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Political Uncertainty and Risk Premia

Citations

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Cited by:

  1. 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.
  2. Dung T. T. Tran & Hieu V. Phan, 2022. "Government economic policy uncertainty and corporate debt contracting," International Review of Finance, International Review of Finance Ltd., vol. 22(1), pages 169-199, March.
  3. Croce, M.M. & Nguyen, Thien T. & Raymond, S. & Schmid, L., 2019. "Government debt and the returns to innovation," Journal of Financial Economics, Elsevier, vol. 132(3), pages 205-225.
  4. Zhu, Zhaobo & Lin, Hang & Chen, Min & Han, Peiwen, 2023. "The spillover effect of economic policy uncertainty: Evidence from analyst behaviors in Hong Kong," Finance Research Letters, Elsevier, vol. 52(C).
  5. Janbaz, Mehdi & Hassan, M. Kabir & Floreani, Josanco & Dreassi, Alberto & Jiménez, Alfredo, 2022. "Political risk in banks: A review and agenda," Research in International Business and Finance, Elsevier, vol. 62(C).
  6. Steven J. Davis, 2015. "Regulatory Complexity and Policy Uncertainty: Headwinds of Our Own Making," Economics Working Papers 15118, Hoover Institution, Stanford University.
  7. Ansgar Belke & Dominik Kronen, 2017. "The impact of uncertainty on macro variables - An SVAR-based empirical analysis for EU countries," ROME Working Papers 201708, ROME Network.
  8. Wang, Jiangyuan & Gan, Jiawu & Li, Zhen, 2021. "Industrial policy, uncertainty, and analysts’ earnings forecast: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 249-258.
  9. Lei Lin & Jing Tan & Wenzhen Liu, 2022. "Does monetary policy uncertainty command a risk premium in the Chinese stock market?," International Review of Finance, International Review of Finance Ltd., vol. 22(3), pages 433-452, September.
  10. Ghosh, Saibal, 2023. "Social unrest and corporate behaviour during the Arab Spring period," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
  11. Daniel O. Beltran & Deepa Dhume Datta & Thiago Revil T. Ferreira & Matteo Iacoviello & Mohammad Jahan-Parvar & Canlin Li & Juan M. Londono & Marius del Giudice Rodriguez & John H. Rogers & Bo Sun, 2017. "Taxonomy of Global Risk, Uncertainty, and Volatility Measures," International Finance Discussion Papers 1216, Board of Governors of the Federal Reserve System (U.S.).
  12. Pinar Sener Tournus & Fatma Didin‐Sonmez & Elif Akben‐Selcuk, 2023. "How does the economic policy uncertainty affect the relationship between financial slack and firm performance in emerging countries?," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 44(1), pages 171-186, January.
  13. Huang, Jialin & Luo, Yu & Peng, Yuchao, 2021. "Corporate financial asset holdings under economic policy uncertainty: Precautionary saving or speculating?," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1359-1378.
  14. Zhao, Yan & Su, Kun, 2022. "Economic policy uncertainty and corporate financialization: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 82(C).
  15. Hyeongwoo Kim & Madeline H. Kim, 2021. "U.S. presidential election polls and the economic prospects of China and Mexico," Applied Economics, Taylor & Francis Journals, vol. 53(54), pages 6231-6248, November.
  16. Jingjing Xu, 2022. "Does culture play a role in the stock market's response to uncertainty?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2530-2548, April.
  17. Beyer, Deborah B. & Fan, Zaifeng S., 2023. "The calming effects of conflict: The impact of partisan conflict on market volatility," International Review of Financial Analysis, Elsevier, vol. 85(C).
  18. Chen Gu & Ann Marie Hibbert, 2021. "Expectations and financial markets: Lessons from Brexit," The Financial Review, Eastern Finance Association, vol. 56(2), pages 279-299, May.
