Insurance and economic policy uncertainty
Author
Abstract
Suggested Citation
DOI: 10.1016/j.ribaf.2020.101253
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
- Lucas, Robert E, Jr & Prescott, Edward C, 1971. "Investment Under Uncertainty," Econometrica, Econometric Society, vol. 39(5), pages 659-681, September.
- Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar, 2016.
"Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test,"
Open Economies Review, Springer, vol. 27(2), pages 229-250, April.
- Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar, 2015. "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201599, University of Pretoria, Department of Economics.
- Alhassan, Abdul Latif & Biekpe, Nicholas, 2016. "Determinants of life insurance consumption in Africa," Research in International Business and Finance, Elsevier, vol. 37(C), pages 17-27.
- Bordo, Michael D. & Duca, John V. & Koch, Christoffer, 2016.
"Economic policy uncertainty and the credit channel: Aggregate and bank level U.S. evidence over several decades,"
Journal of Financial Stability, Elsevier, vol. 26(C), pages 90-106.
- Michael D. Bordo & John V. Duca & Christoffer Koch, 2016. "Economic policy uncertainty and the credit channel: aggregate and bank level U.S. evidence over several decades," Working Papers 1605, Federal Reserve Bank of Dallas.
- Michael D. Bordo & John V. Duca & Christoffer Koch, 2016. "Economic Policy Uncertainty and the Credit Channel: Aggregate and Bank Level U.S. Evidence over Several Decades," NBER Working Papers 22021, National Bureau of Economic Research, Inc.
- Michael D. Bordo & John V. Duca & Christoffer Koch, 2016. "Economic Policy Uncertainty and the Credit Channel: Aggregate and Bank Level U.S. Evidence over Several Decades," Economics Working Papers 16110, Hoover Institution, Stanford University.
- Joakim Westerlund, 2008.
"Panel cointegration tests of the Fisher effect,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 193-233.
- Westerlund, J., 2006. "Panel cointegration tests of the Fisher effect," Research Memorandum 054, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Feyen, Erik & Lester, Rodney & Rocha, Roberto, 2011. "What drives the development of the insurance sector ? an empirical analysis based on a panel of developed and developing countries," Policy Research Working Paper Series 5572, The World Bank.
- K. Istrefi & A. Piloiu, 2016.
"Economic policy uncertainty and inflation expectations,"
Rue de la Banque, Banque de France, issue 33, november..
- K. Istrefi & A. Piloiu, 2014. "Economic Policy Uncertainty and Inflation Expectations," Working papers 511, Banque de France.
- Thai-Ha Le & Jungsuk Kim & Minsoo Lee, 2016. "Institutional Quality, Trade Openness, and Financial Sector Development in Asia: An Empirical Investigation," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(5), pages 1047-1059, May.
- Antonakakis, Nikolaos & Floros, Christos, 2016. "Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 111-122.
- Rangan Gupta & Amine Lahiani & Chi-Chuan Lee & Chien-Chiang Lee, 2019.
"Asymmetric dynamics of insurance premium: the impacts of output and economic policy uncertainty,"
Empirical Economics, Springer, vol. 57(6), pages 1959-1978, December.
- Rangan Gupta & Amine Lahiani & Chi-Chuan Lee & Chien-Chiang Lee, 2016. "Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty," Working Papers 201673, University of Pretoria, Department of Economics.
- Thorsten Beck & Ian Webb, 2003. "Economic, Demographic, and Institutional Determinants of Life Insurance Consumption across Countries," The World Bank Economic Review, World Bank, vol. 17(1), pages 51-88, June.
- Scott R. Baker & Nicholas Bloom & Steven J. Davis, 2016.
"Measuring Economic Policy Uncertainty,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 131(4), pages 1593-1636.
- Scott R. Baker & Nicholas Bloom & Steven J. Davis, 2015. "Measuring Economic Policy Uncertainty," NBER Working Papers 21633, National Bureau of Economic Research, Inc.
- Baker, Scott R. & Bloom, Nicholas & Davis, Steven J., 2015. "Measuring economic policy uncertainty," LSE Research Online Documents on Economics 64986, London School of Economics and Political Science, LSE Library.
- Scott R. Baker & Nicholas Bloom & Steven J. Davis, 2015. "Measuring Economic Policy Uncertainty," CEP Discussion Papers dp1379, Centre for Economic Performance, LSE.
