The ASEAN Stock Market Performance and Economic Policy Uncertainty in the United States
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Kristin J. Forbes & Menzie D. Chinn, 2004.
"A Decomposition of Global Linkages in Financial Markets Over Time,"
The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 705-722, August.
- Forbes, Kristen & Chinn, Menzie David, 2003. "A Decomposition of Global Linkages in Financial Markets Over Time," Working papers 4414-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Forbes, Kristin J. & Chinn, Menzie David, 2003. "A Decomposition Of Global Linkages In Financial Markets Over Time," Santa Cruz Department of Economics, Working Paper Series qt4391b5w7, Department of Economics, UC Santa Cruz.
- Kristin J. Forbes & Menzie D. Chinn, 2003. "A Decomposition of Global Linkages in Financial Markets Over Time," NBER Working Papers 9555, National Bureau of Economic Research, Inc.
- Forbes, Kristin & Chinn, Menzie, 2003. "A Decomposition of Global Linkages in Financial Markets over Time," Santa Cruz Center for International Economics, Working Paper Series qt6z74b3x7, Center for International Economics, UC Santa Cruz.
- Forbes, Kristin & Chinn, Menzie, 2003. "A Decomposition of Global Linkages in Financial Markets over Time," Santa Cruz Department of Economics, Working Paper Series qt6z74b3x7, Department of Economics, UC Santa Cruz.
- King, Mervyn A & Wadhwani, Sushil, 1990.
"Transmission of Volatility between Stock Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 3(1), pages 5-33.
- Mervyn A. King & Sushil Wadhwani, 1989. "Transmission of Volatility Between Stock Markets," NBER Working Papers 2910, National Bureau of Economic Research, Inc.
- Hausman, Joshua & Wongswan, Jon, 2011.
"Global asset prices and FOMC announcements,"
Journal of International Money and Finance, Elsevier, vol. 30(3), pages 547-571, April.
- Joshua Hausman & Jon Wongswan, 2006. "Global asset prices and FOMC announcements," International Finance Discussion Papers 886, Board of Governors of the Federal Reserve System (U.S.).
- Arzu Ozoguz, 2009. "Good Times or Bad Times? Investors' Uncertainty and Stock Returns," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4377-4422, November.
- John Ammer & Clara Vega & Jon Wongswan, 2008. "Do fundamentals explain the international impact of U.S. interest rates? evidence at the firm level," International Finance Discussion Papers 952, Board of Governors of the Federal Reserve System (U.S.).
- Menzie Chinn & Jeffrey Frankel, 2008.
"Why the Euro Will Rival the Dollar,"
International Finance, Wiley Blackwell, vol. 11(1), pages 49-73, May.
- Chinn, Menzie & Frankel, Jeffrey A., 2008. "Why the Euro Will Rival the Dollar," Scholarly Articles 27305995, Harvard Kennedy School of Government.
- Martin Lettau & Sydney Ludvigson, 2001.
"Consumption, Aggregate Wealth, and Expected Stock Returns,"
Journal of Finance, American Finance Association, vol. 56(3), pages 815-849, June.
- Martin Lettau & Sydney C. Ludvigson, 1999. "Consumption, aggregate wealth and expected stock returns," Staff Reports 77, Federal Reserve Bank of New York.
- Lettau, Martin & Ludvigson, Sydney, 1999. "Consumption, Aggregate Wealth and Expected Stock Returns," CEPR Discussion Papers 2223, C.E.P.R. Discussion Papers.
- Lior Menzly & Tano Santos & Pietro Veronesi, 2004. "Understanding Predictability," Journal of Political Economy, University of Chicago Press, vol. 112(1), pages 1-47, February.
- Menzie Chinn & Jeffrey Frankel, 2008.
"Why the Euro Will Rival the Dollar,"
International Finance, Wiley Blackwell, vol. 11(1), pages 49-73, May.
- Menzie Chinn & Jeffrey Frankel, 2008. "Why the Euro Will Rival the Dollar," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 55(3), pages 255-278, September.
