My bibliography
Save this item
Policy News and Stock Market Volatility
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- 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).
- Assaf, Ata & Charif, Husni & Mokni, Khaled, 2021. "Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?," Resources Policy, Elsevier, vol. 72(C).
- Efrem Castelnuovo, 2022. "Uncertainty Before and During COVID-19: A Survey," "Marco Fanno" Working Papers 0279, Dipartimento di Scienze Economiche "Marco Fanno".
- Luca Rossi, 2020. "Indicators of uncertainty: a brief user’s guide," Questioni di Economia e Finanza (Occasional Papers) 564, Bank of Italy, Economic Research and International Relations Area.
- 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.
- Benhima, Kenza & Cordonier, Rachel, 2022.
"News, sentiment and capital flows,"
Journal of International Economics, Elsevier, vol. 137(C).
- Kenza Benhima & Rachel Cordonier, 2020. "News, sentiment and capital flows," Working Papers 2020-04, Swiss National Bank.
- Benhima, Kenza & Cordonier, Rachel, 2022. "News, Sentiment and Capital Flows," CEPR Discussion Papers 17012, C.E.P.R. Discussion Papers.
- Zeqiraj, Veton & Gurdgiev, Constantin & Sohag, Kazi & Hammoudeh, Shawkat, 2024. "Economic uncertainty, public debt and non-performing loans in the Eurozone: Three systemic crises," International Review of Financial Analysis, Elsevier, vol. 93(C).
- Khan, Muhammad Asif & Segovia, Juan E.Trinidad & Bhatti, M.Ishaq & Kabir, Asif, 2023. "Corporate vulnerability in the US and China during COVID-19: A machine learning approach," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Zohar, Osnat, 2024.
"Cyclicality of uncertainty and disagreement,"
Journal of Monetary Economics, Elsevier, vol. 143(C).
- Osnat Zohar, 2021. "Cyclicality of Uncertainty and Disagreement," Bank of Israel Working Papers 2021.09, Bank of Israel.
- Scott R. Baker & Aniket Baksy & Nicholas Bloom & Steven J. Davis & Jonathan A. Rodden, 2020.
"Elections, Political Polarization, and Economic Uncertainty,"
NBER Working Papers
27961, National Bureau of Economic Research, Inc.
- Scott R. Baker & Aniket Baksy & Nicholas Bloom & Steven J. Davis & Jonathan Rodden, 2020. "Elections, Political Polarization, and Economic Uncertainty," Working Papers 2020-145, Becker Friedman Institute for Research In Economics.
- van der Wielen, Wouter & Barrios, Salvador, 2021.
"Economic sentiment during the COVID pandemic: Evidence from search behaviour in the EU,"
Journal of Economics and Business, Elsevier, vol. 115(C).
- VAN DER WIELEN Wouter & BARRIOS Salvador, 2020. "Fear and Employment During the COVID Pandemic: Evidence from Search Behaviour in the EU," JRC Working Papers on Taxation & Structural Reforms 2020-08, Joint Research Centre.
- Benchimol, Jonathan & Saadon, Yossi & Segev, Nimrod, 2023.
"Stock market reactions to monetary policy surprises under uncertainty,"
International Review of Financial Analysis, Elsevier, vol. 89(C).
- Jonathan Benchimol & Yossi Saadon & Nimrod Segev, 2023. "Stock market reactions to monetary policy surprises under uncertainty," Post-Print emse-04624984, HAL.
- Fraiberger, Samuel P. & Lee, Do & Puy, Damien & Ranciere, Romain, 2021.
"Media sentiment and international asset prices,"
Journal of International Economics, Elsevier, vol. 133(C).
- Fraiberger,Samuel Paul & Lee,Do & Puy,Damien & Rancier,Romain, 2018. "Media Sentiment and International Asset Prices," Policy Research Working Paper Series 8649, The World Bank.
- Samuel P. Fraiberger & Dongyeol Lee & Mr. Damien Puy & Mr. Romain Ranciere, 2018. "Media Sentiment and International Asset Prices," IMF Working Papers 2018/274, International Monetary Fund.
