Economic policy uncertainty and stock markets: Long-run evidence from the US

By Mohamed Arouri, Christophe Estay, Christophe Rault, David Roubaud. 2016

431 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/0bd9f91c7343d7d4249985ddb86144ddf9892879

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Elie Bouri
2. Rangan Gupta
3. David Roubaud
4. Libing Fang
5. Dimitrios Bakas
6. Lei Li
7. Honghai Yu
8. A. Triantafyllou

Citations in the corpus

• The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets (2017, background): “It has been widely recognized that EPU has a significant impact on the stock market (Dakhlaoui and Aloui, 2016; Arouri et al., 2016) and bond market (Wisniewski and Lambe, 2015).”
• Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? (2019, background): “5 adversely affect stock (Arouri et al., 2016), Bitcoin will serve as a hedge when the level of EPU is high and when the Bitcoin-gold correlation is negative.”
• The impact of uncertainty shocks on the volatility of commodity prices (2018, background): “1 For example, Antonakakis et al. (2013), Arouri et al. (2016), Kang and Ratti (2014) and Pastor and Veronesi (2012) show that rising economic policy uncertainty reduces stock-market prices, while Liu and Zhang (2015) and Pastor and Veronesi (2012), among others, find that economic policy…”