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The Asset-Pricing Implications of Government Economic Policy Uncertainty

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Cited by:

  1. Mohsen Bahmani-Oskooee & Sujata Saha, 2019. "On the effects of policy uncertainty on stock prices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(4), pages 764-778, October.
  2. Bijoy Chandra Das & Fakhrul Hasan & Soma Rani Sutradhar, 2024. "The impact of economic policy uncertainty and inflation risk on corporate cash holdings," Review of Quantitative Finance and Accounting, Springer, vol. 62(3), pages 865-887, April.
  3. Pringpong, Sasin & Maneenop, Sakkakom & Jaroenjitrkam, Anutchanat, 2023. "Geopolitical risk and firm value: Evidence from emerging markets," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
  4. Duca, John V. & Saving, Jason L., 2018. "What drives economic policy uncertainty in the long and short runs: European and U.S. evidence over several decades," Journal of Macroeconomics, Elsevier, vol. 55(C), pages 128-145.
  5. Zhu, Zhaobo & Lin, Hang & Chen, Min & Han, Peiwen, 2023. "The spillover effect of economic policy uncertainty: Evidence from analyst behaviors in Hong Kong," Finance Research Letters, Elsevier, vol. 52(C).
  6. Freire, Gustavo, 2021. "Tail risk and investors’ concerns: Evidence from Brazil," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  7. Bush, Georgia & López Noria, Gabriela, 2021. "Uncertainty and exchange rate volatility: Evidence from Mexico," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 704-722.
  8. Zhang, Jiaming & Xiang, Yitian & Zou, Yang & Guo, Songlin, 2024. "Volatility forecasting of Chinese energy market: Which uncertainty have better performance?," International Review of Financial Analysis, Elsevier, vol. 91(C).
  9. Andreas A. Papandreou, 2019. "Stranded assets and the financial system," Working Papers 272, Bank of Greece.
  10. Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2019. "The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility," MPRA Paper 96577, University Library of Munich, Germany.
  11. Amélie Charles & Olivier Darné & Jae H. Kim, 2022. "Stock return predictability: Evaluation based on interval forecasts," Bulletin of Economic Research, Wiley Blackwell, vol. 74(2), pages 363-385, April.
  12. Refk Selmi & Jamal Bouoiyour, 2020. "The financial costs of political uncertainty: Evidence from the 2016 US presidential elections," Scottish Journal of Political Economy, Scottish Economic Society, vol. 67(2), pages 166-185, May.
  13. Doriana Cucinelli & Vincenzo Farina & Paola Schwizer & Maria Gaia Soana, 2021. "Better the Devil You Know: The Impact of Brexit Political Uncertainty on European Financial Markets," International Journal of Business and Management, Canadian Center of Science and Education, vol. 15(6), pages 1-62, July.
  14. Godil, Danish Iqbal & Sarwat, Salman & Sharif, Arshian & Jermsittiparsert, Kittisak, 2020. "How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique," Resources Policy, Elsevier, vol. 66(C).
  15. Assaf, Ata & Charif, Husni & Mokni, Khaled, 2021. "Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?," Resources Policy, Elsevier, vol. 72(C).
  16. Deshuai Hou & Luhan Shi & Hong He & Jian Xiong, 2023. "Research on the Deviation of Corporate Green Behaviour under Economic Policy Uncertainty Based on the Perspective of Green Technology Innovation in Chinese Listed Companies," Sustainability, MDPI, vol. 15(9), pages 1-27, May.
  17. Pierdzioch Christian & Gupta Rangan, 2020. "Uncertainty and Forecasts of U.S. Recessions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-20, September.
  18. Daniel O. Beltran & Deepa Dhume Datta & Thiago Revil T. Ferreira & Matteo Iacoviello & Mohammad Jahan-Parvar & Canlin Li & Juan M. Londono & Marius del Giudice Rodriguez & John H. Rogers & Bo Sun, 2017. "Taxonomy of Global Risk, Uncertainty, and Volatility Measures," International Finance Discussion Papers 1216, Board of Governors of the Federal Reserve System (U.S.).
  19. Tan, Xueping & Zhong, Yiran & Vivian, Andrew & Geng, Yong & Wang, Ziyi & Zhao, Difei, 2024. "Towards an era of multi-source uncertainty: A systematic and bibliometric analysis," International Review of Financial Analysis, Elsevier, vol. 95(PB).