- Rancière, Romain & Fraiberger, Samuel & , & Puy, Damien, 2018. "Media Sentiment and International Asset Prices," CEPR Discussion Papers 13366, C.E.P.R. Discussion Papers.
- Samuel P. Fraiberger & Do Lee & Damien Puy & Romain Rancière, 2018. "Media Sentiment and International Asset Prices," NBER Working Papers 25353, National Bureau of Economic Research, Inc.
- Eugene Msizi Buthelezi, 2023. "Dynamics of Macroeconomic Uncertainty on Economic Growth in the Presence of Fiscal Consolidation in South Africa from 1994 to 2022," Economies, MDPI, vol. 11(4), pages 1-24, April.
- Scott R. Baker & Nicholas Bloom & Steven J. Davis & Marco C. Sammon, 2021.
"What Triggers Stock Market Jumps?,"
NBER Working Papers
28687, National Bureau of Economic Research, Inc.
- Baker, Scott R. & Bloom, Nicholas & Davis, Steven J. & Sammo, Marco C., 2021. "What triggers stock market jumps?," LSE Research Online Documents on Economics 113913, London School of Economics and Political Science, LSE Library.
- Scott R. Baker & Nicholas Bloom & Steven J. Davis & Marco Sammon, 2021. "What triggers stock market jumps?," CEP Discussion Papers dp1789, Centre for Economic Performance, LSE.
- Scott R. Baker & Nicholas Bloom & Steven J. Davis & Marco Sammon, 2021. "What triggers stock market jumps?," POID Working Papers 010, Centre for Economic Performance, LSE.
- Chang, Kuang-Liang, 2021. "Do U.S. and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market?," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Boniface Yemba & Yi Duan & Nabaneeta Biswas, 2023. "Government spending news and stock price index," Economics Bulletin, AccessEcon, vol. 43(4), pages 1816-1841.
- Mohammadreza Mahmoudi, 2023. "Examining the Effect of Monetary Policy and Monetary Policy Uncertainty on Cryptocurrencies Market," Papers 2311.10739, arXiv.org.
- Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk, 2023.
"What Is Certain about Uncertainty?,"
Journal of Economic Literature, American Economic Association, vol. 61(2), pages 624-654, June.
- Danilo Cascaldi-Garcia & Deepa Dhume Datta & Thiago Revil T. Ferreira & Olesya V. Grishchenko & Mohammad R. Jahan-Parvar & Juan M. Londono & Francesca Loria & Sai Ma & Marius del Giudice Rodriguez & J, 2020. "What is Certain about Uncertainty?," International Finance Discussion Papers 1294, Board of Governors of the Federal Reserve System (U.S.).
- Cao, Zhen & Han, Liyan & Wei, Xinbei & Zhang, Qunzi, 2022. "Fear in commodity return prediction," Finance Research Letters, Elsevier, vol. 46(PB).
- Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2021. "Autoregressive conditional proportion: A multiplicative-error model for (0,1)-valued time series," MPRA Paper 110954, University Library of Munich, Germany, revised 06 Dec 2021.
- Shaikh, Imlak, 2021. "On the relation between Pandemic Disease Outbreak News and Crude oil, Gold, Gold mining, Silver and Energy Markets," Resources Policy, Elsevier, vol. 72(C).
- Massimo Ferrari Minesso & Frederik Kurcz & Maria Sole Pagliari, 2022.
"Do words hurt more than actions? The impact of trade tensions on financial markets,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1138-1159, September.
- Ferrari Minesso, Massimo & Pagliari, Maria Sole & Kurcz, Frederik, 2020. "Do words hurt more than actions? The impact of trade tensions on financial markets," Working Paper Series 2490, European Central Bank.
- Massimo Ferrari & Frederik Kurcz & Maria Sole Pagliari, 2021. "Do Words Hurt More Than Actions? The Impact of Trade Tensions on Financial Markets," Working papers 802, Banque de France.
- Yang, Cai & Niu, Zibo & Gao, Wang, 2022. "The time-varying effects of trade policy uncertainty and geopolitical risks shocks on the commodity market prices: Evidence from the TVP-VAR-SV approach," Resources Policy, Elsevier, vol. 76(C).
