We provide novel insight to the emerging literature on the role of US monetary policy as a
driver of a global financial cycle by examining the possible causal effect of US economic …

Recently, the association between oil price and exchange rate has attracted a new track in
which empirical studies examine the probability of asymmetric respond of exchange rate to …

This paper introduces the multiple linear regression heavy ordered weighted average (MLR-
HOWA) operator. On the MLR-HOWA operator, the beta values are obtained with the use of …

We investigate the impact of macroeconomic uncertainty on the stimulative effect of
government spending. Using historical macroeconomic time series, we show that …

Do professional exchange-rate forecasters change their projections upon global economic
policy uncertainty (EPU) shocks? Significant effects have been identified for major …

We introduce this special issue on Economic Policy Uncertainty (EPU) with a focus on how
EPU affects allocative efficiency. We observe that EPU affects the market value of firms in …

We analyze and evaluate novel data on exchange rate expectations after the collapse of
Lehman Brothers for more than 60 economies over different horizons. At a first stage, we …

This study examines the effects of the economic policy uncertainty (EPU) index of the US on
the exchange rates and stock returns of Korea, Mexico, Poland, and Russia. A time-varying …

We utilize a quantile-on-quantile (QQ) approach to uncover the complex and unstable
relationships between uncertainty and the currency performance of developed and …

Exchange rate volatility has emerged as a significant challenge for Asian emerging markets
since the adoption of the liberalization process. This study examines the influence of central …