  19. Huang, Ying Sophie & Wu, Jiajia & Guo, Feng, 2022. "Venture capital staging under economic policy uncertainty," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 572-596.
  20. Xianbo Zhou & Zhuoran Chen, 2023. "The Impact of Uncertainty Shocks to Consumption under Different Confidence Regimes Based on a Stochastic Uncertainty-in-Mean TVAR Model," Sustainability, MDPI, vol. 15(4), pages 1-20, February.
  21. Burkhard Raunig, 2018. "Economic Policy Uncertainty and the Volatility of Sovereign CDS Spreads," Working Papers 219, Oesterreichische Nationalbank (Austrian Central Bank).
  22. 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.
  23. François, Abel & Panel, Sophie & Weill, Laurent, 2020. "Educated dictators attract more foreign direct investment," Journal of Comparative Economics, Elsevier, vol. 48(1), pages 37-55.
  24. Elie Bouri & Rangan Gupta & Xuan Vinh Vo, 2022. "Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin," Defence and Peace Economics, Taylor & Francis Journals, vol. 33(2), pages 150-161, February.
  25. Ralph S. J. Koijen & Tomas J. Philipson & Harald Uhlig, 2016. "Financial Health Economics," Econometrica, Econometric Society, vol. 84, pages 195-242, January.
  26. Bakas, Dimitrios & Triantafyllou, Athanasios, 2018. "The impact of uncertainty shocks on the volatility of commodity prices," Journal of International Money and Finance, Elsevier, vol. 87(C), pages 96-111.
  27. Bruton, Garry & Sutter, Christopher & Lenz, Anna-Katharina, 2021. "Economic inequality – Is entrepreneurship the cause or the solution? A review and research agenda for emerging economies," Journal of Business Venturing, Elsevier, vol. 36(3).
  28. Karamysheva, Madina, 2022. "How do fiscal adjustments work? An empirical investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
  29. Chan, Yue-Cheong & Saffar, Walid & Wei, K.C. John, 2021. "How economic policy uncertainty affects the cost of raising equity capital: Evidence from seasoned equity offerings," Journal of Financial Stability, Elsevier, vol. 53(C).
  30. Jian Chen & Fuwei Jiang & Guoshi Tong, 2017. "Economic policy uncertainty in China and stock market expected returns," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(5), pages 1265-1286, December.
  31. Attig, Najah & Driss, Hamdi & El Ghoul, Sadok, 2021. "Credit ratings quality in uncertain times," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
  32. Białkowski, Jędrzej & Dang, Huong Dieu & Wei, Xiaopeng, 2022. "High policy uncertainty and low implied market volatility: An academic puzzle?," Journal of Financial Economics, Elsevier, vol. 143(3), pages 1185-1208.
  33. Barraza, Santiago & Civelli, Andrea, 2020. "Economic policy uncertainty and the supply of business loans," Journal of Banking & Finance, Elsevier, vol. 121(C).
  34. Marc Deloof & Jie Yang & Chaoyang Xu, 2022. "How uncertainty in industry policy affects corporate investment in China," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(7-8), pages 1289-1313, July.
  35. Li, Xiao-Ming, 2017. "New evidence on economic policy uncertainty and equity premium," Pacific-Basin Finance Journal, Elsevier, vol. 46(PA), pages 41-56.
  36. Jian, Jian-hui & Hu, Dan & Tian, Haiyan & Long, Chengfeng & Yang, Fan, 2023. "Political uncertainty, officials’ characteristics heterogeneity and firm cost stickiness," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 776-791.
  37. Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & van Eyden, Reneé, 2017. "The impact of US policy uncertainty on the monetary effectiveness in the Euro area," Journal of Policy Modeling, Elsevier, vol. 39(6), pages 1052-1064.
  38. 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.
  39. Mehmet Balcilar & Godwin Oluseye Olasehinde-Williams & Muhammad Shahbaz, 2019. "Asymmetric dynamics of insurance premium: the impact of monetary policy uncertainty on insurance premiums in Japan," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 12(3), pages 233-247.