- Davide Bazzana & Michele Colturato & Roberto Savona, 2021. "Learning about Unprecedented Events: Agent-Based Modelling and the Stock Market Impact of COVID-19," Working Papers 2021.26, Fondazione Eni Enrico Mattei.
- Lee, Chi-Chuan & Lee, Chien-Chiang, 2023. "International spillovers of U.S. monetary uncertainty and equity market volatility to China’s stock markets," Journal of Asian Economics, Elsevier, vol. 84(C).
- Himounet, Nicolas, 2022.
"Searching the nature of uncertainty: Macroeconomic and financial risks VS geopolitical and pandemic risks,"
International Economics, Elsevier, vol. 170(C), pages 1-31.
- Nicolas Himounet, 2021. "Searching for the Nature of Uncertainty: Macroeconomic VS Financial," Working Papers 2021.05, International Network for Economic Research - INFER.
- Elżbieta Kacperska & Jakub Kraciuk, 2021. "Changes in the Stock Market of Food Industry Companies during the COVID-19 Pandemic—A Comparative Analysis of Poland and Germany," Energies, MDPI, vol. 14(23), pages 1-17, November.
- Bianconi, Marcelo & Esposito, Federico & Sammon, Marco, 2021.
"Trade policy uncertainty and stock returns,"
Journal of International Money and Finance, Elsevier, vol. 119(C).
- Marcelo Bianconi & Federico Esposito & Marco Sammon, 2019. "Trade Policy Uncertainty and Stock Returns," Discussion Papers Series, Department of Economics, Tufts University 0830, Department of Economics, Tufts University.
- Federico Esposito & Marcelo Bianconi & Marco Sammon, 2020. "Trade Policy Uncertainty and Stock Returns," Discussion Papers Series, Department of Economics, Tufts University 0834, Department of Economics, Tufts University.
- Esposito, Federico & Bianconi, Marcelo & Sammon, Marco, 2020. "Trade Policy Uncertainty and Stock Returns," MPRA Paper 99874, University Library of Munich, Germany.
- Venetis, Ioannis & Ladas, Avgoustinos, 2022. "Co-movement and global factors in sovereign bond yields," MPRA Paper 115801, University Library of Munich, Germany.
- Zhu, Sha & Liu, Qiuhong & Wang, Yan & Wei, Yu & Wei, Guiwu, 2019. "Which fear index matters for predicting US stock market volatilities: Text-counts or option based measurement?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
- Tengfei Zhang, 2020. "Manager Uncertainty and Cross-Sectional Stock Returns," 2020 Papers pzh934, Job Market Papers.
- Efrem Castelnuovo, 2019.
"Domestic and global uncertainty: A survey and some new results,"
CAMA Working Papers
2019-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Efrem Castelnuovo, 2019. "Domestic and Global Uncertainty: A Survey and Some New Results," Melbourne Institute Working Paper Series wp2019n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Efrem Castelnuovo, 2019. "Domestic and Global Uncertainty: A Survey and Some New Results," CESifo Working Paper Series 7900, CESifo.
- Sadok El Ghoul & Omrane Guedhami & Robert Nash & He (Helen) Wang, 2022. "Economic policy uncertainty and insider trading," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(4), pages 817-854, December.
- Di Maggio, Marco & Kermani, Amir & Ramcharan, Rodney & Yao, Vincent & Yu, Edison, 2022.
"The pass-through of uncertainty shocks to households,"
Journal of Financial Economics, Elsevier, vol. 145(1), pages 85-104.
- Marco Di Maggio & Amir Kermani & Rodney Ramcharan & Vincent Yao & Edison Yu, 2020. "The Pass-Through of Uncertainty Shocks to Households," NBER Working Papers 27646, National Bureau of Economic Research, Inc.
- Christian Conrad & Robert F. Engle, 2021. "Modelling Volatility Cycles: The (MF)2 GARCH Model," Working Paper series 21-05, Rimini Centre for Economic Analysis.