  20. Jamal Bouoiyour & Refk Selmi, 2016. "The Price of Political Uncertainty: Evidence from the 2016 U.S. Presidential Election and the U.S. Stock Markets," Papers 1612.06200, arXiv.org, revised Mar 2017.
  21. Zhao, Yan & Su, Kun, 2022. "Economic policy uncertainty and corporate financialization: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 82(C).
  22. Babaei, Hamid & Hübner, Georges & Muller, Aline, 2023. "The effects of uncertainty on the dynamics of stock market interdependence: Evidence from the time-varying cointegration of the G7 stock markets," Journal of International Money and Finance, Elsevier, vol. 139(C).
  23. Jeffrey Ng & Walid Saffar & Janus Jian Zhang, 2020. "Policy uncertainty and loan loss provisions in the banking industry," Review of Accounting Studies, Springer, vol. 25(2), pages 726-777, June.
  24. Abir Abid & Christophe Rault, 2021. "On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(3), pages 403-425, September.
  25. Li, Wanli & Su, Yueying & Wang, Kaixiu, 2022. "How does economic policy uncertainty affect cross-border M&A: Evidence from Chinese firms," Emerging Markets Review, Elsevier, vol. 52(C).
  26. Hao, Xianfeng & Wang, Yudong & Wu, Chongfeng & Wu, Liangyu, 2024. "Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data," Journal of Financial Markets, Elsevier, vol. 70(C).
  27. Hodula, Martin & Škrabić Perić, Blanka & Sorić, Petar, 2023. "Economic uncertainty and non-bank financial intermediation: Evidence from a European panel," Finance Research Letters, Elsevier, vol. 53(C).
  28. Wang, Qi & Xiong, Xiong & Yang, Zhuoyi & An, Yahui & Feng, Xu, 2024. "Attention of women's liberation and investor herding behavior," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 520-544.
  29. Wang, Liyao, 2024. "Partisan conflict and corporate credit spreads: The role of political connection," Journal of Corporate Finance, Elsevier, vol. 84(C).
  30. François, Abel & Panel, Sophie & Weill, Laurent, 2020. "Educated dictators attract more foreign direct investment," Journal of Comparative Economics, Elsevier, vol. 48(1), pages 37-55.
  31. Wang, Xiaoxiao & Zhang, Xueyong, 2024. "Bank affiliation and timing ability of mutual funds: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 163(C).
  32. Bonaime, Alice & Gulen, Huseyin & Ion, Mihai, 2018. "Does policy uncertainty affect mergers and acquisitions?," Journal of Financial Economics, Elsevier, vol. 129(3), pages 531-558.
  33. Salzmann, Leonard, 2020. "The Impact of Uncertainty and Financial Shocks in Recessions and Booms," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224588, Verein für Socialpolitik / German Economic Association.
  34. Nonejad, Nima, 2021. "Predicting equity premium using news-based economic policy uncertainty: Not all uncertainty changes are equally important," International Review of Financial Analysis, Elsevier, vol. 77(C).
  35. Tarek A Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2019. "Firm-Level Political Risk: Measurement and Effects," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 134(4), pages 2135-2202.
  36. Tsung-Pao Wu & Shu-Bing Liu & Shun-Jen Hsueh, 2016. "The Causal Relationship between Economic Policy Uncertainty and Stock Market: A Panel Data Analysis," International Economic Journal, Taylor & Francis Journals, vol. 30(1), pages 109-122, March.
  37. Han, Yingwei & Li, Jie, 2023. "The impact of global economic policy uncertainty on portfolio optimization: A Black–Litterman approach," International Review of Financial Analysis, Elsevier, vol. 86(C).
  38. Wang, Ningli & You, Wanhai, 2023. "New insights into the role of global factors in BRICS stock markets: A quantile cointegration approach," Economic Systems, Elsevier, vol. 47(2).
  39. Cem Işık & Ercan Sirakaya-Turk & Serdar Ongan, 2020. "Testing the efficacy of the economic policy uncertainty index on tourism demand in USMCA: Theory and evidence," Tourism Economics, , vol. 26(8), pages 1344-1357, December.
  40. Chan, Yue-Cheong & Saffar, Walid & Wei, K.C. John, 2021. "How economic policy uncertainty affects the cost of raising equity capital: Evidence from seasoned equity offerings," Journal of Financial Stability, Elsevier, vol. 53(C).