- Chinn, Menzie & Frankel, Jeffrey A., 2008. "Why the Euro Will Rival the Dollar," Scholarly Articles 27305995, Harvard Kennedy School of Government.
- Tamim Bayoumi & Andrew Swiston, 2009.
"Foreign Entanglements: Estimating the Source and Size of Spillovers Across Industrial Countries,"
IMF Staff Papers, Palgrave Macmillan, vol. 56(2), pages 353-383, June.
- Mr. Tamim Bayoumi & Mr. Andrew J Swiston, 2007. "Foreign Entanglements: Estimating the Source and Size of Spillovers Across Industrial Countries," IMF Working Papers 2007/182, International Monetary Fund.
- Lubos Pástor & Pietro Veronesi, 2012.
"Uncertainty about Government Policy and Stock Prices,"
Journal of Finance, American Finance Association, vol. 67(4), pages 1219-1264, August.
- Lubos Pastor & Pietro Veronesi, 2010. "Uncertainty about Government Policy and Stock Prices," NBER Working Papers 16128, National Bureau of Economic Research, Inc.
- Veronesi, Pietro & Pástor, Luboš, 2010. "Uncertainty about Government Policy and Stock Prices," CEPR Discussion Papers 7897, C.E.P.R. Discussion Papers.
- Pietro Veronesi & Lubos Pastor, 2011. "Uncertainty about Government Policy and Stock Prices," 2011 Meeting Papers 86, Society for Economic Dynamics.
- Michael Ehrmann & Marcel Fratzscher, 2009.
"Global Financial Transmission of Monetary Policy Shocks,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(6), pages 739-759, December.
- Michael Ehrmann & Marcel Fratzscher, 2006. "Global Financial Transmission of Monetary Policy Shocks," CESifo Working Paper Series 1710, CESifo.
- Ehrmann, Michael & Fratzscher, Marcel, 2006. "Global financial transmission of monetary policy shocks," Working Paper Series 616, European Central Bank.
- Becker, Kent G. & Finnerty, Joseph E. & Friedman, Joseph, 1995. "Economic news and equity market linkages between the U.S. and U.K," Journal of Banking & Finance, Elsevier, vol. 19(7), pages 1191-1210, October.
- Bansal, Ravi & Khatchatrian, Varoujan & Yaron, Amir, 2005.
"Interpretable asset markets?,"
European Economic Review, Elsevier, vol. 49(3), pages 531-560, April.
- Ravi Bansal & Varoujan Khatachtrian & Amir Yaron, 2002. "Interpretable Asset Markets?," NBER Working Papers 9383, National Bureau of Economic Research, Inc.
- Ravi Bansal & Varoujan Khatchatrian & Amir Yaron, 2004. "Interpretable Asset Markets?," 2004 Meeting Papers 136b, Society for Economic Dynamics.
- Owen A. Lamont, 2000.
"Investment Plans and Stock Returns,"
Journal of Finance, American Finance Association, vol. 55(6), pages 2719-2745, December.
- Owen Lamont, "undated". "Investment Plans and Stock Returns."," CRSP working papers 488, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Owen Lamont, 1999. "Investment Plans and Stock Returns," NBER Working Papers 6973, National Bureau of Economic Research, Inc.
- Kim, Soyoung, 2001. "International transmission of U.S. monetary policy shocks: Evidence from VAR's," Journal of Monetary Economics, Elsevier, vol. 48(2), pages 339-372, October.
- Jon Wongswan, 2006.
"Transmission of Information across International Equity Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 19(4), pages 1157-1189.
- Jon Wongswan, 2003. "Transmission of information across international equity markets," International Finance Discussion Papers 759, Board of Governors of the Federal Reserve System (U.S.).
- Cochrane, John H, 1991. "Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations," Journal of Finance, American Finance Association, vol. 46(1), pages 209-237, March.
- Michael Ehrmann & Marcel Fratzscher, 2005.
