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International economic policy uncertainty and stock prices revisited: Multiple and Partial wavelet approach

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Cited by:

  1. Wen, Jun & Khalid, Samia & Mahmood, Hamid & Zakaria, Muhammad, 2021. "Symmetric and asymmetric impact of economic policy uncertainty on food prices in China: A new evidence," Resources Policy, Elsevier, vol. 74(C).
  2. Muhammad Asif Khan & Masood Ahmed & József Popp & Judit Oláh, 2020. "US Policy Uncertainty and Stock Market Nexus Revisited through Dynamic ARDL Simulation and Threshold Modelling," Mathematics, MDPI, vol. 8(11), pages 1-20, November.
  3. Erik Munoz Henríquez & Francisco Gálvez-Gamboa, 2022. "Efecto de la incertidumbre de la política económica internacional sobre los mercados financieros latinoamericanos," Estudios Gerenciales, Universidad Icesi, vol. 38(165), pages 519-528, November.
  4. Al-Thaqeb, Saud Asaad & Algharabali, Barrak Ghanim, 2019. "Economic policy uncertainty: A literature review," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
  5. Gong, Yuting & He, Zhongzhi & Xue, Wenjun, 2022. "EPU spillovers and stock return predictability: A cross-country study," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
  6. Afees A. Salisu & Rangan Gupta & Idris A. Adediran, 2021. "The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle," Working Papers 202136, University of Pretoria, Department of Economics.
  7. Adedokun Adeniyi J. & Falayi Olabusuyi R. & Adeyemi Francis O. & Kumeka Terver T., 2022. "Global Economic Uncertainties and Exchange Rate Management in Africa: A Panel Study," Acta Universitatis Sapientiae, Economics and Business, Sciendo, vol. 10(1), pages 161-184, September.
  8. Abdullah Alqahtani & Miguel Martinez, 2020. "US Economic Policy Uncertainty and GCC Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(3), pages 415-425, September.
  9. Boulton, Thomas J., 2022. "Economic policy uncertainty and international IPO underpricing," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
  10. Chen, Wen-Yi & Chen, Mei-Ping, 2022. "Twitter’s daily happiness sentiment, economic policy uncertainty, and stock index fluctuations," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  11. Das, Debojyoti & Kannadhasan, M. & Bhattacharyya, Malay, 2019. "Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 1-19.
  12. Shekhar Mishra & Avik Sinha & Arshian Sharif & Norazah Mohd Suki, 2020. "Dynamic linkages between tourism, transportation, growth and carbon emission in the USA: evidence from partial and multiple wavelet coherence," Current Issues in Tourism, Taylor & Francis Journals, vol. 23(21), pages 2733-2755, November.
  13. Bakhtiar Javaheri & Fateh habibi & Ramin Amani, 2022. "Economic policy uncertainty and the US stock market trading: non-ARDL evidence," Future Business Journal, Springer, vol. 8(1), pages 1-10, December.
  14. Shao, Ying-Hui & Yang, Yan-Hong & Zhou, Wei-Xing, 2022. "How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
  15. Ifedolapo Olabisi Olanipekun & Hasan Güngör & Godwin Olasehinde-Williams, 2019. "Unraveling the Causal Relationship Between Economic Policy Uncertainty and Exchange Market Pressure in BRIC Countries: Evidence From Bootstrap Panel Granger Causality," SAGE Open, , vol. 9(2), pages 21582440198, June.
  16. Yunus Karaömer & Arif Eser Guzel, 2024. "Effect of Economic Policy Uncertainty on Stock Returns: Analysing the Moderating Role of Government Size," Politická ekonomie, Prague University of Economics and Business, vol. 2024(1), pages 50-72.
  17. Mohammad Al-Shboul & Aktham Maghyereh, 2023. "Did real economic uncertainty drive risk connectedness in the oil–stock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 12(1), pages 1-23, December.
  18. Houari, Oussama, 2022. "Uncertainty shocks and business cycles in the US: New insights from the last three decades," Economic Modelling, Elsevier, vol. 109(C).
  19. Kannadhasan, M. & Das, Debojyoti, 2020. "Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach," Finance Research Letters, Elsevier, vol. 34(C).
  20. Jun Wen & Samia Khalid & Hamid Mahmood & Xiuyun Yang, 2022. "Economic policy uncertainty and growth nexus in Pakistan: a new evidence using NARDL model," Economic Change and Restructuring, Springer, vol. 55(3), pages 1701-1715, August.
  21. Sun, Xiaolei & Chen, Xiuwen & Wang, Jun & Li, Jianping, 2020. "Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  22. Salah A. Nusair & Jamal A. Al-Khasawneh, 2023. "Changes in oil price and economic policy uncertainty and the G7 stock returns: evidence from asymmetric quantile regression analysis," Economic Change and Restructuring, Springer, vol. 56(3), pages 1849-1893, June.
  23. Aqila Rafiuddin & Jennifer Daffodils & Jesus Cuauhtemoc Tellez Gaytan & Gyanendra Singh Sisodia, 2021. "Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 560-572.
  24. Abir Abid & Christophe Rault, 2021. "On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(3), pages 403-425, September.
  25. Saumya Ranjan Dash & Debasish Maitra & Byomakesh Debata & Jitendra Mahakud, 2021. "Economic policy uncertainty and stock market liquidity: Evidence from G7 countries," International Review of Finance, International Review of Finance Ltd., vol. 21(2), pages 611-626, June.