  41. He, Mengxi & Zhang, Yaojie, 2022. "Climate policy uncertainty and the stock return predictability of the oil industry," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
  42. Li, Kun, 2018. "Reaction to news in the Chinese stock market: A study on Xiong’an New Area Strategy," Journal of Behavioral and Experimental Finance, Elsevier, vol. 19(C), pages 36-38.
  43. Huang, Zishan & Zhu, Huiming & Deng, Xi & Zeng, Tian, 2024. "Time-frequency tail risk spillover between ESG climate and high-carbon assets: The role of economic policy uncertainty and financial Stress," Finance Research Letters, Elsevier, vol. 67(PA).
  44. Joseph Chukwudi Odionye & Ethelbert Ukachukwu Ojiaku & Ndubuisi Agoh & Chikeziem F. Okorontah & Roy M. Okpara & Callistus Ogu, 2024. "Economic policy uncertainty and equity index in sub-Saharan African (SSA) countries: accounting for multiple structural breaks in a panel framework," SN Business & Economics, Springer, vol. 4(6), pages 1-30, June.
  45. Charles, Amelie & Darne, Olivier & Kim, Jae, 2016. "Stock Return Predictability: Evaluation based on Prediction Intervals," MPRA Paper 70143, University Library of Munich, Germany.
  46. Sha, Yezhou & Kang, Chenlei & Wang, Zilong, 2020. "Economic policy uncertainty and mergers and acquisitions: Evidence from China," Economic Modelling, Elsevier, vol. 89(C), pages 590-600.
  47. Attig, Najah & Driss, Hamdi & El Ghoul, Sadok, 2021. "Credit ratings quality in uncertain times," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
  48. Sammy G. Muriithi & Bruce A. Walters & William R. McCumber & Luis R. Robles, 2022. "Managerial entrenchment and corporate social responsibility engagement: the role of economic policy uncertainty," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 26(2), pages 621-640, June.
  49. Saumya Ranjan Dash & Debasish Maitra & Byomakesh Debata & Jitendra Mahakud, 2021. "Economic policy uncertainty and stock market liquidity: Evidence from G7 countries," International Review of Finance, International Review of Finance Ltd., vol. 21(2), pages 611-626, June.
  50. Białkowski, Jędrzej & Dang, Huong Dieu & Wei, Xiaopeng, 2022. "High policy uncertainty and low implied market volatility: An academic puzzle?," Journal of Financial Economics, Elsevier, vol. 143(3), pages 1185-1208.
  51. Syed Hassan & Sarosh Shabi & Taufiq Choudhry, 2018. "Asymmetry, Uncertainty and International Trade," Working Papers 2018-24, Swansea University, School of Management.
  52. Yang, Lu, 2019. "Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective," Energy Economics, Elsevier, vol. 80(C), pages 219-233.
  53. Mohsen Bahmani-Oskooee & Majid Maki-Nayeri, 2019. "Asymmetric Effects of Policy Uncertainty on Domestic Investment in G7 Countries," Open Economies Review, Springer, vol. 30(4), pages 675-693, September.
  54. Anindya Sen & Dennis Wesselbaum, 2023. "On the International Spillover Effects of Uncertainty," Open Economies Review, Springer, vol. 34(3), pages 541-554, July.
  55. Feng, Yun & Hou, Weijie & Song, Yuping, 2023. "Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters," Economic Modelling, Elsevier, vol. 119(C).
  56. Li, Xiao-Ming, 2017. "New evidence on economic policy uncertainty and equity premium," Pacific-Basin Finance Journal, Elsevier, vol. 46(PA), pages 41-56.
  57. Xu, Yongan & Wang, Jianqiong & Chen, Zhonglu & Liang, Chao, 2021. "Economic policy uncertainty and stock market returns: New evidence," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  58. Yang, Lu & Hamori, Shigeyuki, 2021. "Systemic risk and economic policy uncertainty: International evidence from the crude oil market," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 142-158.
  59. Xuejun Jin & Ziqing Chen & Xiaolan Yang, 2019. "Economic policy uncertainty and stock price crash risk," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(5), pages 1291-1318, March.
  60. Abid, Abir, 2020. "Economic policy uncertainty and exchange rates in emerging markets: Short and long runs evidence," Finance Research Letters, Elsevier, vol. 37(C).
