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Impact of economic policy uncertainty on exchange rate volatility of China

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  1. Akinsomi, Omokolade & Abakah, Emmanuel Joel Aikins & Lee, Chi-Chuan, 2026. "Impact of global risk aversion on real estate market returns," Finance Research Letters, Elsevier, vol. 88(C).
  2. Chi, Tsung-Li & Liu, Hung-Tsen & Chang, Chia-Chien, 2023. "Hedging performance using google Trends–Evidence from the indian forex options market," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 107-123.
  3. Yang, Lu, 2025. "Economic policy uncertainty and foreign exchange market implied volatility: A complex partial wavelet coherence approach," Journal of International Money and Finance, Elsevier, vol. 156(C).
  4. Anwer, Zaheer & Khan, Muhammad Arif & Hassan, M. Kabir & Singh, Manjeet Kaur Harnek, 2024. "Assessing dynamic co-movement of news based uncertainty indices and distance-to -default of global FinTech firms," Research in International Business and Finance, Elsevier, vol. 71(C).
  5. 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).
  6. Dammak, Wael & Frikha, Wajdi & Souissi, Mohamed Naceur, 2024. "Market turbulence and investor decision-making in currency option market," The Journal of Economic Asymmetries, Elsevier, vol. 30(C).
  7. Hu, Zinan & Borjigin, Sumuya, 2024. "The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
  8. Hongru Zhang & Maoshan Tian, 2025. "Shadows of Uncertainty: Unraveling the Impact of Economic Policy Uncertainty on Tourism-Driven Energy Consumption in Macau," Sustainability, MDPI, vol. 17(8), pages 1-20, April.
  9. Hyunjoo Kim Karlsson & Yushu Li, 2026. "Investigation of Swedish Krona exchange rate volatility using APARCH-Support Vector Regression," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-32, December.
  10. Fang Su & Nini Song & Haiyang Shang & Shah Fahad, 2022. "The impact of economic policy uncertainty on corporate social responsibility: A new evidence from food industry in China," PLOS ONE, Public Library of Science, vol. 17(6), pages 1-15, June.
  11. Huang, Xinya & Wang, Yufeng & Li, Houjian, 2024. "Exploring the asymmetric influence of economic policy uncertainty on the nonlinear relationship between exchange rate and carbon prices in China," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
  12. Lu, Man & Wang, Wei & Chen, Fengwen & Li, Hongmei, 2024. "Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate: Insights from time-varying analysis," International Review of Financial Analysis, Elsevier, vol. 94(C).
  13. Minyu Zheng & Normaziah Mohd Nor & Zariyawati Mohd Ashhari, 2025. "Exacerbate or alleviate? Impact of economic policy uncertainty on excess cash holdings," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 12(1), pages 1-15, December.
  14. Pham, Son Duy & Nguyen, Thao Thac Thanh & Li, Xiao-Ming, 2024. "Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations," Global Finance Journal, Elsevier, vol. 59(C).
  15. Hailiang Zou & Ruijing Wang & Guoyou Qi, 2023. "The Response of CSR to Economic Policy Uncertainty: Evidence from China," Sustainability, MDPI, vol. 15(17), pages 1-19, August.
  16. Ranajit Kumar Bairagi, 2022. "Dynamic Impacts of Economic Policy Uncertainty on Australian Stock Market: An Intercontinental Evidence," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 21(1), pages 64-91, March.
  17. 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.
  18. Ata Ozkaya & Omer Altun, 2024. "Domestic and Global Causes for Exchange Rate Volatility: Evidence From Turkey," SAGE Open, , vol. 14(2), pages 21582440241, April.
  19. Dammak, Wael & Boutouria, Nahla & Ben Hamad, Salah & de Peretti, Christian, 2023. "Investor behavior in the currency option market during the COVID-19 pandemic," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
  20. Yifei Li & Yuhang Bai, 2023. "Research on the Impact of Global Economic Policy Uncertainty on Manufacturing: Evidence from China, the United States, and the European Union," Sustainability, MDPI, vol. 15(14), pages 1-18, July.