- Davis, Steven & Bloom, Nicholas & Baker, Scott, 2015. "Measuring Economic Policy Uncertainty," CEPR Discussion Papers 10900, C.E.P.R. Discussion Papers.
- Scott R. Baker & Nicholas Bloom & Steven J. Davis, 2015. "Measuring Economic Policy Uncertainty," Economics Working Papers 15111, Hoover Institution, Stanford University.
- Demir, Ender & Gozgor, Giray & Lau, Chi Keung Marco & Vigne, Samuel A., 2018. "Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation," Finance Research Letters, Elsevier, vol. 26(C), pages 145-149.
- M. Hashem Pesaran, 2007.
"A simple panel unit root test in the presence of cross-section dependence,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 265-312.
- Pesaran, M.H., 2003. "A Simple Panel Unit Root Test in the Presence of Cross Section Dependence," Cambridge Working Papers in Economics 0346, Faculty of Economics, University of Cambridge.
- Ben S. Bernanke, 1983.
"Irreversibility, Uncertainty, and Cyclical Investment,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 98(1), pages 85-106.
- Ben S. Bernanke, 1980. "Irreversibility, Uncertainty, and Cyclical Investment," NBER Working Papers 0502, National Bureau of Economic Research, Inc.
- Nicholas Bloom, 2009.
"The Impact of Uncertainty Shocks,"
Econometrica, Econometric Society, vol. 77(3), pages 623-685, May.
- Nicholas Bloom, 2007. "The Impact of Uncertainty Shocks," NBER Working Papers 13385, National Bureau of Economic Research, Inc.
- Alexander Chudik & M. Hashem Pesaran, 2013.
"Large Panel Data Models with Cross-Sectional Dependence: A Survey,"
CESifo Working Paper Series
4371, CESifo.
- Alexander Chudik & M. Hashem Pesaran, 2013. "Large panel data models with cross-sectional dependence: a survey," Globalization Institute Working Papers 153, Federal Reserve Bank of Dallas.
- Kang, Wensheng & Ratti, Ronald A., 2013.
"Structural oil price shocks and policy uncertainty,"
Economic Modelling, Elsevier, vol. 35(C), pages 314-319.
- Kang, Wensheng & Ratti, Ronald A., 2013. "Structural oil price shocks and policy uncertainty," MPRA Paper 49007, University Library of Munich, Germany.
- Lee, Chien-Chiang & Lin, Chun-Wei & Zeng, Jhih-Hong, 2016. "Financial liberalization, insurance market, and the likelihood of financial crises," Journal of International Money and Finance, Elsevier, vol. 62(C), pages 25-51.
- T. S. Breusch & A. R. Pagan, 1980.
"The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 47(1), pages 239-253.
- Breusch, T.S. & Pagan, A.R., 1980. "The Lagrange multiplier test and its applications to model specification in econometrics," LIDAM Reprints CORE 412, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- M. Hashem Pesaran & Aman Ullah & Takashi Yamagata, 2008.
"A bias-adjusted LM test of error cross-section independence,"
Econometrics Journal, Royal Economic Society, vol. 11(1), pages 105-127, March.
- Pesaran, M.H. & Ullah, A. & Yamagata. T., 2006. "A Bias-Adjusted LM Test of Error Cross Section Independence," Cambridge Working Papers in Economics 0641, Faculty of Economics, University of Cambridge.
- Bilgin, Mehmet Huseyin & Gozgor, Giray & Lau, Chi Keung Marco & Sheng, Xin, 2018. "The effects of uncertainty measures on the price of gold," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 1-7.
- M. Hashem Pesaran, 2021.
"General diagnostic tests for cross-sectional dependence in panels,"
Empirical Economics, Springer, vol. 60(1), pages 13-50, January.
- Pesaran, M.H., 2004. "‘General Diagnostic Tests for Cross Section Dependence in Panels’," Cambridge Working Papers in Economics 0435, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem, 2004. "General Diagnostic Tests for Cross Section Dependence in Panels," IZA Discussion Papers 1240, Institute of Labor Economics (IZA).
- M. Hashem Pesaran, 2004. "General Diagnostic Tests for Cross Section Dependence in Panels," CESifo Working Paper Series 1229, CESifo.
- Caballero, Ricardo J, 1991. "On the Sign of the Investment-Uncertainty Relationship," American Economic Review, American Economic Association, vol. 81(1), pages 279-288, March.
