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Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China

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Cited by:

  1. Mohammad Enamul Hoque & Low Soo-Wah & Lain-Tze Tee & Md. Akther Uddin & Si-Roei Kew & Mabruk Billah & Faik Bilgili, 2026. "Contemporaneous and lagged connectedness among international categorical economic policy uncertainty and ASEAN-5 stock markets: Do policy uncertainty sources and determinants matter?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-36, December.
  2. Song, Lu & Tian, Gengyu & Jiang, Yonghong, 2022. "Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
  3. Qi, Haozhi & Ma, Lijun & Peng, Pin & Chen, Hao & Li, Kang, 2022. "Dynamic connectedness between clean energy stock markets and energy commodity markets during times of COVID-19: Empirical evidence from China," Resources Policy, Elsevier, vol. 79(C).
  4. 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.
  5. Muhammad Abubakr Naeem & Saqib Farid & Fiza Qureshi & Farhad Taghizadeh‐Hesary, 2023. "Global factors and the transmission between United States and emerging stock markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3488-3510, October.
  6. Hu, Chunyang & Zhou, Yang, 2025. "Do domestic and US economic policy uncertainty increase China’s macro-financial risk connectedness?," Research in International Business and Finance, Elsevier, vol. 80(C).
  7. Yonghong Jiang & Gengyu Tian & Yiqi Wu & Bin Mo, 2022. "Impacts of geopolitical risks and economic policy uncertainty on Chinese tourism‐listed company stock," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 320-333, January.
  8. Umar, Zaghum & Manel, Youssef & Riaz, Yasir & Gubareva, Mariya, 2021. "Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
  9. Mo, Bin & Meng, Juan & Zheng, Liping, 2022. "Time and frequency dynamics of connectedness between cryptocurrencies and commodity markets," Resources Policy, Elsevier, vol. 77(C).
  10. Cui Jinxin & Zou Huiwen, 2020. "Connectedness Among Economic Policy Uncertainties: Evidence from the Time and Frequency Domain Perspectives," Journal of Systems Science and Information, De Gruyter, vol. 8(5), pages 401-433, October.
  11. Yang Hu & Yanran Hong & Kai Feng & Jikai Wang, 2023. "Evaluating the Importance of Monetary Policy Uncertainty: The Long- and Short-Term Effects and Responses," Evaluation Review, , vol. 47(2), pages 264-286, April.
  12. Wei, Wei & Hu, Haiqing & Chang, Chun-Ping, 2022. "Why the same degree of economic policy uncertainty can produce different outcomes in energy efficiency? New evidence from China," Structural Change and Economic Dynamics, Elsevier, vol. 60(C), pages 467-481.
  13. Ahmed Imran Hunjra & Muhammad Azam & Mamdouh Abdulaziz Saleh Al‐Faryan, 2024. "The nexus between climate change risk and financial policy uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1401-1416, April.
  14. Śmiech, Sławomir & Papież, Monika & Shahzad, Syed Jawad Hussain, 2020. "Spillover among financial, industrial and consumer uncertainties. The case of EU member states," International Review of Financial Analysis, Elsevier, vol. 70(C).
  15. Qin, Yun & Chen, Jinyu & Dong, Xuesong, 2021. "Oil prices, policy uncertainty and travel and leisure stocks in China," Energy Economics, Elsevier, vol. 96(C).
  16. Yu, Jian & Shi, Xunpeng & Guo, Dongmei & Yang, Longjian, 2021. "Economic policy uncertainty (EPU) and firm carbon emissions: Evidence using a China provincial EPU index," Energy Economics, Elsevier, vol. 94(C).
  17. Lin, Sihan & Chen, Shoudong, 2021. "Dynamic connectedness of major financial markets in China and America," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 646-656.
  18. Keddad, Benjamin, 2024. "Asian stock market volatility and economic policy uncertainty: The role of world and regional leaders," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
  19. Nicholas Apergis, 2022. "Evaluating tail risks for the U.S. economic policy uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 3971-3989, October.
  20. Lin, Boqiang & Wang, Zhijun, 2025. "Economic policy uncertainty, coal price, and industrial output: Evidence from China," Energy, Elsevier, vol. 332(C).
  21. Bahram Adrangi & Ales Kresta & Kambiz Raffiee & Tomas Tichy, 2025. "Volatility in U.S. Natural Gas Prices: Exploring Market Dynamics and Economic Policy Uncertainties," Bulletin of Applied Economics, Risk Market Journals, vol. 12(2), pages 183-208.
  22. Liu, Tangyong & Gong, Xu & Ge, Houyi & Wang, Jie, 2023. "Cross-category and cross-country spillovers of economic policy uncertainty: Evidence from the US and China," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
  23. Zhang, Hongwei & Wang, Peijin, 2021. "Does Bitcoin or gold react to financial stress alike? Evidence from the U.S. and China," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 629-648.