  26. Zhu, Xuehong & Chen, Ying & Chen, Jinyu, 2021. "Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions," Resources Policy, Elsevier, vol. 73(C).
  27. Nazif Durmaz, 2023. "Closed-End Fund Discounts and Economic Policy Uncertainty," JRFM, MDPI, vol. 16(3), pages 1-29, March.
  28. Golab, Anna & Bannigidadmath, Deepa & Pham, Thach Ngoc & Thuraisamy, Kannan, 2022. "Economic policy uncertainty and industry return predictability – Evidence from the UK," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 433-447.
  29. repec:prg:jnlpol:v:preprint:id:1407 is not listed on IDEAS
  30. Tanveer Bagh & Abdul Waheed & Muhammad Asif Khan & Mirza Muhammad Naseer, 2023. "Effect of Economic Policy Uncertainty on China’s Stock Price Index: A Comprehensive Analysis Using Wavelet Coherence Approach," SAGE Open, , vol. 13(4), pages 21582440231, December.
  31. Lee, Kiryoung & Jeon, Yoontae & Nam, Eun-Young, 2021. "Chinese Economic Policy Uncertainty and the Cross-Section of U.S. Asset Returns," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1063-1077.
  32. Wang, Ziwei & Li, Youwei & He, Feng, 2020. "Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China," Research in International Business and Finance, Elsevier, vol. 53(C).
  33. Das, Debojyoti & Kannadhasan, M., 2020. "The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 563-581.
  34. Ngo Thai Hung, 2021. "Directional Spillover Effects Between BRICS Stock Markets and Economic Policy Uncertainty," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(3), pages 429-448, September.
  35. Abir Abid & Christophe Rault, 2020. "On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets," CESifo Working Paper Series 8189, CESifo.
  36. Tiwari, Aviral Kumar & Jana, R.K. & Roubaud, David, 2019. "The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis," Finance Research Letters, Elsevier, vol. 31(C).
  37. Bhatia, Vaneet & Das, Debojyoti & Kumar, Surya Bhushan, 2020. "Hedging effectiveness of precious metals across frequencies: Evidence from Wavelet based Dynamic Conditional Correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).
  38. Rababa’a, Abdel Razzaq Al & Alomari, Mohammad & Rehman, Mobeen Ur & McMillan, David & Hendawi, Raed, 2022. "Multiscale relationship between economic policy uncertainty and sectoral returns: Implications for portfolio management," Research in International Business and Finance, Elsevier, vol. 61(C).
  39. Xiuwen Chen, 2023. "Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? A time-frequency analysis," Applied Economics, Taylor & Francis Journals, vol. 55(48), pages 5637-5652, October.
  40. He, Feng & Wang, Ziwei & Yin, Libo, 2020. "Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  41. Helseth, Marius Aleksander Emblem & Krakstad, Svein Olav & Molnár, Peter & Norlin, Karl-Martin, 2020. "Can policy and financial risk predict stock markets?," Journal of Economic Behavior & Organization, Elsevier, vol. 176(C), pages 701-719.
  42. Terver Theophilus Kumeka & Olabusuyi Rufus Falayi & Adeniyi Jimmy Adedokun & Francis Olayinka Adeyemi, 2023. "Economic policy uncertainty and exchange market pressure in Nigeria: a quantile regression analysis," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, vol. 15(2), pages 135-166.
  43. Hadhri, Sinda, 2023. "News-based economic policy uncertainty and financial contagion: An international evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 90(C), pages 63-76.
  44. Abir ABID & Christophe RAULT, 2020. "On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets," LEO Working Papers / DR LEO 2816, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  45. Ghosh, Indranil & Datta Chaudhuri, Tamal & Alfaro-Cortés, Esteban & Gámez Martínez, Matías & García Rubio, Noelia, 2021. "Estimating the relative effects of raw material prices, sectoral outlook and market sentiment on stock prices," Resources Policy, Elsevier, vol. 73(C).
  46. Das, Debojyoti & Maitra, Debasish & Dutta, Anupam & Basu, Sankarshan, 2022. "Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework," Energy Economics, Elsevier, vol. 115(C).
  47. Kirikkaleli, Dervis, 2020. "The effect of domestic and foreign risks on an emerging stock market: A time series analysis," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  48. Terver T. Kumeka & Olabusuyi R. Falayi & Adeniyi J. Adedokun & Francis O. Adeyemi, 2022. "An econometric analysis of economic policy uncertainty and exchange market pressure of the three largest economies in West Africa," SN Business & Economics, Springer, vol. 2(11), pages 1-33, November.
  49. Nguyen, Canh Phuc & Le, Thai-Ha & Su, Thanh Dinh, 2020. "Economic policy uncertainty and credit growth: Evidence from a global sample," Research in International Business and Finance, Elsevier, vol. 51(C).
  50. Eiji Ogawa & Pengfei Luo, 2024. "Macroeconomic effects of global policy and financial risks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 177-205, January.
  51. Huang, Yisu & Ma, Feng & Bouri, Elie & Huang, Dengshi, 2023. "A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns," International Review of Financial Analysis, Elsevier, vol. 87(C).
  52. Yaming Ma & Ziwei Wang & Feng He, 2022. "How do economic policy uncertainties affect stock market volatility? Evidence from G7 countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2303-2325, April.
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