  61. Berger, Theo & Uddin, Gazi Salah, 2016. "On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes," Energy Economics, Elsevier, vol. 56(C), pages 374-383.
  62. Xiao, Jihong & Wang, Yudong, 2022. "Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression," Energy, Elsevier, vol. 241(C).
  63. Muhammad Asif Khan & Masood Ahmed & József Popp & Judit Oláh, 2020. "US Policy Uncertainty and Stock Market Nexus Revisited through Dynamic ARDL Simulation and Threshold Modelling," Mathematics, MDPI, vol. 8(11), pages 1-20, November.
  64. Lu, Xinjie & Ma, Feng & Wang, Tianyang & Wen, Fenghua, 2023. "International stock market volatility: A data-rich environment based on oil shocks," Journal of Economic Behavior & Organization, Elsevier, vol. 214(C), pages 184-215.
  65. Omar, Ayman M.A. & Lambe, Brendan J & Wisniewski, Tomasz Piotr, 2021. "Perceptions of the threat to national security and the stock market," Journal of Economic Behavior & Organization, Elsevier, vol. 186(C), pages 504-522.
  66. Li, Dongxin & Zhang, Li & Li, Lihong, 2023. "Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model," International Review of Financial Analysis, Elsevier, vol. 88(C).
  67. Gungoraydinoglu, Ali & Çolak, Gönül & Öztekin, Özde, 2017. "Political environment, financial intermediation costs, and financing patterns," Journal of Corporate Finance, Elsevier, vol. 44(C), pages 167-192.
  68. repec:eee:finlet:v:24:y:2018:i:c:p:56-63 is not listed on IDEAS
  69. Yang, Jianlei & Yang, Chunpeng, 2021. "The impact of mixed-frequency geopolitical risk on stock market returns," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 226-240.
  70. James, Robert & Leung, Henry & Leung, Jessica Wai Yin & Prokhorov, Artem, 2023. "Forecasting tail risk measures for financial time series: An extreme value approach with covariates," Journal of Empirical Finance, Elsevier, vol. 71(C), pages 29-50.
  71. Hacioglu Hoke, Sinem, 2019. "Macroeconomic effects of political risk shocks," Bank of England working papers 841, Bank of England.
  72. Sharad Asthana & Rachana Kalelkar, 0. "Impact of economic policy uncertainty on disclosure and pricing of earnings news," Review of Quantitative Finance and Accounting, Springer, vol. 0, pages 1-32.
  73. Shahzad, Syed Jawad Hussain & Raza, Naveed & Balcilar, Mehmet & Ali, Sajid & Shahbaz, Muhammad, 2017. "Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?," Resources Policy, Elsevier, vol. 53(C), pages 208-218.
  74. Chen, Xiaoyu & Chiang, Thomas C., 2020. "Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market," Research in International Business and Finance, Elsevier, vol. 53(C).
  75. Ahmad, Muhammad Farooq & Aziz, Saqib & El-Khatib, Rwan & Kowalewski, Oskar, 2023. "Firm-level political risk and dividend payout," International Review of Financial Analysis, Elsevier, vol. 86(C).
  76. Liu, Li & Zhang, Tao, 2015. "Economic policy uncertainty and stock market volatility," Finance Research Letters, Elsevier, vol. 15(C), pages 99-105.
  77. Frank Kwabi & Andrews Owusu & Ernest Ezeani & Agyenim Boateng, 2024. "The impact of political uncertainty on the cost of capital," Review of Quantitative Finance and Accounting, Springer, vol. 62(4), pages 1397-1429, May.
  78. Yuan, Mengyi & Zhang, Lin & Lian, Yonghui, 2022. "Economic policy uncertainty and stock price crash risk of commercial banks: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 587-605.
  79. Mohsen Bahmani-Oskooee & Jungho Baek, 2021. "Whose Policy Uncertainty Matters in the Trade between Korea and the U.S.?," JRFM, MDPI, vol. 14(11), pages 1-23, November.
  80. Jo, Eun Hye & Lee, Jung Wha, 2024. "Economic policy uncertainty and managerial short-termism," International Review of Financial Analysis, Elsevier, vol. 93(C).
  81. Cakici, Nusret & Zaremba, Adam, 2023. "Recency bias and the cross-section of international stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 84(C).
  82. Amin, Md Ruhul & Wang, Xinyu & Aktas, Elvan, 2023. "Does oil price uncertainty affect corporate innovation?," Energy Economics, Elsevier, vol. 118(C).