  24. Liu, Peipei & Huang, Wei-Qiang, 2024. "Spatial analysis of sovereign risk from the perspective of EPU spillovers," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 427-443.
  25. Abid, Abir & Rault, Christophe, 2020. "On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets," IZA Discussion Papers 13365, IZA Network @ LISER.
  26. 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.
  27. Bahram Adrangi & Arjun Chatrath & Kambiz Raffiee, 2023. "S&P 500 volatility, volatility regimes, and economic uncertainty," Bulletin of Economic Research, Wiley Blackwell, vol. 75(4), pages 1362-1387, October.
  28. Chen, Yanan & Qi, Haozhi, 2024. "Dynamic interplay between Chinese energy, renewable energy stocks, and commodity markets: Time-frequency causality study," Renewable Energy, Elsevier, vol. 228(C).
  29. Chen, Hao & Xu, Chao & Peng, Yun, 2022. "Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China," Resources Policy, Elsevier, vol. 78(C).
  30. LI, Yang & Luo, Jingqiu & Jiang, Yongmu, 2021. "Policy uncertainty spillovers and financial risk contagion in the Asia-Pacific network," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
  31. Chien-Chiang Lee & Farzan Yahya, 2024. "Have Dynamic Spillovers and the Connectedness of Trade Policy Uncertainty Changed During the COVID-19 Pandemic and Sino-US Trade Frictions?," Working Papers DP-2023-35, Economic Research Institute for ASEAN and East Asia (ERIA).
  32. Chen, Yuxuan & Chiu, Junmao & Chung, Huimin, 2022. "Givers or Receivers? Return and volatility spillovers between Fintech and the Traditional Financial Industry," Finance Research Letters, Elsevier, vol. 46(PB).
  33. Li, Zijian & Meng, Qiaoyu, 2022. "Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
  34. Sun, Jiaojiao & Zhang, Chen & Zhu, Jing & Zhao, Jingsong, 2024. "Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
  35. Tan, Sook-Rei & Yeap, Xiu Wei & Li, Changtai & Wang, Wei-Siang & Chia, Wai-Mun, 2024. "Determinants of international Economic Policy Uncertainty transmission: The role of economic openness," International Review of Economics & Finance, Elsevier, vol. 95(C).
  36. Wang, Jie & Hu, Jiukai & Yu, Bo, 2025. "Risk spillover effects among Chinese policy, economy and financial markets: Evidence from mixed-frequency data," Economic Analysis and Policy, Elsevier, vol. 86(C), pages 2263-2277.
  37. Bahram Adrangi & Arjun Chatrath & Saman Hatamerad & Kambiz Raffiee, 2025. "Equity Markets Volatility, Regime Dependence and Economic Uncertainty: The Case of Pacific Basin," Bulletin of Applied Economics, Risk Market Journals, vol. 12(1), pages 75-105.
  38. Jiang, Yonghong & Wu, Lanxin & Tian, Gengyu & Nie, He, 2021. "Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? – New evidence from quantile coherency analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
  39. Lin Liu, 2021. "U.S. Economic Uncertainty Shocks and China’s Economic Activities: A Time-Varying Perspective," SAGE Open, , vol. 11(3), pages 21582440211, July.
  40. Bahram Adrangi & Arjun Chatrath & Kambiz Raffiee, 2025. "Latin American Equities, Volatility Regimes, and the US Economic Policy Uncertainty," Bulletin of Applied Economics, Risk Market Journals, vol. 12(2), pages 15-44.
  41. Zhang, Yulian & Hamori, Shigeyuki, 2021. "Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 145-162.
  42. Huang, Jianbai & Dong, Xuesong & Zhang, Hongwei & Liu, Jia & Gao, Wang, 2022. "Dynamic and frequency-domain spillover among within and cross-country policy uncertainty, crude oil and gold market: Evidence from US and China," Resources Policy, Elsevier, vol. 78(C).
  43. 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).
  44. Bahram Adrangi & Saman Hatamerad & Ales Kresta & Tomas Tichy, 2025. "Uncertainty and Volatility: Sectoral Equity Responses to Economic and Policy Shocks in the U.S," Bulletin of Applied Economics, Risk Market Journals, vol. 12(2), pages 77-110.
  45. Alessandro Marra & Emiliano Colantonio & Roberto Benedetti, 2026. "A panel regression approach to the role of economic policy uncertainty in the energy transition: what to expect with the return of trumponomics?," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 43(1), pages 327-360, April.
  46. Wen, Fenghua & Zhao, Haocen & Zhao, Lili & Yin, Hua, 2022. "What drive carbon price dynamics in China?," International Review of Financial Analysis, Elsevier, vol. 79(C).
  47. Zhang, Hongwei & Wei, Shiyao & Guo, Yaoqi & Gao, Wang, 2024. "Analyzing the interconnection between rare earth market and green economy: Time-varying effects of trade policy uncertainty," Resources Policy, Elsevier, vol. 97(C).
