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Economic policy uncertainty shocks and stock-bond correlations : evidence from the US market

Li, Xiaoming; Zhang, Bing; Gao, Ruzhao - In: Economics letters 132 (2015), pp. 91-96

Persistent link: https://www.econbiz.de/10011431392

Oil price shocks and stock market returns : new evidence from the United States and China

Broadstock, David C.; Filis, George - In: Journal of international financial markets, … 33 (2014), pp. 417-433

Persistent link: https://www.econbiz.de/10011299813

On international stock market comovements and macroeconomic risks

Chen, Peng; Wu, Shu - In: Applied economics letters 20 (2013) 10/12, pp. 978-982

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The impact of US macroeconomic news on the Polish stock market

Gurgul, Henryk; Wójtowicz, Tomasz - In: Central European journal of operations research : CEJOR … 22 (2014) 4, pp. 795-817

Persistent link: https://www.econbiz.de/10010437161

The impact of firm-specific public news on intraday market dynamics : evidence from the Turkish stock market

Baklaci, Hasan F.; Tunc, Gokce; Aydogan, Berna; Vardar, … - In: Emerging markets finance & trade : a journal of the … 47 (2011) 6, pp. 99-119

Persistent link: https://www.econbiz.de/10009563064

Asian stock markets, US economic policy uncertainty and US macro-shocks

Donadelli, Michael - In: New Zealand economic papers 49 (2015) 2, pp. 103-133

Persistent link: https://www.econbiz.de/10011405080

Monetary policy and stock returns under the MPC and inflation targeting

Chortareas, Georgios E.; Noikokyris, Emmanouil - In: International review of financial analysis 31 (2014), pp. 109-116

Persistent link: https://www.econbiz.de/10010461531

Oil Price Shocks and Stock Market Returns : Evidence from Oil-Importing and Oil-Exporting Countries

Yang, Li - 2012

shocks highly depend on whether the country is a net importer or exporter in the world oil market, and whether changes in oil …

Persistent link: https://www.econbiz.de/10013096494

Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis

Xie, Qichang; Wu, Haifeng; Ma, Yu - In: Energy economics 102 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013162433

Changes in the impact of US macroeconomic news on financial markets the example of the Warsaw Stock Exchange

Gurgul, Henryk; Hastenteufel, Jessica; Wójtowicz, Tomasz - In: Statistics in transition : an international journal of … 22 (2021) 4, pp. 41-58

Due to the high importance of the American economy, in the past, announcements of US macroeconomic data were shown to have a significant impact on financial markets in general, and on European stock markets in particular. However, as this effect may vary in time, this paper examines the changes...

Persistent link: https://www.econbiz.de/10012818165