  83. Oluwatomisin J. Oyewole & Idowu A. Adubiagbe & Oluwasegun B. Adekoya, 2022. "Economic policy uncertainty and stock returns among OPEC members: evidence from feasible quasi-generalized least squares," Future Business Journal, Springer, vol. 8(1), pages 1-10, December.
  84. Sanket Mohapatra & Siddharth M. Purohit, 2021. "The implications of economic uncertainty for bank loan portfolios," Applied Economics, Taylor & Francis Journals, vol. 53(45), pages 5242-5266, September.
  85. Bianconi, Marcelo & Esposito, Federico & Sammon, Marco, 2021. "Trade policy uncertainty and stock returns," Journal of International Money and Finance, Elsevier, vol. 119(C).
  86. Cakici, Nusret & Zaremba, Adam, 2022. "Salience theory and the cross-section of stock returns: International and further evidence," Journal of Financial Economics, Elsevier, vol. 146(2), pages 689-725.
  87. Nguyen, Thanh Cong, 2022. "Economic policy uncertainty: The probability and duration of economic recessions in major European Union countries," Research in International Business and Finance, Elsevier, vol. 62(C).
  88. Shabir Mohsin Hashmi & Muhammad Akram Gilal & Wing-Keung Wong, 2021. "Sustainability of Global Economic Policy and Stock Market Returns in Indonesia," Sustainability, MDPI, vol. 13(10), pages 1-18, May.
  89. Rehman, Mobeen Ur & Sensoy, Ahmet & Eraslan, Veysel & Shahzad, Syed Jawad Hussain & Vo, Xuan Vinh, 2021. "Sensitivity of US equity returns to economic policy uncertainty and investor sentiments," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
  90. Lee, Kiryoung & Joen, Yoontae & Kim, Minki, 2022. "Which uncertainty measures matter for the cross-section of stock returns?#," Finance Research Letters, Elsevier, vol. 46(PB).
  91. Nazif Durmaz, 2023. "Closed-End Fund Discounts and Economic Policy Uncertainty," JRFM, MDPI, vol. 16(3), pages 1-29, March.
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  93. 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).
  94. Liang, Chin Chia & Troy, Carol & Rouyer, Ellen, 2020. "U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  95. Le, Cao Hoang Anh & Shan, Yaowen & Taylor, Stephen, 2024. "International economic policy uncertainty and analysts' earnings forecasts," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
  96. Sangyup Choi & Junhyeok Shin, 2020. "Brave New World? Bitcoin is not the New Gold: Understanding Cryptocurrency Price Dynamics," Working papers 2020rwp-167, Yonsei University, Yonsei Economics Research Institute.
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  98. 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.
  99. Mohammad R. Jahan-Parvar & Yuriy Kitsul & Jamil Rahman & Beth Anne Wilson, 2024. "Foreign economic policy uncertainty and U.S. equity returns," International Finance Discussion Papers 1401, Board of Governors of the Federal Reserve System (U.S.).
  100. Dai, Zhifeng & Peng, Yongxin, 2022. "Economic policy uncertainty and stock market sector time-varying spillover effect: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  101. Drobetz, Wolfgang & El Ghoul, Sadok & Guedhami, Omrane & Janzen, Malte, 2018. "Policy uncertainty, investment, and the cost of capital," Journal of Financial Stability, Elsevier, vol. 39(C), pages 28-45.
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  103. Golab, Anna & Bannigidadmath, Deepa & Pham, Thach Ngoc & Thuraisamy, Kannan, 2022. "Economic policy uncertainty and industry return predictability – Evidence from the UK," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 433-447.
  104. Sonenshine, Ralph & Aboulhosn, Aya, 2025. "Impact of political risk on emerging market risk premiums and risk adjusted returns," Research in International Business and Finance, Elsevier, vol. 73(PA).
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  107. Li, Shi & Li, Meng & Fu, Rongsha, 2024. "A sustainable pandemic response: The impact of COVID-19 vaccination coverage on economic policy uncertainty," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 316-332.
  108. Pan, Zhiyuan & Pettenuzzo, Davide & Wang, Yudong, 2020. "Forecasting stock returns: A predictor-constrained approach," Journal of Empirical Finance, Elsevier, vol. 55(C), pages 200-217.