- Dang, Man & Henry, Darren & Thai, Hong An & Vo, Xuan Vinh & Mazur, Mieszko, 2022. "Does policy uncertainty predict the death of M&A deals?," Finance Research Letters, Elsevier, vol. 46(PB).
- Kurter, Zeynep O., 2024. "How macroeconomic conditions affect systemic risk in the short and long-run?," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
- Gilles Dufrénot & William Ginn & Marc Pourroy, 2023.
"ENSO Climate Patterns on Global Economic Conditions,"
AMSE Working Papers
2308, Aix-Marseille School of Economics, France.
- Gilles Dufrénot & William Ginn & Marc Pourroy, 2023. "ENSO Climate Patterns on Global Economic Conditions," Working Papers hal-04064759, HAL.
- Morita, Hiroshi & Ono, Taiki, 2022. "COVID-19 Uncertainty Index in Japan: Newspaper-Based Measures and Economic Activities," Discussion paper series HIAS-E-116, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020.
"Climate Risk and Commodity Currencies,"
Working Papers
No 10/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate risk and commodity currencies," Working Paper 2020/18, Norges Bank.
- Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate Risk and Commodity Currencies," CESifo Working Paper Series 8788, CESifo.
- Pinto-Ávalos, Francisco & Bowe, Michael & Hyde, Stuart, 2024. "Revisiting the pricing impact of commodity market spillovers on equity markets," Journal of Commodity Markets, Elsevier, vol. 33(C).
- Dang, Tam Hoang-Nhat & Nguyen, Canh Phuc & Lee, Gabriel S. & Nguyen, Binh Quang & Le, Thuy Thu, 2023. "Measuring the energy-related uncertainty index," Energy Economics, Elsevier, vol. 124(C).
- Munisamy Gopinath, 2021. "Does Trade Policy Uncertainty Affect Agriculture?," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 43(2), pages 604-618, June.
- Nepp, Alexander & Okhrin, Ostap & Egorova, Julia & Dzhuraeva, Zarnigor & Zykov, Alexander, 2022. "What threatens stock markets more - The coronavirus or the hype around it?," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 519-539.
- Sascha Tobias Wengerek, 2020. "Share price reactions to tariff imposition announcements in the Trump era - An event study of the trade conflict," Working Papers Dissertations 59, Paderborn University, Faculty of Business Administration and Economics.
- Nonejad, Nima, 2022. "Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Kyoto Yono & Hiroki Sakaji & Hiroyasu Matsushima & Takashi Shimada & Kiyoshi Izumi, 2020. "Construction of Macroeconomic Uncertainty Indices for Financial Market Analysis Using a Supervised Topic Model," JRFM, MDPI, vol. 13(4), pages 1-18, April.
- Morita, Hiroshi & Ono, Taiki, 2024. "COVID-19 uncertainty index in Japan: Newspaper-based measures and economic activities," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 390-403.
- Byrne, Joseph P. & Sakemoto, Ryuta, 2021. "The conditional volatility premium on currency portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
- Lukas Freund & Hanbaek Lee & Pontus Rendahl, 2023.
"The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 117-137, December.
- Freund, L. B. & Lee, H. & Rendahl, P., 2022. "The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation," Cambridge Working Papers in Economics 2251, Faculty of Economics, University of Cambridge.
- Freund, L. B. & Lee, H. & Rendahl, P., 2022. "The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation," Janeway Institute Working Papers 2223, Faculty of Economics, University of Cambridge.
- Feng, Huiqun & Zhang, Jun & Guo, Na, 2023. "Time-varying linkages between energy and stock markets: Dynamic spillovers and driving factors," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Huang, MeiChi, 2024. "A greater crisis? Investigating MSA-level housing markets during the COVID-19 pandemic," Research in International Business and Finance, Elsevier, vol. 71(C).
- Ma, Rufei & Sun, Bianxia & Zhai, Pengxiang & Jin, Yi, 2021. "Hedging stock market risks: Can gold really beat bonds?," Finance Research Letters, Elsevier, vol. 42(C).