  40. Gungoraydinoglu, Ali & Çolak, Gönül & Öztekin, Özde, 2017. "Political environment, financial intermediation costs, and financing patterns," Journal of Corporate Finance, Elsevier, vol. 44(C), pages 167-192.
  41. Cristina Constantinescu & Aaditya Mattoo & Michele Ruta, 2020. "Policy Uncertainty, Trade and Global Value Chains: Some Facts, Many Questions," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 57(2), pages 285-308, September.
  42. Chen, Xiaoyu & Chiang, Thomas C., 2020. "Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market," Research in International Business and Finance, Elsevier, vol. 53(C).
  43. Juan M. Londono & Mehrdad Samadi, 2023. "The Price of Macroeconomic Uncertainty: Evidence from Daily Options," International Finance Discussion Papers 1376, Board of Governors of the Federal Reserve System (U.S.).
  44. Tarek A Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2019. "Firm-Level Political Risk: Measurement and Effects," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 134(4), pages 2135-2202.
  45. Zbyslaw Dobrowolski, 2020. "The supreme audit institutions readiness to uncertainty," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 8(1), pages 513-525, September.
  46. Kryzanowski, Lawrence & Nie, Yulin (George), 2019. "M&A price pressure revisited," Finance Research Letters, Elsevier, vol. 28(C), pages 299-308.
  47. Markus K Brunnermeier & Michael Sockin & Wei Xiong, 2022. "China’s Model of Managing the Financial System [Beauty Contests and Iterated Expectations in Asset Markets]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(6), pages 3115-3153.
  48. Tammuz Alraheb & Amine Tarazi, 2016. "Local Versus International Crises, Foreign Subsidiaries and Bank Stability: Evidence from the MENA Region," Working Papers 1045, Economic Research Forum, revised 09 Jan 2016.
  49. Abakah, Emmanuel Joel Aikins & Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko, 2021. "Economic policy uncertainty: Persistence and cross-country linkages," Research in International Business and Finance, Elsevier, vol. 58(C).
  50. Rungmaitree, Pattamon & Boateng, Agyenim & Ahiabor, Frederick & Lu, Qinye, 2022. "Political risk, hedge fund strategies, and returns: Evidence from G7 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
  51. Ruediger Bachmann & Jinhui Bai & Minjoon Lee & Fudong Zhang, 2020. "The Welfare and Distributional Effects of Fiscal Volatility: a Quantitative Evaluation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 127-153, October.
  52. Drobetz, Wolfgang & El Ghoul, Sadok & Guedhami, Omrane & Janzen, Malte, 2018. "Policy uncertainty, investment, and the cost of capital," Journal of Financial Stability, Elsevier, vol. 39(C), pages 28-45.
  53. Bingqian Zhang & Xiaoxiao Chu & Hong Geng, 2023. "The impact of environmental regulation on executive turnover: Evidence from listed Chinese manufacturing companies," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 44(2), pages 1318-1329, March.
  54. Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2017. "Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation," CREATES Research Papers 2018-12, Department of Economics and Business Economics, Aarhus University.
  55. Bevilacqua, Mattia & Morelli, David & Tunaru, Radu, 2019. "The determinants of the model-free positive and negative volatilities," Journal of International Money and Finance, Elsevier, vol. 92(C), pages 1-24.
  56. Daniel Tut, 2022. "Policy uncertainty and cash dynamics," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(2), pages 422-444, June.
  57. Gasparini, Matteo, 2023. "Are financial markets pricing the net zero carbon transition? A reconsideration of the carbon premium," INET Oxford Working Papers 2023-23, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
  58. Whelsy Boungou & Charles Mawusi, 2021. "Economic Policy Uncertainty and Banks' Interest Income: Empirical Evidence from an International Panel Dataset," Economics Bulletin, AccessEcon, vol. 41(3), pages 2003-2011.