- Ifedolapo Olabisi Olanipekun & Godwin Olasehinde-Williams & Hasan Güngör, 2019. "Impact of Economic Policy Uncertainty on Exchange Market Pressure," SAGE Open, , vol. 9(3), pages 21582440198, September.
- Caporale, Tony & McKiernan, Barbara, 1998. "Interest Rate Uncertainty and the Founding of the Federal Reserve," The Journal of Economic History, Cambridge University Press, vol. 58(4), pages 1110-1117, December.
- Abdulnasser Hatemi‐J & Chi‐Chuan Lee & Chien‐Chiang Lee & Rangan Gupta, 2019.
"Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests,"
International Finance, Wiley Blackwell, vol. 22(2), pages 221-240, August.
- Abdulnasser Hatemi-J & Chi-Chuan Lee & Chien-Chiang Lee & Rangan Gupta, 2018. "Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests," Working Papers 201828, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Godwin Oluseye Olasehinde-Williams & Muhammad Shahbaz, 2019.
"Asymmetric dynamics of insurance premium: the impact of monetary policy uncertainty on insurance premiums in Japan,"
International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 12(3), pages 233-247.
- Mehmet Balcilar & Godwin Olasehinde-Williams & Muhammad Shahbaz, 2018. "Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan," Working Papers 15-39, Eastern Mediterranean University, Department of Economics.
- Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
- Fahim Al‐Marhubi, 2004. "The Determinants of Governance: A Cross‐Country Analysis," Contemporary Economic Policy, Western Economic Association International, vol. 22(3), pages 394-406, July.
- Kang, Wensheng & Ratti, Ronald A., 2013.
"Oil shocks, policy uncertainty and stock market return,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 305-318.
- Kang, Wensheng & Ratti, Ronald A., 2013. "Oil shocks, policy uncertainty and stock market return," MPRA Paper 49008, University Library of Munich, Germany.
- Emirmahmutoglu, Furkan & Kose, Nezir, 2011. "Testing for Granger causality in heterogeneous mixed panels," Economic Modelling, Elsevier, vol. 28(3), pages 870-876, May.
- Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2003.
"Testing for unit roots in heterogeneous panels,"
Journal of Econometrics, Elsevier, vol. 115(1), pages 53-74, July.
- Pasaran, M.H. & Im, K.S. & Shin, Y., 1995. "Testing for Unit Roots in Heterogeneous Panels," Cambridge Working Papers in Economics 9526, Faculty of Economics, University of Cambridge.
- Tom Doan, "undated". "IPSHIN: RATS procedure to implement Im, Pesaran and Shin panel unit root test," Statistical Software Components RTS00098, Boston College Department of Economics.
- Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2013. "Dynamic co-movements of stock market returns, implied volatility and policy uncertainty," Economics Letters, Elsevier, vol. 120(1), pages 87-92.
- Christopher Baum & Mustafa Caglayan & Neslihan Ozkan, 2013.
"The Role Of Uncertainty In The Transmission Of Monetary Policy Effects On Bank Lending,"
Manchester School, University of Manchester, vol. 81(2), pages 202-225, March.
- Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2003. "The role of uncertainty in the transmission of monetary policy effects on bank lending," Boston College Working Papers in Economics 561, Boston College Department of Economics, revised 28 Apr 2008.
- Fountas, Stilianos & Karanasos, Menelaos, 2006. "The relationship between economic growth and real uncertainty in the G3," Economic Modelling, Elsevier, vol. 23(4), pages 638-647, July.
- Toda, Hiro Y. & Yamamoto, Taku, 1995. "Statistical inference in vector autoregressions with possibly integrated processes," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 225-250.
- Ifedolapo Olabisi Olanipekun & Hasan Güngör & Godwin Olasehinde-Williams, 2019. "Unraveling the Causal Relationship Between Economic Policy Uncertainty and Exchange Market Pressure in BRIC Countries: Evidence From Bootstrap Panel Granger Causality," SAGE Open, , vol. 9(2), pages 21582440198, June.
- Cerrato, Mario, 2002. "The Cross Sectional Dependence Puzzle," Royal Economic Society Annual Conference 2002 42, Royal Economic Society.
- Lee, Chien-Chiang & Chiu, Yi-Bin & Chang, Chi-Hung, 2013. "Insurance demand and country risks: A nonlinear panel data analysis," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 68-85.
- Lee, Chien-Chiang, 2013. "Insurance And Real Output: The Key Role Of Banking Activities," Macroeconomic Dynamics, Cambridge University Press, vol. 17(2), pages 235-260, March.
