Economic policy uncertainty and stock market volatility
512 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/e1d5e4301b73c49545be5312cf8f7856789fa365
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In Economics and Econometrics
- Wensheng Kang
- Ronald A. Ratti
- Joaquin Vespignani
- I. Tsai
- George Filis
- Stavros Degiannakis *
- Rangan Gupta
- Huiming Zhu
In Finance
Citations in the corpus
- The source of global stock market risk: A viewpoint of economic policy uncertainty (2017, background): “…(Wang et al., 2014), economic development (Scheffel, 2015), monetary policy effects (Aastveit et al., 2013), commodity markets (Wang et al. 2015), the relationship between stock and bond markets (Li et al., 2015), stock price (Ko and Lee, 2015), and stock market volatility (Liu and Zhang, 2015).”
- How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique (2020, unknown): “Studies, related to the effect of EPU on financial sector includes, impact of EPU on volatility of stock market (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…”
- Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production (2017, background): “Liu and Zhang (2015) find that economic policy uncertainty has forecasting power in volatility prediction models for the stock market.”