  48. Maud Korley & Evangelos Giouvris, 2023. "Does Economic Policy Uncertainty Explain Exchange Rate Movements in the Economic Community of West African States (ECOWAS): A Panel ARDL Approach," IJFS, MDPI, vol. 11(4), pages 1-22, November.
  49. Emon Kalyan Chowdhury & Mohammad Nayeem Abdullah, 2024. "Gauging Demand for Cryptocurrency over the Economic Policy Uncertainty and Stock Market Volatility," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 37-55, July.
  50. Fu, Yaping & Qi, Haozhi & Chen, Yanan & Wang, Yuzhan, 2024. "Short-term impacts vs. long-term contributions: The role of clean energy and ESG investments in China," Renewable Energy, Elsevier, vol. 233(C).
  51. Aharon, David Y. & Kizys, Renatas & Umar, Zaghum & Zaremba, Adam, 2023. "Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices," Research in International Business and Finance, Elsevier, vol. 64(C).
  52. Peng, Pin & Liang, Feifei & Fu, Yaping & Chen, Yanan & Qiu, Lin-shu & Qi, Haozhi, 2024. "Unraveling the dynamic nexus: Green cryptocurrencies and their role in sustainable market evolution," Energy, Elsevier, vol. 313(C).
  53. Magerakis, Efstathios & Pantzalis, Christos & Park, Jung Chul, 2023. "The effect of proximity to political power on corporate cash policy," Journal of Corporate Finance, Elsevier, vol. 82(C).
  54. Yarovaya, Larisa & Elsayed, Ahmed H. & Hammoudeh, Shawkat, 2021. "Determinants of Spillovers between Islamic and Conventional Financial Markets: Exploring the Safe Haven Assets during the COVID-19 Pandemic," Finance Research Letters, Elsevier, vol. 43(C).
  55. Tangyong Liu & Xu Gong & Lizhi Tang, 2022. "The uncertainty spillovers of China's economic policy: Evidence from time and frequency domains," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4541-4555, October.
  56. Kai‐Hua Wang & Zu‐Shan Wang & Hong‐Wen Liu & Xin Li, 2023. "Economic policy uncertainty and geopolitical risk: evidence from China and Southeast Asia," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 37(2), pages 96-118, November.
  57. Marfatia, Hardik & Zhao, Wan-Li & Ji, Qiang, 2020. "Uncovering the global network of economic policy uncertainty," Research in International Business and Finance, Elsevier, vol. 53(C).
  58. Zhou, Yuqin & Liu, Zhenhua & Wu, Shan, 2022. "The global economic policy uncertainty spillover analysis: In the background of COVID-19 pandemic," Research in International Business and Finance, Elsevier, vol. 61(C).
  59. Lu, Yunzhi & Li, Jie & Yang, Haisheng, 2023. "Time-varying impacts of monetary policy uncertainty on China's housing market," Economic Modelling, Elsevier, vol. 118(C).
  60. 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).
  61. Li, Zhenghui & Mo, Bin & Nie, He, 2023. "Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 46-57.
  62. Balli, Faruk & Hasan, Mudassar & Ozer-Balli, Hatice & Gregory-Allen, Russell, 2021. "Why do U.S. uncertainties drive stock market spillovers? International evidence," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 288-301.
  63. Liu, Zhenhua & Zhang, Huiying & Ding, Zhihua & Lv, Tao & Wang, Xu & Wang, Deqing, 2022. "When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis," Economic Modelling, Elsevier, vol. 114(C).
  64. Hau, Liya & Zhu, Huiming & Yu, Yang & Yu, Dongwei, 2022. "Time-frequency coherence and quantile causality between trade policy uncertainty and rare earth prices: Evidence from China and the US," Resources Policy, Elsevier, vol. 75(C).
  65. Bahram Adrangi & Arjun Chatrath & Madhuparna Kolay & Kambiz Raffiee, 2025. "Enterprise value, economic and policy uncertainties: the case of US air carriers," Papers 2506.07766, arXiv.org.
  66. Guo, Junjie & Li, Youshu & Shao, Qinglong, 2022. "Cross-category spillover effects of economic policy uncertainty between China and the US: Time and frequency evidence," Journal of Asian Economics, Elsevier, vol. 80(C).
  67. Mo, Bin & Zeng, Haiyu & Meng, Juan & Ding, Shaokai, 2024. "The connectedness between uncertainty and exchange rates of oil import countries: new evidence from time and frequency perspective," Resources Policy, Elsevier, vol. 88(C).
  68. Chen, Yanan & Qi, Haozhi, 2024. "COVID-19 pandemic-related news and Chinese commodities futures: Time-frequency connectedness and causality-in-quantiles approaches," Energy, Elsevier, vol. 286(C).
  69. Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng, 2022. "The dynamics and determinants of liquidity connectedness across financial asset markets," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 341-358.
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