- Qiu, Yajie & Deschamps, Bruno & Liu, Xiaoquan, 2024. "Uncertainty and macroeconomic forecasts: Evidence from survey data," Journal of Economic Behavior & Organization, Elsevier, vol. 224(C), pages 463-480.
- Niko Hauzenberger & Michael Pfarrhofer, 2021.
"Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 123(4), pages 1261-1291, October.
- Niko Hauzenberger & Michael Pfarrhofer, 2019. "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy," Papers 1911.06206, arXiv.org, revised Sep 2020.
- Pfarrhofer, Michael & Niko , Hauzenberger, 2019. "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy," Working Papers in Economics 2019-6, University of Salzburg.
- Naimoli, Antonio, 2022. "The information content of sentiment indices for forecasting Value at Risk and Expected Shortfall in equity markets," MPRA Paper 112588, University Library of Munich, Germany.
- Daniel Perico Ortiz, 2023. "Economic policy statements, social media, and stock market uncertainty: An analysis of Donald Trump’s tweets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(2), pages 333-367, June.
- Ademmer, Martin & Gern, Klaus-Jürgen & Hauber, Philipp & Jannsen, Nils & Kooths, Stefan & Mösle, Saskia & Stolzenburg, Ulrich, 2019. "Weltkonjunktur im Sommer 2019 - Weltwirtschaft ohne Schwung [World Economy Summer 2019 - Global growth remains sluggish]," Kieler Konjunkturberichte 55, Kiel Institute for the World Economy (IfW Kiel).
- Luca Scaffidi Domianello & Giampiero M. Gallo & Edoardo Otranto, 2024.
"Smooth and Abrupt Dynamics in Financial Volatility: The MS‐MEM‐MIDAS,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(1), pages 21-43, February.
- L. Scaffidi Domianello & G.M. Gallo & E. Otranto, 2022. "Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS," Working Paper CRENoS 202205, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Phan, Dinh Hoang Bach & Tran, Vuong Thao & Iyke, Bernard Njindan, 2022. "Geopolitical risk and bank stability," Finance Research Letters, Elsevier, vol. 46(PB).
- Shen, Lihua & Hong, Yanran, 2023. "Can geopolitical risks excite Germany economic policy uncertainty: Rethinking in the context of the Russia-Ukraine conflict," Finance Research Letters, Elsevier, vol. 51(C).
- Huynh, Toan Luu Duc & Nasir, Muhammad Ali & Nguyen, Duc Khuong, 2023. "Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 191-199.
- Steven J. Davis, 2019. "Rising Policy Uncertainty," NBER Working Papers 26243, National Bureau of Economic Research, Inc.
- Lin, Tiantian & Liu, Dehong & Zhang, Lili & Lung, Peter, 2019. "The information content of realized volatility of sector indices in China’s stock market," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 625-640.
- Steven J. Davis & Stephen Hansen & Cristhian Seminario-Amez, 2020.
"Firm-Level Risk Exposures and Stock Returns in the Wake of Covid-19,"
CESifo Working Paper Series
8594, CESifo.
- Hansen, Stephen & Davis, Steven & Seminario-Amez, Cristhian, 2020. "Firm-level Risk Exposures and Stock Returns in the Wake of COVID-19," CEPR Discussion Papers 15314, C.E.P.R. Discussion Papers.
- Steven J. Davis & Stephen Hansen & Cristhian Seminario-Amez, 2020. "Firm-Level Risk Exposures and Stock Returns in the Wake of COVID-19," NBER Working Papers 27867, National Bureau of Economic Research, Inc.
- Steven J. Davis & Stephen Hansen & Cristhian Seminario-Amez, 2020. "Firm-Level Risk Exposures and Stock Returns in the Wake of COVID-19," Working Papers 2020-139, Becker Friedman Institute for Research In Economics.
- Ademmer, Martin & Beckmann, Joscha & Jannsen, Nils, 2019. "Zu den Auswirkungen des jüngsten Anstiegs der globalen wirtschaftspolitischen Unsicherheit," Kiel Insight 2019.7, Kiel Institute for the World Economy (IfW Kiel).
