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How Do Financial Markets Listen to the Economic Policy Uncertainty?

In: FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges

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  • Abir Abid

Abstract

The following sections are included:IntroductionMeasuring EPU: The Baker Bloom and Davis (BBD) IndexThe Stock Market Behavior Under EPUForeign EPU Spillovers: The Role of the USRisk Premium Under UncertaintyFinancial Market Interconnection Under UncertaintyConclusionReferences

Suggested Citation

  • Abir Abid, 2021. "How Do Financial Markets Listen to the Economic Policy Uncertainty?," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 3, pages 57-85, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9781786349507_0003
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    More about this item

    Keywords

    Blockchain; Crisis; Corporate Social Responsibility; Ethics; Financial Market; FinTech; Macroeconomics; Austerity; Economic Policy Uncertainty; Finance; Machine Learning; Socially Responsible Investing;
    All these keywords.

    JEL classification:

    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
    • G01 - Financial Economics - - General - - - Financial Crises
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

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