"Equal Size, Equal Role? Interest Rate Interdependence Between the Euro Area and the United States,"
Economic Journal, Royal Economic Society, vol. 115(506), pages 928-948, October.
- Ehrmann, Michael & Fratzscher, Marcel, 2003. "Equal size, equal role? Interest rate interdependence between the Euro area and the United States," CFS Working Paper Series 2003/46, Center for Financial Studies (CFS).
- Michael Ehrmann & Marcel Fratzscher, 2004. "Equal size, equal role? interest rate interdependence between the euro area and the United States," International Finance Discussion Papers 800, Board of Governors of the Federal Reserve System (U.S.).
- Linda S. Goldberg & Deborah Leonard, 2003. "What moves sovereign bond markets? The effects of economic news on U.S. and German yields," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 9(Sep).
- Monika Piazzesi, 2005. "Bond Yields and the Federal Reserve," Journal of Political Economy, University of Chicago Press, vol. 113(2), pages 311-344, April.
- Lin, Wen-Ling & Engle, Robert F & Ito, Takatoshi, 1994. "Do Bulls and Bears Move across Borders? International Transmission of Stock Returns and Volatility," The Review of Financial Studies, Society for Financial Studies, vol. 7(3), pages 507-538.
- Dzielinski, Michal, 2012. "Measuring economic uncertainty and its impact on the stock market," Finance Research Letters, Elsevier, vol. 9(3), pages 167-175.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Gadhoum, Anouar & Masih, Mansur, 2018. "Emerging market equities and US policy uncertainty: evidence from Malaysia based on ARDL," MPRA Paper 105469, University Library of Munich, Germany.
- Vichet Sum, 2015. "Can firms with the best training program withstand the storm of economic policy uncertainty?," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 16(1), pages 206-213, February.
- Györfy Lehel & Madaras Szilárd, 2019. "The Influence of Self-Employment on Early-Stage Entrepreneurship in Romania. A Global Entrepreneurship Monitor-Based Analysis," Acta Universitatis Sapientiae, Economics and Business, Sciendo, vol. 7(1), pages 23-35, December.
- Michael Ehrmann & Marcel Fratzscher, 2009.
"Global Financial Transmission of Monetary Policy Shocks,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(6), pages 739-759, December.
- Michael Ehrmann & Marcel Fratzscher, 2006. "Global Financial Transmission of Monetary Policy Shocks," CESifo Working Paper Series 1710, CESifo.
- Ehrmann, Michael & Fratzscher, Marcel, 2006. "Global financial transmission of monetary policy shocks," Working Paper Series 616, European Central Bank.
- Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2011.
"Stocks, bonds, money markets and exchange rates: measuring international financial transmission,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 948-974, September.
- Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2005. "Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission," NBER Working Papers 11166, National Bureau of Economic Research, Inc.
- Ehrmann, Michael & Fratzscher, Marcel & Rigobon, Roberto, 2005. "Stocks, bonds, money markets and exchange rates: measuring international financial transmission," Working Paper Series 452, European Central Bank.
- Cuadro-Sáez, Lucía & Fratzscher, Marcel & Thimann, Christian, 2009.
"The transmission of emerging market shocks to global equity markets,"
Journal of Empirical Finance, Elsevier, vol. 16(1), pages 2-17, January.
- Lucía Cuadro Sáez & Marcel Fratzscher & Christian Thimann, 2007. "The transmission of emerging market shocks to global equity markets," Working Papers 0727, Banco de España.
- Thimann, Christian & Fratzscher, Marcel & Cuadro Sáez, Lucía, 2007. "The transmission of emerging market shocks to global equity markets," Working Paper Series 724, European Central Bank.
- Fratzscher, Marcel, 2009.
"What explains global exchange rate movements during the financial crisis?,"
Journal of International Money and Finance, Elsevier, vol. 28(8), pages 1390-1407, December.
- Fratzscher, Marcel, 2009. "What explains global exchange rate movements during the financial crisis?," Working Paper Series 1060, European Central Bank.
- Marcel Fratzscher, 2008.
