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Uncertainty about Government Policy and Stock Prices

Citations

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Cited by:

  1. Segal, Gill & Shaliastovich, Ivan & Yaron, Amir, 2015. "Good and bad uncertainty: Macroeconomic and financial market implications," Journal of Financial Economics, Elsevier, vol. 117(2), pages 369-397.
  2. Nodari, Gabriela, 2014. "Financial regulation policy uncertainty and credit spreads in the US," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 122-132.
  3. Junye Li & Gabriele Zinna, 2014. "How much of bank credit risk is sovereign risk? Evidence from the eurozone," Temi di discussione (Economic working papers) 990, Bank of Italy, Economic Research and International Relations Area.
  4. Tsangyao Chang & Wen Yi Chen & Rangan Gupta & Duc Khuong Nguyen, 2013. "Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test," Working Papers 2013-36, Department of Research, Ipag Business School.
  5. Oestreich, A. Marcel & Tsiakas, Ilias, 2015. "Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 294-308.
  6. Wisniewski, Tomasz Piotr, 2016. "Is there a link between politics and stock returns? A literature survey," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 15-23.
  7. repec:spr:ecogov:v:19:y:2018:i:2:d:10.1007_s10101-018-0204-5 is not listed on IDEAS
  8. Deepa Dhume Datta & Juan M. Londono & Bo Sun & Daniel O. Beltran & Thiago Revil T. Ferreira & Matteo Iacoviello & Mohammad Jahan-Parvar & Canlin Li & Marius del Giudice Rodriguez & John H. Rogers, 2017. "Taxonomy of Global Risk, Uncertainty, and Volatility Measures," International Finance Discussion Papers 1216, Board of Governors of the Federal Reserve System (U.S.).
  9. repec:pal:jintbs:v:49:y:2018:i:5:d:10.1057_s41267-017-0140-6 is not listed on IDEAS
  10. 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.
  11. repec:eee:econom:v:203:y:2018:i:2:p:297-315 is not listed on IDEAS
  12. Yihui Pan & Tracy Yue Wang & Michael S. Weisbach, 2015. "Learning About CEO Ability and Stock Return Volatility," Review of Financial Studies, Society for Financial Studies, vol. 28(6), pages 1623-1666.
  13. Ko, Jun-Hyung & Lee, Chang-Min, 2015. "International economic policy uncertainty and stock prices: Wavelet approach," Economics Letters, Elsevier, vol. 134(C), pages 118-122.
  14. Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira, 2012. "The Excess Burden of Government Indecision," Tax Policy and the Economy, University of Chicago Press, vol. 26(1), pages 125-164.
  15. Chen, Deqiu & Li, Sifei & Xiao, Jason Zezhong & Zou, Hong, 2014. "The effect of government quality on corporate cash holdings," Journal of Corporate Finance, Elsevier, vol. 27(C), pages 384-400.
  16. Smales, Lee A., 2014. "Political uncertainty and financial market uncertainty in an Australian context," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 415-435.
  17. Alexopoulos, Michelle & Cohen, Jon, 2015. "The power of print: Uncertainty shocks, markets, and the economy," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 8-28.
  18. repec:pal:jintbs:v:49:y:2018:i:1:d:10.1057_s41267-017-0090-z is not listed on IDEAS
  19. repec:bla:irvfin:v:17:y:2017:i:1:p:155-162 is not listed on IDEAS
  20. Mathy, Gabriel & Ziebarth, Nicolas L., 2017. "How Much Does Political Uncertainty Matter? The Case of Louisiana under Huey Long," The Journal of Economic History, Cambridge University Press, vol. 77(01), pages 90-126, March.
  21. repec:pal:assmgt:v:18:y:2017:i:2:d:10.1057_s41260-016-0009-4 is not listed on IDEAS
  22. Rangan Gupta & Christian Pierdzioch & Andrew J. Vivian & Mark E. Wohar, 2018. "The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests," Working Papers 201809, University of Pretoria, Department of Economics.
  23. Acemoglu, Daron & Johnson, Simon & Kermani, Amir & Kwak, James & Mitton, Todd, 2016. "The value of connections in turbulent times: Evidence from the United States," Journal of Financial Economics, Elsevier, vol. 121(2), pages 368-391.
