Uncertainty measures and inflation dynamics in selected global players: a wavelet approach

OA Adeosun, MI Tabash, XV Vo, S Anagreh - Quality & Quantity, 2023 - Springer
This study investigates the dynamic relationship between economic policy uncertainty
(EPU), geopolitical risks (GPR), the interaction of EPU and GPR (EPGR), and inflation in the …

Spillover effect of economic policy uncertainty on the stock market in the post-epidemic era

R Li, S Li, D Yuan, H Chen, S Xiang - The North American Journal of …, 2023 - Elsevier
In the post-epidemic era, global economic policies have been uncertain and the stock
market has been volatile. It is crucial to investigate the spillover effect of economic policy …

Economic policy uncertainty and firm value: impact of investment sentiments in energy and petroleum

S Hussain, R Ali, W Emam, Y Tashkandy, P Mishra… - Sustainability, 2023 - mdpi.com
This study seeks to determine how economic policy uncertainty (EPU) influences investment
decisions and the market value of the Pakistan Stock Exchange. This study examines …

Impact of economic policy uncertainty on the stock markets of the G7 Countries: a nonlinear ARDL approach

SA Nusair, JA Al-Khasawneh - The Journal of Economic Asymmetries, 2022 - Elsevier
This paper employs the linear and nonlinear ARDL models to examine the short-run and
long-run effects of Economic Policy Uncertainty (EPU) on the stock prices of the G7 countries …

Asymmetric impact of economic policy uncertainty on cryptocurrency market: Evidence from NARDL approach

AK Sharma - The Journal of Economic Asymmetries, 2023 - Elsevier
The study examines the relationship between cryptocurrency market and economic policy
uncertainty (EPU) by concentrating on the top five cryptocurrencies assessed by market …

[HTML][HTML] One crash, too many: Global uncertainty, sentiment factors and cryptocurrency market

R Sakariyahu, R Lawal, R Adigun, A Paterson… - Journal of International …, 2024 - Elsevier
Recent studies document that cryptocurrencies offer an alternative store of value, medium of
exchange and can be used to hedge against currency and price fluctuations. However, the …

Changes in oil price and economic policy uncertainty and the G7 stock returns: evidence from asymmetric quantile regression analysis

SA Nusair, JA Al-Khasawneh - Economic Change and Restructuring, 2023 - Springer
This paper examines the asymmetric effects of changes in oil price and economic policy
uncertainty (EPU) on the stock market returns of the G7 countries. It employs quantile …

Asymmetric nexus between economic policy uncertainty and the Indian stock market: Evidence using NARDL approach

AK Sharma - The Quarterly Review of Economics and Finance, 2024 - Elsevier
This study examines linkages between the stock market and uncertainty in the real economy
generated by unpredictability of economic policies. We investigate the asymmetric effect of …

[HTML][HTML] Banks' return reaction to freedom, sentiment, and uncertainty

SF Shah, M Albaity, M Rahman - Journal of Open Innovation: Technology …, 2023 - Elsevier
The paper aims to investigate the impact of freedom dimensions, investor sentiment, and
uncertainty on bank stock returns. Additionally, this study examines the interaction between …

The impacts of the Covid-19 pandemic, policy responses and macroeconomic fundamentals on market risks across sectors in Vietnam

HQ Bui, T Tran, HLP Nguyen, DH Vo - PloS one, 2022 - journals.plos.org
Vietnam has undergone four waves of the Covid-19 pandemic in 2020 and 2021, which
have posed significant market risks to various sectors. Understanding the market risk of …