  21. Xiao, Jihong & Wang, Yudong, 2021. "Investor attention and oil market volatility: Does economic policy uncertainty matter?," Energy Economics, Elsevier, vol. 97(C).
  22. Nini Johana Marín-Rodríguez & Juan David González-Ruíz & Sergio Botero, 2025. "Dynamic Spillovers of Economic Policy Uncertainty: A TVP-VAR Analysis of Latin American and Global EPU Indices," Economies, MDPI, vol. 13(1), pages 1-28, January.
  23. Dongliang Cai & Tong Zhang & Kefei Han & Jingqi Liang, 2022. "Economic Policy Uncertainty Shocks and Chinese Stock Market Volatility: An Empirical Analysis with SVAR," Complexity, John Wiley & Sons, vol. 2022(1).
  24. Kamal, Javed Bin & Wohar, Mark & Kamal, Khaled Bin, 2022. "Do gold, oil, equities, and currencies hedge economic policy uncertainty and geopolitical risks during covid crisis?," Resources Policy, Elsevier, vol. 78(C).
  25. Wang, Xinya, 2024. "Extreme risk spillovers in RMB exchange rates: The role of categorical economic policy uncertainties," International Review of Economics & Finance, Elsevier, vol. 94(C).
  26. Wenbo Jia & Hao Jiang & Yiqing Lyv & Stavros Sindakis, 2025. "Uncertainty’s Effect on China’s Knowledge-Based Economy: Transformation Beyond Trade," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 16(1), pages 4684-4725, March.
  27. Eduardo Loría & Lorenzo Nalin, 2023. "Mexico: Determinants of the real exchange rate, 2001.01–2022.12," PLOS ONE, Public Library of Science, vol. 18(12), pages 1-16, December.
  28. Fasanya, Ismail O. & Adekoya, Oluwasegun B. & Adetokunbo, Abiodun M., 2021. "On the connection between oil and global foreign exchange markets: The role of economic policy uncertainty," Resources Policy, Elsevier, vol. 72(C).
  29. Zhaohua Zhang & Roshini Brizmohun & Gang Li & Ping Wang, 2022. "Does economic policy uncertainty undermine stability of agricultural imports? Evidence from China," PLOS ONE, Public Library of Science, vol. 17(3), pages 1-17, March.
  30. Ojeda-Joya, Jair & Romero, José Vicente, 2023. "Global uncertainty shocks and exchange-rate expectations in Latin America," Economic Modelling, Elsevier, vol. 120(C).
  31. Kamalyan, Hayk & Davtyan, Vahagn, 2022. "Exchange Rate Uncertainty and Business Cycle Fluctuations," MPRA Paper 113443, University Library of Munich, Germany.
  32. Charles Needham & Maria Needham, 2023. "The Global Financial Crisis During the Years 2008 and 2009," Journal of Business Administration Research, Journal of Business Administration Research, Sciedu Press, vol. 12(2), pages 45-53, October.
  33. Weidong Huo & Xiaoxian Chen & Lan Bo & Fangyong Luo, 2024. "RETRACTED ARTICLE: Navigating Global Monetary Interdependencies: A Comprehensive Analysis of ECB Rate Hikes on China’s Technology-Driven Economy," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(4), pages 18081-18115, December.
  34. Han Lu & Chengming Huang & Sultan Sikandar Mirza & Ruotong Liu, 2026. "Corporate sustainability and CO2 emissions control efficeincy: unveiling the impact of economic policy uncertainty and policy shocks," Economic Change and Restructuring, Springer, vol. 59(2), pages 1-49, April.
  35. Al-Shboul, Mohammad & Assaf, Ata & Mokni, Khaled, 2023. "Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic," Research in International Business and Finance, Elsevier, vol. 64(C).