- Yu, Xing & Li, Yanyan & Gong, Xue & Zhang, Nan, 2022. "Evaluating the performance of futures hedging using factors-driven realized volatility," International Review of Financial Analysis, Elsevier, vol. 84(C).
- Percy Mkhosi & Ismail Fasanya, 2022. "Revisiting Interest Rate – Exchange Rate Dynamics in South Africa: How Relevant is Pandemic Uncertainties?," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 69(3), pages 435-457, September.
- Zhang, Zhikai & He, Mengxi & Zhang, Yaojie & Wang, Yudong, 2021. "Realized skewness and the short-term predictability for aggregate stock market volatility," Economic Modelling, Elsevier, vol. 103(C).
- Arbatli Saxegaard, Elif C. & Davis, Steven J. & Ito, Arata & Miake, Naoko, 2022.
"Policy uncertainty in Japan,"
Journal of the Japanese and International Economies, Elsevier, vol. 64(C).
- Elif C. Arbatli & Steven J. Davis & Arata Ito & Naoko Miake, 2017. "Policy Uncertainty In Japan," NBER Working Papers 23411, National Bureau of Economic Research, Inc.
- Ms. Elif C Arbatli Saxegaard & Steven J Davis & Arata Ito & Naoko Miake & Ikuo Saito, 2017. "Policy Uncertainty in Japan," IMF Working Papers 2017/128, International Monetary Fund.
- Assaf, Ata & Demir, Ender & Mokni, Khaled, 2024. "Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis," Finance Research Letters, Elsevier, vol. 63(C).
- Naimoli, Antonio, 2023. "The information content of sentiment indices in forecasting Value at Risk and Expected Shortfall: a Complete Realized Exponential GARCH-X approach," International Economics, Elsevier, vol. 176(C).
- Nonejad, Nima, 2021. "Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results," Energy Economics, Elsevier, vol. 104(C).
- Chiwei Su & Yiru Liu & Chang Liu & Ran Tao, 2022. "The Impact of Medical and Health Fiscal Expenditures on Pharmaceutical Industry Stock Index in China," IJERPH, MDPI, vol. 19(18), pages 1-14, September.
- Dutta, Anupam & Bouri, Elie & Saeed, Tareq, 2021. "News-based equity market uncertainty and crude oil volatility," Energy, Elsevier, vol. 222(C).
- Hong, Yanran & Wang, Lu & Ye, Xiaoqing & Zhang, Yaojie, 2022. "Dynamic asymmetric impact of equity market uncertainty on energy markets: A time-varying causality analysis," Renewable Energy, Elsevier, vol. 196(C), pages 535-546.
- Stolbov, Mikhail & Shchepeleva, Maria, 2022. "Modeling global real economic activity: Evidence from variable selection across quantiles," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
- Qingfu Liu & Yiuman Tse & Kaixin Zheng, 2021. "The impact of trading behavioral biases on market liquidity under different volatility levels: Evidence from the Chinese commodity futures market," The Financial Review, Eastern Finance Association, vol. 56(4), pages 671-692, November.
- Hacioglu Hoke, Sinem, 2019. "Macroeconomic effects of political risk shocks," Bank of England working papers 841, Bank of England.
- Chen, Huimin (Amy) & Karim, Khondkar & Tao, Anqi, 2021. "The effect of suppliers' corporate social responsibility concerns on customers' stock price crash risk," Advances in accounting, Elsevier, vol. 52(C).
- Nicholas Apergis, 2022. "Evaluating tail risks for the U.S. economic policy uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 3971-3989, October.
- Burkhard Raunig, 2023. "Using causal graphs to test for the direction of instantaneous causality between economic policy uncertainty and stock market volatility," Empirical Economics, Springer, vol. 65(4), pages 1579-1598, October.
- Bazzana, Davide & Colturato, Michele & Savona, Roberto, 2021. "Learning about Unprecedented Events: Agent-Based Modelling and the Stock Market Impact of COVID-19," FEEM Working Papers 314928, Fondazione Eni Enrico Mattei (FEEM).