  59. Ibrahim D. Raheem & Sara le Roux & Simplice A. Asongu, 2019. "The Role of Asymmetry and Uncertainties in the Capital Flows- Economic Growth Nexus," Research Africa Network Working Papers 19/047, Research Africa Network (RAN).
  60. Maoyong Cheng & Yutong Yao & Yu Meng, 2023. "Political uncertainty and foreign direct investment—Evidence from the government official vacancy in China's cities," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 31(3), pages 527-559, July.
  61. Marcelin, Isaac & Stephen, Sheryl-Ann K. & Fanta, Fassil & Tecklezion, Mussie, 2019. "Political regimes, investment and electoral uncertainty," Research in International Business and Finance, Elsevier, vol. 47(C), pages 580-599.
  62. Bree J. Lang & Pratish Patel, 2023. "Funding infrastructure under uncertainty: evidence from tax credit prices," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 30(3), pages 635-677, June.
  63. Lee Seltzer & Laura Starks & Qifei Zhu, 2022. "Climate Regulatory Risks and Corporate Bonds," Staff Reports 1014, Federal Reserve Bank of New York.
  64. José Valentim Machado Vicente & Jaqueline Terra Moura Marins, 2019. "A Volatility Smile-Based Uncertainty Index," Working Papers Series 502, Central Bank of Brazil, Research Department.
  65. Marina Azzimonti, 2021. "Partisan Conflict, News, and Investors' Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(5), pages 971-1003, August.
  66. Dai, Peng-Fei & Xiong, Xiong & Duc Huynh, Toan Luu & Wang, Jiqiang, 2022. "The impact of economic policy uncertainties on the volatility of European carbon market," Journal of Commodity Markets, Elsevier, vol. 26(C).
  67. Adeel Riaz & Assad Ullah & Li Xingong, 2024. "Does trade policy uncertainty in China and USA matter for key financial markets?," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-30, April.
  68. Jalloul, Maya & Miescu, Mirela, 2023. "Equity market connectedness across regimes of geopolitical risks: Historical evidence and theory," Journal of International Money and Finance, Elsevier, vol. 137(C).
  69. Shabir, Mohsin & Jiang, Ping & Hashmi, Shujahat Haider & Bakhsh, Satar, 2022. "Non-linear nexus between economic policy uncertainty and bank lending," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 657-679.
  70. Panagiotidis, Theodore & Printzis, Panagiotis, 2020. "What is the investment loss due to uncertainty?," Global Finance Journal, Elsevier, vol. 45(C).
  71. N. Bloom, 2016. "Fluctuations in uncertainty," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 4.
  72. Adams, R. J. C. & Campbell, Gareth & Coyle, Christopher & Turner, John D., 2022. "The wee divergence: Business creation and political turmoil in Ireland before 1900," QUCEH Working Paper Series 22-01, Queen's University Belfast, Queen's University Centre for Economic History.
  73. Jens, Candace E., 2017. "Political uncertainty and investment: Causal evidence from U.S. gubernatorial elections," Journal of Financial Economics, Elsevier, vol. 124(3), pages 563-579.
  74. Thi-Du Hoang, 2017. "The effects of policies changes on return and volatility in Vietnamese stock market," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 6(1), pages 69-83, January.
  75. Yuan, Di & Li, Sufang & Li, Rong & Zhang, Feipeng, 2022. "Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis," Energy Economics, Elsevier, vol. 110(C).
  76. Raza, Syed Ali & Masood, Amna & Benkraiem, Ramzi & Urom, Christian, 2023. "Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach," Energy Economics, Elsevier, vol. 120(C).
  77. Boubakri, Narjess & Bouslimi, Lobna & Zhong, Rui, 2022. "Political uncertainty and analysts’ forecasts: International evidence," Journal of Financial Stability, Elsevier, vol. 59(C).
