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Economic Policy Uncertainty Shocks and Stock-Bond Correlations : Evidence from the US Market

Li, Xiaoming - 2015

This paper examines the effects of economic policy uncertainty shocks on stock-bond correlations for the US market. We devise a general framework which distinguishes a positive shock from a negative one and nests either as its special case. The results show that innovations in the policy...

Persistent link: https://www.econbiz.de/10013024205

Forecasting Stock Market Volatility with Macroeconomic Variables in Real Time

Döpke, Jörg - 2016

We compared forecasts of stock market volatility based on real-time and revised …

Persistent link: https://www.econbiz.de/10012989311

Does financial inclusion affect macroeconomic volatility?

In: Complexities of financial globalisation : analytical …, (pp. 173-216). 2020

Persistent link: https://www.econbiz.de/10012547186

How do oil price shocks affect the output volatility of the U.S. energy mining industry? : the roles of structural oil price shocks

Jiang, Yong; Zhou, Zhongbao; Liu, Qing; Lin, Ling; … - In: Energy economics 87 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012512330

The real effects of financial uncertainty shocks: a daily identification approach

Alessandri, Piergiorgio; Gazzani, Andrea; Vicondoa, … - 2021

Persistent link: https://www.econbiz.de/10012583879

Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom

Salisu, Afees A.; Gupta, Rangan - In: Applied economics letters 28 (2021) 18, pp. 1594-1599

Persistent link: https://www.econbiz.de/10012626718

Macroeconomic volatility at the zero lower bound : evidence from the OECD

Swaminathan, Anthony - In: Economics letters 204 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012607443

Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TPV-VAR SV models

Ojeda Cunya, Junior Alex; Rodriguez, Gabriel - 2021 - Primera edición

Persistent link: https://www.econbiz.de/10013273010

Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility

Chávez, Paulo; Rodriguez, Gabriel - 2022 - Primera edición

Persistent link: https://www.econbiz.de/10013273077

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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