Heterogeneous effects of economic policy uncertainty and foreign direct investment on environmental quality: cross-country evidence

M Shabir, M Ali, SH Hashmi, S Bakhsh - Environmental Science and …, 2022 - Springer
Over the last few years, global warming and rapid climate change have become major risk
factors that pose a serious threat to global security. A key factor behind these risk factors is …

Geopolitical risk and stock liquidity

P Fiorillo, A Meles, LR Pellegrino, V Verdoliva - Finance Research Letters, 2023 - Elsevier
In this paper, we examine the relationship between geopolitical risk and stock liquidity.
Using an international sample of publicly listed firms, we find that higher geopolitical risk is …

Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model

D Li, L Zhang, L Li - International Review of Financial Analysis, 2023 - Elsevier
Given that policy uncertainty shocks in the economic environment can exacerbate financial
market volatility and pose financial risks, this paper utilizes a smooth transition version of the …

[HTML][HTML] The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets

AK Tiwari, EJA Abakah, NK Karikari… - The North American …, 2022 - Elsevier
The outbreak of the novel corona virus has heightened concerns surrounding the adverse
financial effects of the outbreak on stock market liquidity and economic policies. This paper …

Susceptibility of stock market returns to international economic policy: evidence from effective transfer entropy of Africa with the implication for open innovation

AM Adam - Journal of Open Innovation: Technology, Market, and …, 2020 - mdpi.com
This study contributes to the scant finance literature on information flow from international
economic policy uncertainty to emerging stock markets in Africa, using daily US economic …

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

A Bossman, M Gubareva, T Teplova - Eurasian Economic Review, 2023 - Springer
The purpose of this study is to investigate the asymmetric effects of economic policy
uncertainty (EPU), geopolitical risk (GPR), and market sentiment (VIX) on European Union …

[PDF][PDF] World economic policy uncertainty and foreign direct investment

D Avom, H Njangang, L Nawo - Economics Bulletin, 2020 - academia.edu
Using a new world economic uncertainty index and applying the Generalised Method of
Moments, this paper investigates the effect of world economic policy uncertainty on foreign …

The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements

SR Dash, D Maitra - The North American Journal of Economics and Finance, 2022 - Elsevier
We use daily data of the Google search engine volume index (GSVI) to capture the
pandemic uncertainty and examine its effect on stock market activity (return, volatility, and …

Economic policy uncertainty in banking: a literature review

PK Ozili - Handbook of research on financial management during …, 2021 - igi-global.com
This chapter is a survey of the most important research in the economic policy uncertainty
literature. Economic policy uncertainty, although still under-researched relative to …

Dynamic association of economic policy uncertainty with oil, stock and gold: a wavelet-based approach

RK Soni, T Nandan, NN Chatnani - Journal of Economic Studies, 2023 - emerald.com
Purpose This research unfolds a holistic association between economic policy uncertainty
(EPU) and three important markets (oil, stock and gold) in the Indian context. To do same …