"US shocks and global exchange rate configurations [‘Micro effects of macro announcements: Real-time price discovery in foreign exchange’],"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 23(54), pages 364-409.
- Fratzscher, Marcel, 2007. "US shocks and global exchange rate configurations," Working Paper Series 835, European Central Bank.
- Jonathan Kearns & Andreas Schrimpf & Fan Dora Xia, 2023.
"Explaining Monetary Spillovers: The Matrix Reloaded,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(6), pages 1535-1568, September.
- Jonathan Kearns & Andreas Schrimpf & Dora Xia, 2018. "Explaining Monetary Spillovers: The Matrix Reloaded," BIS Working Papers 757, Bank for International Settlements.
- Schrimpf, Paul & Kearns, Jonathan & XIA, Fan Dora, 2020. "Explaining Monetary Spillovers: The Matrix Reloaded," CEPR Discussion Papers 15006, C.E.P.R. Discussion Papers.
- Jonathan Kearns & Andreas Schrimpf & Fan Dora Xia, 2019. "Explaining Monetary Spillovers: The Matrix Reloaded," RBA Research Discussion Papers rdp2019-03, Reserve Bank of Australia.
- Ellis B. Heath & Seth J. Kopchak, 2015. "The Response of the Mexican Equity Market to US Monetary Surprises," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 14(2), pages 87-111, August.
- Parastoo Mousavi, 2021. "Debt-by-Price Ratio, End-of-Year Economic Growth, and Long-Term Prediction of Stock Returns," Mathematics, MDPI, vol. 9(13), pages 1-18, July.
- Chiang, Thomas C., 2021. "Spillovers of U.S. market volatility and monetary policy uncertainty to global stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Linda S. Goldberg, 2013.
"Banking globalization, transmission, and monetary policy autonomy,"
Staff Reports
640, Federal Reserve Bank of New York.
- Linda S. Goldberg, 2013. "Banking Globalization, Transmission, and Monetary Policy Autonomy," NBER Working Papers 19497, National Bureau of Economic Research, Inc.
- Steven B. Kamin, 2010. "Financial globalization and monetary policy," International Finance Discussion Papers 1002, Board of Governors of the Federal Reserve System (U.S.).
- Marfatia, Hardik A., 2017. "A fresh look at integration of risks in the international stock markets: A wavelet approach," Review of Financial Economics, Elsevier, vol. 34(C), pages 33-49.
- Jinjarak, Yothin, 2014. "Equity prices and financial globalization," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 49-57.
- Bubák, Vít & Kocenda, Evzen & Zikes, Filip, 2011.
"Volatility transmission in emerging European foreign exchange markets,"
Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2829-2841, November.
- Vít Bubák & Evžen Kocenda & Filip Zikes, 2010. "Volatility Transmission in Emerging European Foreign Exchange Markets," CESifo Working Paper Series 3063, CESifo.
- Evzen Kocenda & Vit Bubak & Filip Zikes, 2011. "Volatility Transmission in Emerging European Foreign Exchange Markets," William Davidson Institute Working Papers Series wp1020, William Davidson Institute at the University of Michigan.
- Yuan, Di & Li, Sufang & Li, Rong & Zhang, Feipeng, 2022. "Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis," Energy Economics, Elsevier, vol. 110(C).
- Bekaert, Geert & Hoerova, Marie & Xu, Nancy, 2023.
"Risk, Monetary Policy and Asset Prices in a Global World,"
CEPR Discussion Papers
18229, C.E.P.R. Discussion Papers.
- Bekaert, Geert & Hoerova, Marie & Xu, Nancy R., 2023. "Risk, monetary policy and asset prices in a global world," Working Paper Series 2879, European Central Bank.
- Usman M. Umer, Metin Coskun, Kasim Kiraci, 2018. "Time-varying Return and Volatility Spillover among EAGLEs Stock Markets: A Multivariate GARCH Analysis," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 3(1), pages 23-42, March.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:econpa:v:32:y:2013:i:4:p:512-521. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/esausea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.