  24. Julia Darby & Graeme Roy, 2017. "Political uncertainty and stock market volatility: new evidence from the 2014 Scottish Independence Referendum," Working Papers 1706, University of Strathclyde Business School, Department of Economics.
  25. Wildmer Daniel Gregori & Wildmer Agnese Sacchi, 2016. "Has the Grexit news spilled over into euro area financial markets? The role of domestic political leaders, supranational executives and institutions," Mo.Fi.R. Working Papers 134, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  26. Gill Segal & Ivan Shaliastovich & Amir Yaron, 2014. "Good and Bad Uncertainty: Macroeconomic and Financial Market Implications," 2014 Meeting Papers 488, Society for Economic Dynamics.
  27. Marfatia, Hardik A., 2015. "Monetary policy's time-varying impact on the US bond markets: Role of financial stress and risks," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 103-123.
  28. Marina Riem, 2016. "Corporate investment decisions under political uncertainty," ifo Working Paper Series 221, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  29. repec:eee:pacfin:v:46:y:2017:i:pa:p:41-56 is not listed on IDEAS
  30. Christina Christou & Rangan Gupta & Fredj Jawadi, 2017. "Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?," Working Papers 201720, University of Pretoria, Department of Economics.
  31. 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.
  32. repec:kap:jrefec:v:56:y:2018:i:3:d:10.1007_s11146-017-9615-2 is not listed on IDEAS
  33. repec:eee:corfin:v:44:y:2017:i:c:p:167-192 is not listed on IDEAS
  34. repec:spr:eurasi:v:8:y:2018:i:2:d:10.1007_s40821-017-0077-5 is not listed on IDEAS
  35. repec:eee:finlet:v:24:y:2018:i:c:p:56-63 is not listed on IDEAS
  36. Michael Johannes & Lars Lochstoer & Pierre Collin-Dufresne, 2015. "Parameter Learning in General Equilibrium: The Asset Pricing Implications," 2015 Meeting Papers 647, Society for Economic Dynamics.
  37. repec:ipg:wpaper:36 is not listed on IDEAS
  38. Marina Riem, 2016. "Does political uncertainty influence firm owners‘ business perceptions?," ifo Working Paper Series 226, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  39. repec:eee:jrpoli:v:53:y:2017:i:c:p:208-218 is not listed on IDEAS
  40. Liu, Li & Zhang, Tao, 2015. "Economic policy uncertainty and stock market volatility," Finance Research Letters, Elsevier, vol. 15(C), pages 99-105.
  41. Cohen, Lauren & Diether, Karl & Malloy, Christopher, 2013. "Legislating stock prices," Journal of Financial Economics, Elsevier, vol. 110(3), pages 574-595.
  42. Hassan, Tarek & Hollander, Stephan & Tahoun, Ahmed & van Lent, Laurence, 2017. "Firm-level political risk: Measurement and effects," CEPR Discussion Papers 12436, C.E.P.R. Discussion Papers.
  43. Gábor-Tóth, Enikő & Georgarakos, Dimitris, 2018. "Economic policy uncertainty and stock market participation," CFS Working Paper Series 590, Center for Financial Studies (CFS).
  44. Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis, 2014. "Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty," Department of Economics Working Papers wuwp166, Vienna University of Economics and Business, Department of Economics.
  45. repec:eee:finsta:v:30:y:2017:i:c:p:53-66 is not listed on IDEAS
  46. Jamal BOUOIYOUR & Refk SELMI, 2016. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Working Papers 2016-2017_3, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Oct 2016.
  47. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014. "Dynamic spillovers of oil price shocks and economic policy uncertainty," Energy Economics, Elsevier, vol. 44(C), pages 433-447.
  48. Marina Azzimonti, 2016. "The Politics of FDI Expropriation," NBER Working Papers 22705, National Bureau of Economic Research, Inc.
  49. Arthur, Bruno R. & Katchova, Ani L., 2013. "Uncertainty and Value Premium: Evidence from the U.S. Agriculture Industry," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143198, Southern Agricultural Economics Association.
  50. Scott R. Baker & Nicholas Bloom & Steven J. Davis, 2016. "Measuring Economic Policy Uncertainty," The Quarterly Journal of Economics, Oxford University Press, vol. 131(4), pages 1593-1636.