  78. Borisenko, Dmitry & Pozdeev, Igor, 2017. "Monetary Policy and Currency Returns: the Foresight Saga," Working Papers on Finance 1708, University of St. Gallen, School of Finance, revised 1710.
  79. Azzimonti, Marina, 2018. "Partisan conflict and private investment," Journal of Monetary Economics, Elsevier, vol. 93(C), pages 114-131.
  80. Scott R. Baker & Nicholas Bloom & Steven J. Davis & Marco C. Sammon, 2021. "What Triggers Stock Market Jumps?," NBER Working Papers 28687, National Bureau of Economic Research, Inc.
  81. Holland, Kateryna, 2019. "Government investment in publicly traded firms," Journal of Corporate Finance, Elsevier, vol. 56(C), pages 319-342.
  82. Carmen Orden‐Cruz & Jessica Paule‐Vianez & Júlio Lobão, 2023. "The effect of Economic Policy Uncertainty on the credit risk of US commercial banks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 3420-3436, July.
  83. Luo, Deming & Jiang, Sainan & Yao, Zhongwei, 2023. "Economic policy uncertainty and mutual fund risk shifting," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
  84. Ming Gu & Minxing Sun & Yangru Wu & Weike Xu, 2021. "Economic policy uncertainty and momentum," Financial Management, Financial Management Association International, vol. 50(1), pages 237-259, March.
  85. Salisu, Afees A. & Gupta, Rangan & Bouri, Elie, 2023. "Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 303-314.
  86. Tang, Liang & Wan, Xiangyu, 2022. "Economic policy uncertainty and stock price informativeness," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
  87. Wang, Huaxing & Li, Tianzi & Zhu, Junfan & Jian, Youting & Wang, Zeyu & Wang, Zengwen, 2023. "China's new environmental protection law: Implications for mineral resource policy, environmental precaution and green finance," Resources Policy, Elsevier, vol. 85(PB).
  88. Triki, Mohamed Bilel & Ben Maatoug, Abderrazek, 2021. "The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk," Resources Policy, Elsevier, vol. 70(C).
  89. Fu, Yishu, 2019. "The value of corporate governance: Evidence from the Chinese anti-corruption campaign," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 461-476.
  90. Sumudu W. Watugala, 2015. "Economic Uncertainty and Commodity Futures Volatility," Working Papers 15-14, Office of Financial Research, US Department of the Treasury.
  91. Bhambhwani, Siddharth M., 2022. "Disruption and stock markets: Evidence from Hong Kong," International Review of Financial Analysis, Elsevier, vol. 81(C).
  92. 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.
  93. Al-Thaqeb, Saud Asaad & Algharabali, Barrak Ghanim, 2019. "Economic policy uncertainty: A literature review," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
  94. José Valentim Machado Vicente & Jaqueline Terra Moura Marins, 2021. "A volatility smile-based uncertainty index," Annals of Finance, Springer, vol. 17(2), pages 231-246, June.
  95. Thomas Nitschka, 2022. "China’s anti-corruption campaign and stock returns of luxury goods firms," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(2), pages 159-177, June.
  96. Bales, Stephan & Burghartz, Kaspar & Burghof, Hans-Peter & Hitz, Lukas, 2023. "Does the source of uncertainty matter? The impact of financial, newspaper and Twitter-based measures on U.S. banks," Research in International Business and Finance, Elsevier, vol. 65(C).
  97. Zhang, Bobo & Zhang, Zhou, 2022. "Shining light on corporate political spending: Evidence from shareholder engagements," International Review of Law and Economics, Elsevier, vol. 70(C).
  98. Ferguson, Andrew & Hu, Wei & Lam, Peter, 2022. "Political uncertainty and deal structure: Evidence from Australian mining project acquisitions," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
  99. Flood, Mark D. & Lemieux, Victoria L. & Varga, Margaret & William Wong, B.L., 2016. "The application of visual analytics to financial stability monitoring," Journal of Financial Stability, Elsevier, vol. 27(C), pages 180-197.
