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Economic policy uncertainty versus sector volatility : evidence from India using multi-scale wavelet Granger causality analysis
Ambatipudi, Vamsidhar; Kumar, Dilip - In: Journal of emerging market finance 21 (2022) 2, pp. 184-210
Persistent link: https://www.econbiz.de/10013256889
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Dynamic multiscale relationships between COVID-19 sentiment and extreme crude oil returns : evidence from wavelet coherence analysis
Liu, Xinghe; Xu, Cheng; Hong, Yun - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 11, pp. 2533-2548
Persistent link: https://www.econbiz.de/10015049746
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Economic uncertainty before and during the Covid-19 pandemic
Altig, Dave; Baker, Scott; Barrero, Jose Maria; Bloom, … - 2020
Persistent link: https://www.econbiz.de/10012542180
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Economic uncertainty before and during the COVID-19 pandemic
Altig, Dave; Baker, Scott Brent; Barrero, Jose Maria; … - 2020
pandemic: implied stock market volatility, newspaper-based economic policy uncertainty, twitter chatter about economic … greatly-from an 80 percent rise (relative to January 2020) in two-year implied volatility on the S&P 500 to a 20-fold rise in … forecaster disagreement about UK growth. Third, time paths also differ: implied volatility rose rapidly from late February and …
Persistent link: https://www.econbiz.de/10012251406
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Impact of fiscal stimulus on volatility : a cross-country analysis
Gu, Tiantian; Venkateswaran, Anand; Erath, Marc - In: Research in international business and finance 65 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014434064
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Globalisation, economic uncertainty and labour market regulations : implications for the COVID-19 crisis
Fang, Jianchun; Gozgor, Giray; Nolt, James H. - In: The world economy : the leading journal on … 45 (2022) 7, pp. 2165-2187
Persistent link: https://www.econbiz.de/10013347733
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Did real economic uncertainty drive risk connectedness in the oil-stock nexus during the COVID-19 outbreak? : A partial wavelet coherence analysis
Al-Shboul, Mohammad; Maghyereh, Aktham I. - In: Journal of economic structures : JES; the official … 12 (2023), pp. 1-23
the effects of global risk indices, such as the US economic uncertainty index, the crude oil volatility index, and the …This study explores the impact of real economic policy (business condition risk) on the oil-stock nexus risk … geopolitical risk index, on risk connectedness. The study is based on daily data from January 2018 to December 2020 and finds a …
Persistent link: https://www.econbiz.de/10014497264
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Does economic policy uncertainty affect green bond markets? : evidence from wavelet-based quantile analysis
Wei, Ping; Qi, Yinshu; Ren, Xiaohang; Duan, Kun - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 15, pp. 4375-4388
Persistent link: https://www.econbiz.de/10013463067
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COVID-19 pandemic waves and global financial markets : evidence from wavelet coherence analysis
Karamti, Chiraz; Belhassine, Olfa - In: Finance research letters 45 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014575517
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Can ESG stocks be a safe haven during global crises? : evidence from the COVID-19 pandemic and the Russia-Ukraine war with time-frequency wavelet analysis
Katsampoxakis, Ioannis; Xanthopoulos, Stylianos; … - In: Economies : open access journal 12 (2024) 4, pp. 1-19
major upheavals and crises, providing a way for investors to manage risk and generate positive returns while contributing to …
Persistent link: https://www.econbiz.de/10014635931