  51. Bijsterbosch, Martin & Guérin, Pierre, 2013. "Characterizing very high uncertainty episodes," Economics Letters, Elsevier, vol. 121(2), pages 239-243.
  52. Samuel G. Hanson & David S. Scharfstein & Adi Sunderam, 2016. "Fiscal Risk and the Portfolio of Government Programs," NBER Working Papers 22763, National Bureau of Economic Research, Inc.
  53. Anthony M. Diercks & William Waller, 2017. "Taxes and the Fed : Theory and Evidence from Equities," Finance and Economics Discussion Series 2017-104, Board of Governors of the Federal Reserve System (U.S.).
  54. Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer, 2013. "Parameter Learning in General Equilibrium: The Asset Pricing Implications," NBER Working Papers 19705, National Bureau of Economic Research, Inc.
  55. repec:eee:mulfin:v:40:y:2017:i:c:p:92-102 is not listed on IDEAS
  56. Bryan Kelly & Ľuboš Pástor & Pietro Veronesi, 2016. "The Price of Political Uncertainty: Theory and Evidence from the Option Market," Journal of Finance, American Finance Association, vol. 71(5), pages 2417-2480, October.
  57. repec:eee:phsmap:v:490:y:2018:i:c:p:1309-1323 is not listed on IDEAS
  58. repec:eee:jfinec:v:125:y:2017:i:2:p:286-310 is not listed on IDEAS
  59. Chatziantoniou, Ioannis & Filis, George & Floros, Christos, 2017. "Asset prices regime-switching and the role of inflation targeting monetary policy," Global Finance Journal, Elsevier, vol. 32(C), pages 97-112.
  60. repec:eee:finana:v:57:y:2018:i:c:p:207-220 is not listed on IDEAS
  61. Kang, Wensheng & Ratti, Ronald A., 2013. "Structural oil price shocks and policy uncertainty," Economic Modelling, Elsevier, vol. 35(C), pages 314-319.
  62. Lin, Chih-Yung & Ho, Po-Hsin & Shen, Chung-Hua & Wang, Yu-Chun, 2016. "Political connection, government policy, and investor trading: Evidence from an emerging market," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 153-166.
  63. Walid Bahloul & Mehmet Balcilar & Juncal Cunado & Rangan Gupta, 2017. "The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201725, University of Pretoria, Department of Economics.
  64. P�stor, Lubo� & Veronesi, Pietro, 2017. "Political Cycles and Stock Returns," CEPR Discussion Papers 11864, C.E.P.R. Discussion Papers.
  65. repec:eee:ecmode:v:72:y:2018:i:c:p:333-352 is not listed on IDEAS
  66. Babina, Tania & Jotikasthira, Chotibhak & Lundblad, Christian T & Ramadorai, Tarun, 2015. "Heterogenous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds," CEPR Discussion Papers 10971, C.E.P.R. Discussion Papers.
  67. Chow Sheung-Chi & Cunado Juncal & Gupta Rangan & Wong Wing-Keung, 2018. "Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(2), pages 1-15, April.
  68. Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2803. "Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation," CREATES Research Papers 2018-12, Department of Economics and Business Economics, Aarhus University.
  69. Kang, Wensheng & Ratti, Ronald A., 2013. "Oil shocks, policy uncertainty and stock market return," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 305-318.
  70. Shaio Yan Huang & Chao-Hsiung Lee & Lee-Hsien Pan & Bich Hanh Nguyen Thi, 2016. "IPO Initial Excess Return in an Emerging Market: Evidence from Vietnam’s Stock Exchanges," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-23, June.
  71. Kang, Wensheng & Lee, Kiseok & Ratti, Ronald A., 2014. "Economic policy uncertainty and firm-level investment," Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 42-53.
  72. repec:eee:asieco:v:51:y:2017:i:c:p:1-11 is not listed on IDEAS
  73. Li, Guangzhong & Zhu, Jiaqing & Li, Jie, 2016. "Understanding bilateral exchange rate risks," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 103-129.
  74. Reboredo, Juan C. & Wen, Xiaoqian, 2015. "Are China’s new energy stock prices driven by new energy policies?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 45(C), pages 624-636.
  75. Chang, Tsangyao & Chen, Wen-Yi & Gupta, Rangan & Nguyen, Duc Khuong, 2015. "Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test," Economic Systems, Elsevier, vol. 39(2), pages 288-300.
