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The news effect of COVID-19 on global financial market volatility

Haldar, Anasuya; Sethi, Narayan - In: Bulletin of monetary economics and banking 24 (2021), pp. 33-58

Persistent link: https://www.econbiz.de/10012583996

Macroeconomic uncertainty and stock market uncertainty : some further evidence from Pakistan

Aziz, Tariq; Marwat, Jahanzeb; Mustafa, Sheraz - In: Review of Pacific Basin financial markets and policies 24 (2021) 2, pp. 2150014-1-2150014-15

Persistent link: https://www.econbiz.de/10012627829

Holding the economy by the tail: analysis of short- and long-run macroeconomic risks

Franta, Michal; Libich, Jan - 2021

Persistent link: https://www.econbiz.de/10012618211

The Causal Impact of Macroeconomic Uncertainty on Expected Returns

Chaudhry, Aditya - 2021

I quantify the causal impact of macroeconomic uncertainty on time-varying expected returns. The exogenous timing of macroeconomic announcements provides an instrument for uncertainty. Using daily measures of macroeconomic uncertainty and expected equity market returns, I find announcements...

Persistent link: https://www.econbiz.de/10013240699

Does crude oil price stimulate economic policy uncertainty in BRICS?

Su, Chi-Wei; Huang, Shi-Wen; Qin, Meng; Umar, Muhammad - In: Pacific-Basin finance journal 66 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013252889

Heterogeneity in imperfect inflation expectations : theory and evidence from a novel survey

Macaulay, Alistair; Moberly, James - 2022

Persistent link: https://www.econbiz.de/10013270665

The impact of macroeconomic uncertainty on inequality : an empirical study for the United Kingdom

Theophilopoulou, Angeliki - In: Journal of money, credit and banking : JMCB 54 (2022) 4, pp. 859-884

Persistent link: https://www.econbiz.de/10013281318

Trade policy uncertainty and stock returns

Bianconi, Marcelo; Esposito, Federico; Sammon, Marco - In: Journal of international money and finance 119 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10013285018

The effects of U.S. monetary policy uncertainty shock on international equity markets

Aor, Raymond L.; Salisu, Afees A.; Okpe, Isah J. - In: Annals of financial economics 16 (2021) 4, pp. 1-14

Persistent link: https://www.econbiz.de/10013185494

Macro risks and the term structure of interest rates

Bekaert, Geert; Engstrom, Eric; Ermolov, Andrey - In: Journal of financial economics 141 (2021) 2, pp. 479-504

Persistent link: https://www.econbiz.de/10013259807

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