This study examines the impact of the economic policy uncertainty index (EPU) and
macroeconomic variables on the volatility of the Pakistan stock market using the GARCH …

This research examines the effect of economic policy uncertainty (EPU) indices on
Pakistan's stock market volatility. Particularly, we examine the impact of the economic policy …

This paper studies the forecasting power of uncertainty emanating from the commodities
market, energy market, economic policy, and geopolitical threats to the CBOE Volatility Index …

This paper examines the relationship between stock market returns and selected
macroeconomic variables and examine the impact of macroeconomic uncertainty on stock …

This study examines the determinants of time-varying return volatility of Africa's equity
markets using monthly indices of eight top African stock markets. The conditional variance is …

This study provides an updated analysis of Chinese trust funds—a specialized and
important type of shadow banking. This study is the first to estimate the contribution of …

In April 2015, two index futures, IH and IC, respectively underlying big blue chip and small-
medium stock indexes, were launched in China. However, because of a market crash, they …

This paper investigates the linkages of Chinese yuan to other currencies before and after the
yuan devaluation on 11 August 2015. Linear regression analysis shows that only a few of …

The aim of this paper was to examine the relationship between changes in the US and
China macroeconomic conditions and the excess returns of nine Asian-Pacific public real …

This paper explores how macroeconomic fundamentals affect the long-run dynamics in the
volatility of and correlation between the stock and bond market. We use China as a …