  76. Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian T. & Siegel, Stephan, 2016. "Political risk and international valuation," Journal of Corporate Finance, Elsevier, vol. 37(C), pages 1-23.
  77. repec:eee:moneco:v:90:y:2017:i:c:p:158-175 is not listed on IDEAS
  78. Hossein Asgharian & Charlotte Christiansen & Rangan Gupta & Ai Jun Hou, 2016. "Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation," CREATES Research Papers 2016-29, Department of Economics and Business Economics, Aarhus University.
  79. repec:gam:jijfss:v:6:y:2018:i:2:p:51-:d:145596 is not listed on IDEAS
  80. Caroline Fohlin, 2016. "When 'No News' is Bad News: Complexity and Uncertainty in the Global Crisis of 1914," Emory Economics 1606, Department of Economics, Emory University (Atlanta).
  81. Wensheng Kang & Ronald A. Ratti, 2015. "Oil shocks, policy uncertainty and stock returns in China," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 23(4), pages 657-676, October.
  82. repec:eee:ecofin:v:42:y:2017:i:c:p:546-563 is not listed on IDEAS
  83. repec:eee:jfinec:v:124:y:2017:i:3:p:563-579 is not listed on IDEAS
  84. Hae mi Choi, 2014. "When Good News Is Not So Good: Economy-wide Uncertainty and Stock Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 41(9-10), pages 1101-1123, November.
  85. Thien Nguyen & Lukas Schmid & Howard Kung & Mariano Croce, 2012. "Fiscal Policies and Asset Prices," 2012 Meeting Papers 565, Society for Economic Dynamics.
  86. Pástor, Lˇuboš & Veronesi, Pietro, 2016. "Income inequality and asset prices under redistributive taxation," Journal of Monetary Economics, Elsevier, vol. 81(C), pages 1-20.
  87. Zhou, Zhengyi, 2016. "Overreaction to policy changes in the housing market: Evidence from Shanghai," Regional Science and Urban Economics, Elsevier, vol. 58(C), pages 26-41.
  88. repec:eee:ecolet:v:158:y:2017:i:c:p:47-50 is not listed on IDEAS
  89. repec:ipg:wpaper:2014-547 is not listed on IDEAS
  90. Howard Kung & Gonzalo Morales & Alexandre Corhay, 2017. "Fiscal Discount Rates and Debt Maturity," 2017 Meeting Papers 840, Society for Economic Dynamics.
  91. repec:eee:ememar:v:34:y:2018:i:c:p:1-24 is not listed on IDEAS
  92. repec:pal:jintbs:v:48:y:2017:i:4:d:10.1057_s41267-016-0058-4 is not listed on IDEAS
  93. repec:bla:irvfin:v:17:y:2017:i:3:p:451-459 is not listed on IDEAS
  94. Atmaz, Adem & Basak, Suleyman, 2017. "Belief Dispersion in the Stock Market," CEPR Discussion Papers 12056, C.E.P.R. Discussion Papers.
  95. repec:eee:eneeco:v:68:y:2017:i:c:p:1-18 is not listed on IDEAS
  96. Rangan Gupta & Christian Pierdzioch & Refk Selmi & Mark E. Wohar, 2017. "Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model," Working Papers 201744, University of Pretoria, Department of Economics.
  97. Sumudu W. Watugala, 2015. "Economic Uncertainty and Commodity Futures Volatility," Working Papers 15-14, Office of Financial Research, US Department of the Treasury.
  98. Li, Lei & Yin, Libo & Zhou, Yimin, 2016. "Exogenous shocks and the spillover effects between uncertainty and oil price," Energy Economics, Elsevier, vol. 54(C), pages 224-234.
  99. Christou, Christina & Cunado, Juncal & Gupta, Rangan & Hassapis, Christis, 2017. "Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model," Journal of Multinational Financial Management, Elsevier, vol. 40(C), pages 92-102.
  100. Pástor, Ľuboš & Veronesi, Pietro, 2013. "Political uncertainty and risk premia," Journal of Financial Economics, Elsevier, vol. 110(3), pages 520-545.
  101. Duyvesteyn, Johan & Martens, Martin & Verwijmeren, Patrick, 2016. "Political risk and expected government bond returns," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 498-512.
