Economic policy uncertainty shocks and stock–bond correlations: Evidence from the US market

By Xiaoming Li, Bing Zhang, Ruzhao Gao. 2015

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The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets (2017, background): “More recently, several studies have shown that the co-movement between stock and bond returns exhibits considerable time variation (Asgharian et al., 2015; Andersson et al., 2008; Perego and Vermeulen, 2016; Li et al., 2015).”
US Economic Policy Uncertainty and Co-Movements between Chinese and US Stock Markets (2017, unknown): “While Li et al. (2015) consider stock-bond correlations within the US, our interest is in stock-stock correlations between China and the US.”
How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique (2020, background): “…(Liu and Zhang, 2015), corporate investment (Wang et al., 2014), commodity markets (Wang et al., 2015), and stock and bond market correlation (Li et al., 2015); whereas studies investigating effects on macroeconomic factors includes, impact of EPU on economic development (Scheffel, 2016),…”