  100. Sy, Oumar & Zaman, Ashraf Al, 2020. "Is the presidential premium spurious?," Journal of Empirical Finance, Elsevier, vol. 56(C), pages 94-104.
  101. Ahmad, Muhammad Farooq & Aziz, Saqib & El-Khatib, Rwan & Kowalewski, Oskar, 2023. "Firm-level political risk and dividend payout," International Review of Financial Analysis, Elsevier, vol. 86(C).
  102. James Ming Chen, 2017. "Systematic Risk in the Macrocosm," Quantitative Perspectives on Behavioral Economics and Finance, in: Econophysics and Capital Asset Pricing, chapter 0, pages 239-274, Palgrave Macmillan.
  103. Hani El-Chaarani, 2019. "The Impact of Oil Prices on Stocks Markets: New Evidence During and After the Arab Spring in Gulf Cooperation Council Economies," International Journal of Energy Economics and Policy, Econjournals, vol. 9(4), pages 214-223.
  104. Tania Babina & Chotibhak Jotikasthira & Christian Lundblad & Tarun Ramadorai, 2021. "Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds [The distribution of realized stock return volatility]," The Review of Financial Studies, Society for Financial Studies, vol. 34(1), pages 509-568.
  105. Chan, Kam Fong & Gray, Philip & Gray, Stephen & Zhong, Angel, 2020. "Political uncertainty, market anomalies and Presidential honeymoons," Journal of Banking & Finance, Elsevier, vol. 113(C).
  106. Jessica L. Darby & David J. Ketchen & Brent D. Williams & Travis Tokar, 2020. "The Implications of Firm‐Specific Policy Risk, Policy Uncertainty, and Industry Factors for Inventory: A Resource Dependence Perspective," Journal of Supply Chain Management, Institute for Supply Management, vol. 56(4), pages 3-24, October.
  107. Tobias Burggraf, 2020. "Bitcoin and Global Political Uncertainty – Evidence from the U.S. Election Cycle," Economics Bulletin, AccessEcon, vol. 40(1), pages 727-742.
  108. Bodilsen, Simon & Eriksen, Jonas N. & Grønborg, Niels S., 2021. "Asset pricing and FOMC press conferences," Journal of Banking & Finance, Elsevier, vol. 128(C).
  109. Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk, 2023. "What Is Certain about Uncertainty?," Journal of Economic Literature, American Economic Association, vol. 61(2), pages 624-654, June.
  110. Liu, Yuanyuan & Li, Jing & Liu, Guanchun & Lee, Chien-Chiang, 2021. "Economic policy uncertainty and firm’s cash holding in China: The key role of asset reversibility," Journal of Asian Economics, Elsevier, vol. 74(C).
  111. Das, Kuntal K. & Yaghoubi, Mona, 2023. "Stock liquidity and firm-level political risk," Finance Research Letters, Elsevier, vol. 51(C).
  112. Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan & Gkillas, Konstantinos, 2020. "Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model," Energy Economics, Elsevier, vol. 88(C).
  113. Getachew, Yoseph Yilma, 2016. "Credit constraints, growth and inequality dynamics," Economic Modelling, Elsevier, vol. 54(C), pages 364-376.
  114. Bilal Haider Subhani & Umar Farooq & M. Ishaq Bhatti & Muhammad Asif Khan, 2021. "Economic Policy Uncertainty, National Culture, and Corporate Debt Financing," Sustainability, MDPI, vol. 13(20), pages 1-15, October.
  115. Finta, Marinela Adriana & Aboura, Sofiane, 2020. "Risk premium spillovers among stock markets: Evidence from higher-order moments," Journal of Financial Markets, Elsevier, vol. 49(C).
  116. