Uncertainty measures and inflation dynamics in selected global players: a wavelet approach
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 …
(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 …
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
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 …
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 …
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 …
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 …
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 …
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 …
generated by unpredictability of economic policies. We investigate the asymmetric effect of …
[HTML][HTML] Banks' return reaction to freedom, sentiment, and uncertainty
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 …
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
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 …
have posed significant market risks to various sectors. Understanding the market risk of …