  102. Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer, 2016. "Parameter Learning in General Equilibrium: The Asset Pricing Implications," American Economic Review, American Economic Association, vol. 106(3), pages 664-698, March.
  103. Jamal Bouoiyour & Refk Selmi, 2017. "Political elections and uncertainty -Are BRICS markets equally exposed to Trump's agenda?," Papers 1701.02182, arXiv.org.
  104. Guo, Feng & Hu, Jinyan & Jiang, Mingming, 2013. "Monetary shocks and asymmetric effects in an emerging stock market: The case of China," Economic Modelling, Elsevier, vol. 32(C), pages 532-538.
  105. repec:wsi:serxxx:v:62:y:2017:i:04:n:s0217590817400318 is not listed on IDEAS
  106. Dragouni, Mina & Filis, George & Gavriilidis, Konstantinos & Santamaria, Daniel, 2016. "Sentiment, mood and outbound tourism demand," Annals of Tourism Research, Elsevier, vol. 60(C), pages 80-96.
  107. Lauren Cohen & Karl B. Diether & Christopher Malloy, 2012. "Legislating Stock Prices," NBER Working Papers 18291, National Bureau of Economic Research, Inc.
  108. repec:eee:phsmap:v:482:y:2017:i:c:p:181-188 is not listed on IDEAS
  109. Blau, Benjamin M. & Brough, Tyler J. & Thomas, Diana W., 2014. "Economic freedom and the stability of stock prices: A cross-country analysis," Journal of International Money and Finance, Elsevier, vol. 41(C), pages 182-196.
  110. Ferguson, Andrew & Lam, Peter, 2016. "Government policy uncertainty and stock prices: The case of Australia's uranium industry," Energy Economics, Elsevier, vol. 60(C), pages 97-111.
  111. Arouri, Mohamed & Estay, Christophe & Rault, Christophe & Roubaud, David, 2016. "Economic policy uncertainty and stock markets: Long-run evidence from the US," Finance Research Letters, Elsevier, vol. 18(C), pages 136-141.
  112. repec:eee:finlet:v:22:y:2017:i:c:p:268-273 is not listed on IDEAS
  113. Lau, Chi Keung Marco & Demir, Ender & Bilgin, Mehmet Huseyin, 2013. "Experience-based corporate corruption and stock market volatility: Evidence from emerging markets," Emerging Markets Review, Elsevier, vol. 17(C), pages 1-13.
  114. repec:eee:ecmode:v:72:y:2018:i:c:p:320-332 is not listed on IDEAS
  115. Huang, Tao & Wu, Fei & Yu, Jing & Zhang, Bohui, 2015. "International political risk and government bond pricing," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 393-405.
  116. repec:agr:journl:v:3(612):y:2017:i:3(612):p:29-38 is not listed on IDEAS
  117. repec:ipg:wpaper:2013-036 is not listed on IDEAS
  118. Cosset, Jean-Claude & Somé, Hyacinthe Y. & Valéry, Pascale, 2016. "Credible reforms and stock return volatility: Evidence from privatization," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 99-120.
  119. Walid M. A. Ahmed, 2014. "Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest," Applied Financial Economics, Taylor & Francis Journals, vol. 24(20), pages 1347-1359, October.
  120. Liu, Jiapeng & Tao, Qizhi & Hou, Wenxuan & Zhang, Ting, 2016. "Systematic risk, government policy intervention, and dynamic contrarian investments," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 334-343.
  121. repec:eee:jbfina:v:84:y:2017:i:c:p:152-165 is not listed on IDEAS
  122. Wang, Yudong & Zhang, Bing & Diao, Xundi & Wu, Chongfeng, 2015. "Commodity price changes and the predictability of economic policy uncertainty," Economics Letters, Elsevier, vol. 127(C), pages 39-42.
  123. Escobari, Diego & Jafarinejad, Mohammad, 2018. "Investors’ Uncertainty and Stock Market Risk," MPRA Paper 86975, University Library of Munich, Germany.
  124. repec:eee:jimfin:v:77:y:2017:i:c:p:180-198 is not listed on IDEAS
  125. Tielmann, Artur & Schiereck, Dirk, 2017. "Arising borders and the value of logistic companies: Evidence from the Brexit referendum in Great Britain," Finance Research Letters, Elsevier, vol. 20(C), pages 22-28.
