Across Countries : Evidence from Linear and Nonlinear Tests

Ajmi, Ahdi Noomen - 2015

Following the 2007-2009 global recession, economic policy uncertainty and its effect on economic recovery has become an issue of interest in academic, media as well as policy-making circles (Baker et al., 2013). Given this backdrop, we investigate causality between economic policy uncertainty in...

Persistent link: https://www.econbiz.de/10013029078