  36. Charles Mawusi, 2021. "Economic Uncertainty and Remittances to Developing Economies: A System GMM Approach," Working Papers hal-03147813, HAL.
  37. Collin Chikwira & Mohammed Iqbal Jahed, 2024. "Analysis of Exchange Rate Stability on the Economic Growth Process of a Developing Country: The Case of South Africa from 2000 to 2023," Economies, MDPI, vol. 12(11), pages 1-16, October.
  38. Simiso Msomi & Harold Ngalawa, 2024. "The Monetary Model of Exchange Rate Determination for South Africa," Economies, MDPI, vol. 12(8), pages 1-16, August.
  39. Feng, Gen-Fu & Zheng, Mingbo, 2022. "Economic policy uncertainty and renewable energy innovation: International evidence," Innovation and Green Development, Elsevier, vol. 1(2).
  40. Ozili, Peterson K, 2022. "Economic policy uncertainty, bank nonperforming loans and loan loss provisions: are they correlated?," MPRA Paper 112381, University Library of Munich, Germany.
  41. Raza, Syed Ali & Khan, Komal Akram & Benkraiem, Ramzi & Guesmi, Khaled, 2024. "The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility," International Review of Financial Analysis, Elsevier, vol. 91(C).
  42. Wang, Dong & Wang, Ziwei & Zong, Xiaohua, 2023. "Impact of economic policy uncertainty on higher education expansion," Finance Research Letters, Elsevier, vol. 52(C).
  43. Chunyi Lu & Zhuoqi Teng & Yu Gao & Renhong Wu & Md. Alamgir Hossain & Yuantao Fang, 2022. "Analysis of Early Warning of RMB Exchange Rate Fluctuation and Value at Risk Measurement Based on Deep Learning," Computational Economics, Springer;Society for Computational Economics, vol. 59(4), pages 1501-1524, April.
  44. Gong, Yuting & He, Zhongzhi & Xue, Wenjun, 2025. "EPU spillovers and exchange rate volatility," International Review of Financial Analysis, Elsevier, vol. 97(C).
  45. Bush, Georgia & López Noria, Gabriela, 2021. "Uncertainty and exchange rate volatility: Evidence from Mexico," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 704-722.
  46. 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).
  47. Wang, Yilei & Cheng, Sheng & Cao, Yan, 2022. "How does economic policy uncertainty respond to the global oil price fluctuations? Evidence from BRICS countries," Resources Policy, Elsevier, vol. 79(C).
  48. Sujata Kundu & Archana Dilip, 2023. "Changing Risk Appetite and Price Dynamics of Gold Vis-a-Vis Real and Financial Assets: Perspective from the Indian Market," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(4), pages 899-923, December.
  49. Ozili, Peterson Kitakogelu, 2021. "Economic policy uncertainty: are there regional and country correlation?," MPRA Paper 105636, University Library of Munich, Germany.
  50. 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.
  51. Zhang, Chen & Fang, Ying & Niu, Linlin, 2022. "Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition," Economic Modelling, Elsevier, vol. 116(C).
  52. Can Xu & Andreas Steiner & Jakob de Haan, 2023. "Does Economic Policy Uncertainty Encourage Gambling? Evidence from the Chinese Welfare Lottery Market," CESifo Working Paper Series 10241, CESifo.
  53. Fen Li & Zhehao Huang & Junhao Zhong & Khaldoon Albitar, 2020. "Do Tense Geopolitical Factors Drive Crude Oil Prices?," Energies, MDPI, vol. 13(16), pages 1-20, August.
  54. Nenavath Sreenu, 2024. "Exploring unbalanced impacts of exchange rate volatility on the shadow economy: new evidence from BRICS nations," Economic Change and Restructuring, Springer, vol. 57(4), pages 1-26, August.
  55. 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).
  56. Yue Liu & Pierre Failler & Jiaying Peng & Yuhang Zheng, 2020. "Time-Varying Relationship between Crude Oil Price and Exchange Rate in the Context of Structural Breaks," Energies, MDPI, vol. 13(9), pages 1-17, May.