  126. Li, Xiao-Ming & Peng, Lu, 2017. "US economic policy uncertainty and co-movements between Chinese and US stock markets," Economic Modelling, Elsevier, vol. 61(C), pages 27-39.
  127. Xiao-lin Li & Mehmet Balcilar & Rangan Gupta & Tsangyao Chang, 2016. "The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(3), pages 674-689, March.
  128. Wilson Donzwa & Rangan Gupta & Mark E. Wohar, 2017. "Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note," Working Papers 201764, University of Pretoria, Department of Economics.
  129. repec:eee:eneeco:v:68:y:2017:i:c:p:141-150 is not listed on IDEAS
  130. Kido, Yosuke, 2016. "On the link between the US economic policy uncertainty and exchange rates," Economics Letters, Elsevier, vol. 144(C), pages 49-52.
  131. Yoseph Yilma Getachew, 2016. "Credit Constraints, Growth and Inequality Dynamics," Working Papers 201672, University of Pretoria, Department of Economics.
  132. Mohamed Arouri & Christophe Rault & Frédéric Teulon, 2014. "Economic policy uncertainty, oil price shocks and GCC stock markets," Economics Bulletin, AccessEcon, vol. 34(3), pages 1822-1834.
  133. Civilize, Sireethorn & Wongchoti, Udomsak & Young, Martin, 2015. "Military regimes and stock market performance," Emerging Markets Review, Elsevier, vol. 22(C), pages 76-95.
  134. Bibinger, Markus & Neely, Christopher J. & Winkelmann, Lars, 2017. "Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book," Working Papers 2017-12, Federal Reserve Bank of St. Louis.
  135. Gissler, Stefan & Oldfather, Jeremy & Ruffino, Doriana, 2016. "Lending on hold: Regulatory uncertainty and bank lending standards," Journal of Monetary Economics, Elsevier, vol. 81(C), pages 89-101.
  136. Manela, Asaf & Moreira, Alan, 2017. "News implied volatility and disaster concerns," Journal of Financial Economics, Elsevier, vol. 123(1), pages 137-162.
  137. Tao, Fang & Liu, Xiaohui & Gao, Lan & Xia, Enjun, 2017. "Do cross-border mergers and acquisitions increase short-term market performance? The case of Chinese firms," International Business Review, Elsevier, vol. 26(1), pages 189-202.
  138. Dewa Gede Wirama & I Gusti Bagus Wiksuana & Zuraidah Mohd-Sanusi & Soheil Kazemian, 2017. "Price Manipulation by Dissemination of Rumors: Evidence from the Indonesian Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 429-434.
  139. Reboredo, Juan C. & Uddin, Gazi Salah, 2016. "Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 284-298.
  140. repec:eee:ecmode:v:68:y:2018:i:c:p:96-116 is not listed on IDEAS
  141. Kahle, Kathleen M. & Stulz, Rene M., 2011. "Financial Policies, Investment, and the Financial Crisis: Impaired Credit Channel or Diminished Demand for Capital?," Working Paper Series 2011-3, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  142. repec:gam:jijfss:v:6:y:2018:i:1:p:12-:d:128355 is not listed on IDEAS
  143. repec:eee:ecofin:v:43:y:2018:i:c:p:87-96 is not listed on IDEAS
  144. Dimitrios Bakas & Athanasios Triantafyllou, 2017. "The Impact of Uncertainty Shocks on the Volatility of Commodity Prices," Working Paper series 17-31, Rimini Centre for Economic Analysis.
  145. repec:bla:econpa:v:36:y:2017:i:2:p:121-134 is not listed on IDEAS
  146. Vichet Sum, 2013. "The ASEAN Stock Market Performance and Economic Policy Uncertainty in the United States," Economic Papers, The Economic Society of Australia, vol. 32(4), pages 512-521, December.
  147. Wisniewski, Tomasz Piotr & Lambe, Brendan John, 2015. "Does economic policy uncertainty drive CDS spreads?," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 447-458.
  148. Lopomo Beteto Wegner, Danilo, 2015. "Government insurance, information, and asset prices," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 165-183.
  149. Laura A. Wellman, 2017. "Mitigating political uncertainty," Review of Accounting Studies, Springer, vol. 22(1), pages 217-250, March.
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