This study investigates whether Economic Policy Uncertainty (EPU) symmetrically or asymmetrically affecting foreign remittances. Also, examine the volatility of foreign remittances. The suitable econometric models for this study include Nonlinear Autoregressive Distributed Lag (NARDL) model to...

This study seeks to examine the hidden-cointegration among Geopolitical Risk (GPR) and foreign remittances. The suitable models for this study are Nonlinear Autoregressive Distributed Lag (NARDL) model to find the nature of impact (symmetric or asymmetric), and Generalized Autoregressive...

This study investigates the impact of economic policy uncertainty (EPU) on foreign remittances and whether it affects them symmetrically or asymmetrically. The ARDL model is employed to examine the short-run and long-run symmetric impact of EPU on foreign remittances, while the NARDL model is...

This study investigates whether Google Search Volume Indices (GSVIs) bring shifts in the expected return of prominent pricing factors in comparison to the Volatility Index (VIX). The results show that compared to VIX, GSVIs bring less significant changes in expected premium on Fama-French's...

This study aims at comparing Google Search Volume Indices (GSVIs—including market crash and bear market) and VIX (Investor Fear Gauge Index) in terms of explaining the S&P 500 returns. The VIX is found a more robust predictor of stock market returns than Google indices, and it does granger...