  109. Tihana Škrinjarić & Zrinka Orlović, 2020. "Economic Policy Uncertainty and Stock Market Spillovers: Case of Selected CEE Markets," Mathematics, MDPI, vol. 8(7), pages 1-33, July.
  110. Mikhail Stolbov & Alexander Karminsky & Maria Shchepeleva, 2018. "Does Economic Policy Uncertainty Lead Systemic Risk? A Comparative Analysis of Selected European Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(3), pages 332-360, September.
  111. 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.
  112. Si, Deng-Kui & Zhuang, Jiali & Ge, Xinyu & Yu, Yong, 2024. "The nexus between trade policy uncertainty and corporate financialization: Evidence from China," China Economic Review, Elsevier, vol. 84(C).
  113. Aslanidis, Nektarios & Christiansen, Charlotte & Kouretas, George, 2020. "Uncertainty and Downside Risk in International Stock Returns," Working Papers 2072/376032, Universitat Rovira i Virgili, Department of Economics.
  114. Aye, Goodness C. & Kotur, Lydia N., 2022. "Effect of economic policy uncertainty on agricultural growth in Nigeria," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 17(2), June.
  115. Peng-Fei Dai & Xiong Xiong & Zhifeng Liu & Toan Luu Duc Huynh & Jianjun Sun, 2021. "Preventing crash in stock market: The role of economic policy uncertainty during COVID-19," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-15, December.
  116. Theodora Bermpei & Antonios Nikolaos Kalyvas & Lorenzo Neri & Antonella Russo, 2022. "Does economic policy uncertainty matter for financial reporting quality? Evidence from the United States," Review of Quantitative Finance and Accounting, Springer, vol. 58(2), pages 795-845, February.
  117. Wang, Yuchen & Wang, Xiaoming, 2023. "Economic policy uncertainty and information intermediary: The case of short seller," Economic Modelling, Elsevier, vol. 120(C).
  118. José Valentim Machado Vicente & Jaqueline Terra Moura Marins, 2019. "A Volatility Smile-Based Uncertainty Index," Working Papers Series 502, Central Bank of Brazil, Research Department.
  119. Tanveer Bagh & Abdul Waheed & Muhammad Asif Khan & Mirza Muhammad Naseer, 2023. "Effect of Economic Policy Uncertainty on China’s Stock Price Index: A Comprehensive Analysis Using Wavelet Coherence Approach," SAGE Open, , vol. 13(4), pages 21582440231, December.
  120. Anolick, Nina & Batten, Jonathan A. & Kinateder, Harald & Wagner, Niklas, 2021. "Time for gift giving: Abnormal share repurchase returns and uncertainty," Journal of Corporate Finance, Elsevier, vol. 66(C).
  121. Dai, Peng-Fei & Xiong, Xiong & Duc Huynh, Toan Luu & Wang, Jiqiang, 2022. "The impact of economic policy uncertainties on the volatility of European carbon market," Journal of Commodity Markets, Elsevier, vol. 26(C).
  122. Dung Viet Tran, 2020. "Policy uncertainty and bank lending," Economics Bulletin, AccessEcon, vol. 40(2), pages 952-977.
  123. Li Guo & Wolfgang Karl Härdle & Yubo Tao, 2024. "A Time-Varying Network for Cryptocurrencies," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 437-456, April.
  124. Lee, Kiryoung & Jeon, Yoontae & Nam, Eun-Young, 2021. "Chinese Economic Policy Uncertainty and the Cross-Section of U.S. Asset Returns," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1063-1077.
  125. Wang, Jiqian & Lu, Xinjie & He, Feng & Ma, Feng, 2020. "Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?," International Review of Financial Analysis, Elsevier, vol. 72(C).
  126. Nam, Eun-Young & Lee, Kiryoung & Jeon, Yoontae, 2021. "Macroeconomic uncertainty shocks and households’ consumption choice," Journal of Macroeconomics, Elsevier, vol. 68(C).
  127. Zhang, Hongwei & Demirer, Riza & Huang, Jianbai & Huang, Wanjun & Tahir Suleman, Muhammad, 2021. "Economic policy uncertainty and gold return dynamics: Evidence from high-frequency data," Resources Policy, Elsevier, vol. 72(C).
  128. Killins, Robert N. & Ngo, Thanh & Wang, Hongxia, 2022. "Politics and equity markets: Evidence from Canada," Journal of Multinational Financial Management, Elsevier, vol. 63(C).
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