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Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty : evidence from oil-importing and oil-exporting countries

Khalfaoui, Rabeh; Solarin Sakiru Adebola; Al-Qadasi, … - In: Financial modeling and risk management of energy and …, (pp. 105-143). 2022

Persistent link: https://www.econbiz.de/10013349930

Economic policy uncertainty and stock market activity : evidence from China

Lei, Adrian C. H.; Song, Chen - In: Global finance journal 52 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013412587

Do Political and Economic Uncertainties Separate Stock Markets?

Babaei, Hamid; Hübner, Georges; Muller, Aline - 2022

results reveal that variations in a number of financial risk factors, including economic policy uncertainty (EPU) and world … geopolitical risk (GPR), have a significant impact on the cointegrating coefficient. Our results imply that higher exposure of the … US market to EPU, GPR and financial risk factors is a strong cause of bivariate market segmentation. Moreover, the …

Persistent link: https://www.econbiz.de/10013308718

Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks : asymmetric analyses of the EU sectors

Bossman, Ahmed; Gubareva, Mariya; Teplova, Tamara V. - In: Eurasian economic review : a journal in applied … 13 (2023) 3/4, pp. 321-372

Persistent link: https://www.econbiz.de/10014451975

Does US Economic Policy Uncertainty Spillover to UAE Stock Markets Volatility? Evidence from a TVP-VAR Connectedness

Maghyereh, Aktham Issa - 2023

This paper examines the spillover effects of the US economic policy uncertainty (EPU) on the UAE stock market volatility. The empirical analysis is mainly conducted using a novel approach based on combining the Diebold and Yilmaz (2014) connectedness index with the time-varying parameter vector...

Persistent link: https://www.econbiz.de/10014255189

Do Stock Market Fear and Economic Policy Uncertainty Co-Move with COVID-19 Fear? Evidence from the US and UK

Rubbaniy, Ghulame; Khalid, Ali Awais; Tessema, Abiot - 2021

Using the daily data covering both the first and second wave of COVID-19 pandemic over the period from March 3, 2020, to February 12, 2021, this study documents a strong positive comovement between implied volatility indices and two proxies of the COVID-19 fear. However, in all the cases, the...

Persistent link: https://www.econbiz.de/10013228363

Cross-sectional uncertainty and stock market volatility : new evidence

Lu, Fei; Ma, Feng - In: Finance research letters 57 (2023), pp. 1-7

Persistent link: https://www.econbiz.de/10014513322

How does uncertainty affect volatility correlation between financial assets? : evidence from bitcoin, stock and gold

Li, Zheng-Zheng; Su, Chi-Wei; Zhu, Meng Nan - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 9, pp. 2682-2694

Persistent link: https://www.econbiz.de/10013354990

Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? : a quantile regression approach

Kannadhasan, M.; Das, Debojyoti - In: Finance research letters 34 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012438209

Economic policy uncertainty and stock market participation

Gábor-Tóth, Enikő; Georgarakos, Dimitris - 2018 - This version: 21 February 2018

Does economic policy uncertainty affect household stockholding? To answer this question we create a novel measure of household exposure to economic policy uncertainty news by combining survey information on the hours a household spends in reading newspapers and the frequency of such news in the...

Persistent link: https://www.econbiz.de/10011804056