- Tuna, Gülfen & Tuna, Vedat Ender, 2022. "Are effects of COVID-19 pandemic on financial markets permanent or temporary? Evidence from gold, oil and stock markets," Resources Policy, Elsevier, vol. 76(C).
- Bazzana, Davide & Colturato, Michele & Savona, Roberto, 2023. "Learning about unprecedented events: Agent-based modelling and the stock market impact of COVID-19," Finance Research Letters, Elsevier, vol. 56(C).
- Lukas Boer & Lukas Menkhoff & Malte Rieth, 2023.
"The multifaceted impact of US trade policy on financial markets,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 388-406, April.
- Boer, Lukas & Menkhoff, Lukas & Rieth, Malte, 2020. "The multifaceted impact of US trade policy on financial markets," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224529, Verein für Socialpolitik / German Economic Association.
- Lukas Boer & Lukas Menkhoff & Malte Rieth, 2021. "The Multifaceted Impact of US Trade Policy on Financial Markets," Discussion Papers of DIW Berlin 1956, DIW Berlin, German Institute for Economic Research.
- Huynh, Nhan & Dao, Anh & Nguyen, Dat, 2021. "Openness, economic uncertainty, government responses, and international financial market performance during the coronavirus pandemic," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
- Ioannis Dokas & Georgios Oikonomou & Minas Panagiotidis & Eleftherios Spyromitros, 2023. "Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review," Energies, MDPI, vol. 16(3), pages 1-35, February.
- Jiaying Peng & Zhenghui Li & Benjamin M. Drakeford, 2020. "Dynamic Characteristics of Crude Oil Price Fluctuation—From the Perspective of Crude Oil Price Influence Mechanism," Energies, MDPI, vol. 13(17), pages 1-19, August.
- Dash, Saumya Ranjan & Maitra, Debasish, 2022. "The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Kurter, Zeynep O., 2022. "How macroeconomic conditions affect systemic risk in the short and long-run?," The Warwick Economics Research Paper Series (TWERPS) 1407, University of Warwick, Department of Economics.
- Nonejad, Nima, 2023. "Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models," Energy Economics, Elsevier, vol. 126(C).
- Xue Gong & Weiguo Zhang & Weijun Xu & Zhe Li, 2022. "Uncertainty index and stock volatility prediction: evidence from international markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-44, December.
- Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2024. "Google search trends and stock markets: Sentiment, attention or uncertainty?," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Jack Jewson & Li Li & Laura Battaglia & Stephen Hansen & David Rossell & Piotr Zwiernik, 2022. "Graphical model inference with external network data," CeMMAP working papers 20/22, Institute for Fiscal Studies.
- Szczygielski, Jan Jakub & Charteris, Ailie & Obojska, Lidia, 2023. "Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence," International Review of Financial Analysis, Elsevier, vol. 87(C).
- Zheng, Hannan & Schwenkler, Gustavo, 2020. "The network of firms implied by the news," ESRB Working Paper Series 108, European Systemic Risk Board.
- Kwame Asiam Addey & William Nganje, 2023. "The role of the U.S. exchange‐rate equity market volatility on agricultural exports and forecasts," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 71(1), pages 25-47, March.
- Lucas Hafemann, 2021. "The Nexus between lockdown Shocks and Economic Uncertainty: Empirical Evidence from a VAR model," MAGKS Papers on Economics 202132, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Michał Wielechowski & Katarzyna Czech, 2021. "Companies’ Stock Market Performance in the Time of COVID-19: Alternative Energy vs. Main Stock Market Sectors," Energies, MDPI, vol. 15(1), pages 1-26, December.
- Lukas Freund & Hanbaek Lee & Pontus Rendahl, 2023.
"The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 117-137, December.
- Lukas Freund & Hanbaek Lee & Pontus Rendahl, 2022. "Online Appendix to "The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation"," Online Appendices 21-230, Review of Economic Dynamics.
- Tong Fang & Deyu Miao & Zhi Su & Libo Yin, 2023. "Uncertainty‐driven oil volatility risk premium and international stock market volatility forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(4), pages 872-904, July.