  57. Biqing Li & ShiYong Zheng & Muhammad Tariq Majeed, 2025. "Pathways for China's sustainable energy transition: Examining the effects of exchange rate volatility on renewable energy investment," Energy & Environment, , vol. 36(6), pages 2749-2769, September.
  58. Hou, Tianyu & Xie, Chang, 2025. "The RMB value added real effective exchange rate: Theory, measurement and analysis," International Review of Financial Analysis, Elsevier, vol. 106(C).
  59. Waqas Bin Khidmat & Nayar Rafique & Muhammad Umar, 2024. "Economic policy uncertainty and remittances: mediating role of foreign exchange rate," Economic Change and Restructuring, Springer, vol. 57(4), pages 1-30, August.
  60. Xuefan Dong & Lei Tang, 2025. "Rumor Governance Under Uncertain Conditions: An Evolutionary Game Theory Analysis," Annals of Data Science, Springer, vol. 12(3), pages 1073-1111, June.
  61. Pei Xu & Zehu Jin & Xianghua Wu, 2025. "How Does Trade Policy Uncertainty Affects Innovative Behavior in Export‐Oriented Enterprise: Evidence From Listed Export Companies of Chinese," Discrete Dynamics in Nature and Society, John Wiley & Sons, vol. 2025(1).
  62. Michele Costola & Michael Donadelli & Luca Gerotto & Ivan Gufler, 2022. "Global risks, the macroeconomy, and asset prices," Empirical Economics, Springer, vol. 63(5), pages 2357-2388, November.
  63. 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.
  64. Vamsidhar Ambatipudi & Dilip Kumar, 2022. "Economic Policy Uncertainty Versus Sector Volatility: Evidence from India Using Multi-scale Wavelet Granger Causality Analysis," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 21(2), pages 184-210, June.
  65. Renxing Chen & Yu Hu & Yixin Xue & Xiaotian Zhang, 2025. "Social security as a buffer: examining the relationship between economic policy uncertainty and rural consumption," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 12(1), pages 1-13, December.
  66. Dr. Zahid Hussain Shaikh & Ragni Lund & Dr. Niaz Hussain Ghumro, 2024. "Macroeconomic dynamics and Panel VAR -Analysis in Developing Countries," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 13(1), pages 118-126.
  67. Panpan Wang & Yishi Li & Xiaoxing Liu, 2023. "Asymmetric spillover between economic policy uncertainty and exchange rate volatility: A global network connectedness perspective," PLOS ONE, Public Library of Science, vol. 18(1), pages 1-15, January.
  68. M.A. Villanthenkodath & K. Hafsal & A. K. Dawood & N. Cheriyambadan, 2023. "Economic policy uncertainty and sectoral level output in India: The implications on structural change," Journal of Economic Policy and Management Issues, JEPMI, vol. 2(1), pages 1-13.
  69. Lin Liu, 2022. "Economic Uncertainty and Exchange Market Pressure: Evidence From China," SAGE Open, , vol. 12(1), pages 21582440211, January.
  70. Walid M. A. Ahmed, 2024. "On the robust drivers of cryptocurrency liquidity: the case of Bitcoin," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-32, December.
  71. Gong, Yuting & Li, Xiao & Xue, Wenjun, 2023. "The impact of EPU spillovers on the bond market volatility: Global evidence," Finance Research Letters, Elsevier, vol. 55(PB).
  72. Charles Mawusi & Mohamed Abdallah & Mazhar Mughal, 2022. "Does Economic Uncertainty Foster Migrant Remittances? A Macro-Perspective from 53 Developing Countries," Working Papers hal-03725386, HAL.
  73. 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.
  74. Songping Zhu & Gaofeng Yu, 2022. "The Impact of Economic Policy Uncertainty on Industrial Output: The Regulatory Role of Technological Progress," Sustainability, MDPI, vol. 14(16), pages 1-18, August.
