Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market

Citations

Cited by:

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   • Ying-Hui Shao & Yan-Hong Yang & Wei-Xing Zhou, 2021. "How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method," Papers 2106.04421, arXiv.org, revised May 2022.
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17. Choi, Sun-Yong, 2022. "Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 179-193.
18. Manel Youssef & Khaled Mokni & Ahdi Noomen Ajmi, 2021. "Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-27, December.
19. IKM Mokhtarul Wadud & Omar H. M. N. Bashar & Huson Joher Ali Ahmed & William Dimovski, 2022. "Property price dynamics and asymmetric effects of economic policy uncertainty: New evidence from the Australian capital cities," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(4), pages 4359-4380, December.
20. Chen, Shaojian & Mao, Hui & Feng, Zongxian, 2020. "Political uncertainty and firm entry: Evidence from Chinese manufacturing industries," Journal of Business Research, Elsevier, vol. 120(C), pages 16-30.
21. 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).
22. Zhu, Huiming & Chen, Weiyan & Hau, Liya & Chen, Qitong, 2021. "Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
23. Zhu, Huiming & Chen, Yiwen & Ren, Yinghua & Xing, Zhanming & Hau, Liya, 2022. "Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: Evidence from multiscale quantile perspectives," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
24. Zeng, Qing & Ma, Feng & Lu, Xinjie & Xu, Weiju, 2022. "Policy uncertainty and carbon neutrality: Evidence from China," Finance Research Letters, Elsevier, vol. 47(PB).
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28. Liosi, Konstantina, 2023. "The sources of economic uncertainty: Evidence from eurozone markets," Journal of Multinational Financial Management, Elsevier, vol. 69(C).
29. Shah, Adil Ahmad & Dar, Arif Billah & Bhanumurthy, N.R., 2021. "Are precious metals and equities immune to monetary and fiscal policy uncertainties?," Resources Policy, Elsevier, vol. 74(C).
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31. David I. Okorie, 2021. "A network analysis of electricity demand and the cryptocurrency markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 3093-3108, April.
32. Kyriazis, Nikolaos & Papadamou, Stephanos & Tzeremes, Panayiotis & Corbet, Shaen, 2023. "Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?," Research in International Business and Finance, Elsevier, vol. 64(C).
33. Chang, Kuang-Liang, 2022. "Do economic policy uncertainty indices matter in joint volatility cycles between U.S. and Japanese stock markets?," Finance Research Letters, Elsevier, vol. 47(PA).
34. Jatin Trivedi & Cristi Spulbar & Ramona Birau & Amir Mehdiabadi & Ion Florescu, 2022. "Do European, Middle-East and Asian Stock Markets Impact on Indian Stock Market? A Case Study Based on NIFTY Stock Index Forecasting," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 69(4), pages 599-613, December.
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