- Neil Esho & Anatoly Kirievsky & Damian Ward & Ralf Zurbruegg, 2004. "Law and the Determinants of Property‐Casualty Insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 71(2), pages 265-283, June.
- Lee, Chien-Chiang & Lee, Chi-Chuan & Zeng, Jhih-Hong & Hsu, Yu-Ling, 2017. "Peer bank behavior, economic policy uncertainty, and leverage decision of financial institutions," Journal of Financial Stability, Elsevier, vol. 30(C), pages 79-91.
- Jonathan Brogaard & Andrew Detzel, 2015. "The Asset-Pricing Implications of Government Economic Policy Uncertainty," Management Science, INFORMS, vol. 61(1), pages 3-18, January.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Wael Hemrit, 2022. "Does insurance demand react to economic policy uncertainty and geopolitical risk? Evidence from Saudi Arabia," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 47(2), pages 460-492, April.
- Lee, Chien-Chiang & Olasehinde-Williams, Godwin & Özkan, Oktay, 2023. "Geopolitical oil price uncertainty transmission into core inflation: Evidence from two of the biggest global players," Energy Economics, Elsevier, vol. 126(C).
- Abakah, Emmanuel Joel Aikins & Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko, 2021.
"Economic policy uncertainty: Persistence and cross-country linkages,"
Research in International Business and Finance, Elsevier, vol. 58(C).
- Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020. "Economic Policy Uncertainty: Persistence and Cross-Country Linkages," CESifo Working Paper Series 8289, CESifo.
- Xiang, Feiyun & Chang, Tsangyao & Jiang, Shi-jie, 2023. "Economic and climate policy uncertainty, geopolitical risk and life insurance premiums in China: A quantile ARDL approach," Finance Research Letters, Elsevier, vol. 57(C).
- Yang, Tianle & Dong, Qingyuan & Du, Min & Du, Qunyang, 2023. "Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach," Energy Economics, Elsevier, vol. 127(PB).
- Ozili, Peterson K, 2022. "Sources of Economic Policy Uncertainty in Nigeria: Implications for Africa," MPRA Paper 112075, University Library of Munich, Germany.
- Leila Sabokkhiz & Fatma Guven Lisaniler & Ikechukwu D. Nwaka, 2021. "Minimum Wage and Household Consumption in Canada: Evidence from High and Low Wage Provinces," Sustainability, MDPI, vol. 13(12), pages 1-20, June.
- Nguyen Phuc Canh & Udomsak Wongchoti & Su Dinh Thanh, 2021. "Does economic policy uncertainty matter for insurance development? Evidence from 16 OECD countries," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 46(4), pages 614-648, October.
- Hemrit, Wael & Nakhli, Mohamed Sahbi, 2021. "Insurance and geopolitical risk: Fresh empirical evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 320-334.
- Ozili, Peterson Kitakogelu, 2021. "Economic policy uncertainty: are there regional and country correlation?," MPRA Paper 105636, University Library of Munich, Germany.
- Lee, Chien-Chiang & Chen, Mei-Ping, 2021. "The effects of investor attention and policy uncertainties on cross-border country exchange-traded fund returns," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 830-852.
- Gentiana SHARKU & Etleva BAJRAMI, 2021. "Insurance-Economic Growth Nexus - Evidence From Selected Western Balkan'S Countries," Regional Science Inquiry, Hellenic Association of Regional Scientists, vol. 0(2), pages 53-68, June.
- Liu, Chen & Yang, Wei, 2023. "Does social insurance stimulate business creation? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
- Flores, Eduardo & de Carvalho, João Vinicius França & Sampaio, Joelson Oliveira, 2021. "Impact of interest rates on the life insurance market development: Cross-country evidence," Research in International Business and Finance, Elsevier, vol. 58(C).
- Aggarwal, Divya & Kalia, Deepali, 2022. "Examining comovement and causality between producer price index for P&C insurance premium and uncertainty indices: Wavelet and non-parametric quantile causality approach," Research in Economics, Elsevier, vol. 76(2), pages 141-148.
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.- Nguyen Phuc Canh & Udomsak Wongchoti & Su Dinh Thanh, 2021. "Does economic policy uncertainty matter for insurance development? Evidence from 16 OECD countries," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 46(4), pages 614-648, October.
- Christou, Christina & Cunado, Juncal & Gupta, Rangan & Hassapis, Christis, 2017.
"Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model,"
Journal of Multinational Financial Management, Elsevier, vol. 40(C), pages 92-102.
- Christina Christou & Juncal Cunado & Rangan Gupta & Christis Hassapis, 2016. "Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model," Working Papers 201661, University of Pretoria, Department of Economics.
- Tsangyao Chang & Chien-Chiang Lee & Hsiao-Ping Chu, 2015. "Revisiting the Defense-Growth nexus in European countries," Defence and Peace Economics, Taylor & Francis Journals, vol. 26(3), pages 341-356, June.
- Ifedolapo Olabisi Olanipekun & Hasan Güngör & Godwin Olasehinde-Williams, 2019. "Unraveling the Causal Relationship Between Economic Policy Uncertainty and Exchange Market Pressure in BRIC Countries: Evidence From Bootstrap Panel Granger Causality," SAGE Open, , vol. 9(2), pages 21582440198, June.
- Godwin Olasehinde-Williams & Mehmet Balcilar, 2018. "The Long-run Effect of Geopolitical Risks on Insurance Premiums," Working Papers 15-44, Eastern Mediterranean University, Department of Economics.
- Cagli, Efe Caglar & Mandaci, Pinar Evrim, 2023. "Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets," Emerging Markets Review, Elsevier, vol. 55(C).
- Xie, Zixiong & Chen, Shyh-Wei & Wu, An-Chi, 2020. "The foreign exchange and stock market nexus: New international evidence," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 240-266.
- 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).
- Chow Sheung-Chi & Cunado Juncal & Gupta Rangan & Wong Wing-Keung, 2018.
"Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(2), pages 1-15, April.
- Sheung-Chi Chow & Juncal Cunado & Rangan Gupta & Wing-Keung Wong, 2016. "Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models," Working Papers 201674, University of Pretoria, Department of Economics.
- Yilmaz Bayar & Marius Dan Gavriletea, 2018. "Foreign Direct Investment Inflows and Financial Development in Central and Eastern European Union Countries: A Panel Cointegration and Causality," IJFS, MDPI, vol. 6(2), pages 1-13, May.
- Song, Lu & Tian, Gengyu & Jiang, Yonghong, 2022. "Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
- Lee, Chi-Chuan & Lee, Chien-Chiang & Xiao, Shunyi, 2021. "Policy-related risk and corporate financing behavior: Evidence from China’s listed companies," Economic Modelling, Elsevier, vol. 94(C), pages 539-547.
- Kundu, Srikanta & Paul, Amartya, 2022. "Effect of economic policy uncertainty on stock market return and volatility under heterogeneous market characteristics," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 597-612.
- Hong, Yun & Zhang, Rushan & Zhang, Feipeng, 2024. "Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Simran, & Sharma, Anil Kumar, 2024. "Asymmetric nexus between economic policy uncertainty and the Indian stock market: Evidence using NARDL approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 91-101.
- Chuliá, Helena & Gupta, Rangan & Uribe, Jorge M. & Wohar, Mark E., 2017.
"Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 178-191.
- Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar, 2016. "Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach," Working Papers 201656, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2020.
"Insurance-growth nexus in Africa,"
The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 45(2), pages 335-360, April.
- Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2018. "Insurance-Growth Nexus in Africa," Working Papers 201801, University of Pretoria, Department of Economics.
- Smales, Lee A., 2020. "Examining the relationship between policy uncertainty and market uncertainty across the G7," International Review of Financial Analysis, Elsevier, vol. 71(C).
- Yener Coskun & Burak Sencer Atasoy & Giacomo Morri & Esra Alp, 2018. "Wealth Effects on Household Final Consumption: Stock and Housing Market Channels," IJFS, MDPI, vol. 6(2), pages 1-32, June.
- Yixing Yang & Md. Qamruzzaman & Mohd Ziaur Rehman & Salma Karim, 2021. "Do Tourism and Institutional Quality Asymmetrically Effects on FDI Sustainability in BIMSTEC Countries: An Application of ARDL, CS-ARDL, NARDL, and Asymmetric Causality Test," Sustainability, MDPI, vol. 13(17), pages 1-29, September.
More about this item
Keywords
Economic policy uncertainty; Insurance premium; Short- and long-run relationships; Panel data;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
Statistics
Access and download statisticsCorrections
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:eee:riibaf:v:54:y:2020:i:c:s0275531919306312. 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: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ribaf .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.