- Díaz, Fernando & Henríquez, Pablo A. & Winkelried, Diego, 2022. "Stock market volatility and the COVID-19 reproductive number," Research in International Business and Finance, Elsevier, vol. 59(C).
- Liu, Xi & Zhang, Xueyong, 2024. "Geopolitical risk and currency returns," Journal of Banking & Finance, Elsevier, vol. 161(C).
- Song, Yixuan & He, Mengxi & Wang, Yudong & Zhang, Yaojie, 2022. "Forecasting crude oil market volatility: A newspaper-based predictor regarding petroleum market volatility," Resources Policy, Elsevier, vol. 79(C).
- Jeon, Yoontae & McCurdy, Thomas H. & Zhao, Xiaofei, 2022. "News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies," Journal of Financial Economics, Elsevier, vol. 145(2), pages 1-17.
- Zhang, Wenting & He, Xie & Hamori, Shigeyuki, 2023. "The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Jiang, Fuwei & Liu, Hongkui & Yu, Jiasheng & Zhang, Huajing, 2023. "International stock return predictability: The role of U.S. uncertainty spillover," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
- SOSA-CASTRO, Miriam, 2022. "Equity Market Volatility Impact On S&P 500 Sector Indexes, 1989-2021," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 22(1), pages 39-60.
- Li, Xiafei & Liang, Chao & Chen, Zhonglu & Umar, Muhammad, 2022. "Forecasting crude oil volatility with uncertainty indicators: New evidence," Energy Economics, Elsevier, vol. 108(C).
- Yousaf, Imran & Riaz, Yasir & Goodell, John W., 2023. "Energy cryptocurrencies: Assessing connectedness with other asset classes," Finance Research Letters, Elsevier, vol. 52(C).
- Bae, Siye & Jo, Soojin & Shim, Myungkyu, 2023. "United States of Mind under Uncertainty," Journal of Economic Behavior & Organization, Elsevier, vol. 213(C), pages 102-127.
- Haykir, Ozkan & Yagli, Ibrahim & Aktekin Gok, Emine Dilara & Budak, Hilal, 2022. "Oil price explosivity and stock return: Do sector and firm size matter?," Resources Policy, Elsevier, vol. 78(C).
- Zhang, Yulian & Hamori, Shigeyuki, 2021. "Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 145-162.
- Uddin, Moshfique & Chowdhury, Anup & Anderson, Keith & Chaudhuri, Kausik, 2021. "The effect of COVID – 19 pandemic on global stock market volatility: Can economic strength help to manage the uncertainty?," Journal of Business Research, Elsevier, vol. 128(C), pages 31-44.
- Nasir, Muhammad Ali & Le, Thi Ngoc Lan & Ghabri, Yosra & Huynh, Luu Duc Toan, 2023. "Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Ahmed, M. Iqbal & Farah, Quazi Fidia & Kishan, Ruby P., 2023. "Oil price uncertainty and unemployment dynamics: Nonlinearities matter," Energy Economics, Elsevier, vol. 125(C).
- Abdulsalam Abidemi Sikiru & Afees A. Salisu, 2023. "Hedging against risks associated with travel and tourism stocks during COVID‐19 pandemic: The role of gold," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1872-1882, April.
- Karyne B. Charbonneau, 2019. "The Impact of a Trade War: Assessment of the Current Tariffs and Alternative Scenarios," Staff Analytical Notes 2019-20, Bank of Canada.
- David Ardia & Keven Bluteau, 2024. "Optimal Text-Based Time-Series Indices," Papers 2405.10449, arXiv.org.
- Mohd Syafiq Sabri & Norlin Khalid & Abdul Hafizh Mohd Azam & Tamat Sarmidi, 2022. "Impact Analysis of the External Shocks on the Prices of Malaysian Crude Palm Oil: Evidence from a Structural Vector Autoregressive Model," Mathematics, MDPI, vol. 10(23), pages 1-22, December.
- Balli, Faruk & Hasan, Mudassar & Ozer-Balli, Hatice & Gregory-Allen, Russell, 2021. "Why do U.S. uncertainties drive stock market spillovers? International evidence," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 288-301.