  75. Aswini Kumar Mishra & Anand Theertha Nakhate & Yash Bagra & Abinash Singh & Bibhu Prasad Kar, 2024. "The Impact of Directional Global Economic Policy Uncertainty on Indian Stock Market Volatility: New Evidence," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(3), pages 423-452, September.
  76. Thi Thanh Ha DOAN & Asei ITO & Changyuan LUO & Hongyong ZHANG, 2025. "Geopolitical Risk and Supply Chain Diversification: Evidence from Japanese multinational firms," Discussion papers 25112, Research Institute of Economy, Trade and Industry (RIETI).
  77. Li, Zhenghui & Xu, Yanting & Du, Ziqing, 2025. "Valuing financial data: The case of analyst forecasts," Finance Research Letters, Elsevier, vol. 75(C).
  78. Lv, Wendai & Qi, Jipeng & Feng, Jing, 2023. "Economic policy uncertainty and environmental governance company volatility: Evidence from China," Research in International Business and Finance, Elsevier, vol. 64(C).
  79. Shu-kam LEE & Paul Kwok-ching SHUM & Hugo Hin-to LEE & Kai-yin WOO, 2023. "Purchasing Power Parity Between China and Selected BRI Countries in Asia," Advances in Decision Sciences, Asia University, Taiwan, vol. 27(3), pages 86-108, September.
  80. Anwer, Zaheer & Khan, Ashraf & Kabir Hassan, M. & Rashid, Mamunur, 2022. "Does the regional proximity lead to exchange rate spillover?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
  81. S. M. Woahid Murad, 2022. "The role of domestic and foreign economic uncertainties in determining the foreign exchange rates: an extended monetary approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(4), pages 666-677, October.
  82. Chaturvedi, Priya & Kumar, Kuldeep, 2022. "Econometric modelling of exchange rate volatility using mixed-frequency data," MPRA Paper 115222, University Library of Munich, Germany.
  83. Thong Trung Nguyen & Muhammad Ali Nasir & Xuan Vinh Vo, 2024. "Exchange rate dynamics of emerging and developing economies: Not all capital flows are alike," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 1115-1124, January.
  84. Lee A. Smales, 2022. "The influence of policy uncertainty on exchange rate forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(5), pages 997-1016, August.
  85. Obalade, Adefemi A. & Tita, Anthanasius Fomum & French, Joseph J. & Gurdgiev, Constantin, 2026. "Much Ado about global uncertainty: Volatility transmission between US-China tension and African foreign exchange markets," Research in International Business and Finance, Elsevier, vol. 83(C).
  86. Luo, Qin & Bu, Jinfeng & Xu, Weiju & Huang, Dengshi, 2023. "Stock market volatility prediction: Evidence from a new bagging model," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 445-456.
  87. Deng, Chuang & Xie, Jingxuan & Zhao, Xiuyi, 2023. "Analysis of the impact of global uncertainty on abnormal cross-border capital flows," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 338-346.
  88. Wu, Xinyu & Xie, Haibin & Zhang, Huanming, 2022. "Time-varying risk aversion and renminbi exchange rate volatility: Evidence from CARR-MIDAS model," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
  89. Wang, Fan & Pan, Changchun & Wang, Weiqiang, 2023. "Impact of US monetary policy uncertainty on RMB exchange rate volatility:The role of international capital flows," Finance Research Letters, Elsevier, vol. 58(PC).
  90. Wu, Ji & Li, Huimin & Zheng, Dazhi & Liu, Xiaoyan, 2021. "Economic uncertainty or financial uncertainty? An empirical analysis of bank risk-taking in Asian emerging markets," Finance Research Letters, Elsevier, vol. 39(C).
  91. Ma, Dan & Zhu, Yanjin, 2024. "The impact of economic uncertainty on carbon emission: Evidence from China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 191(C).
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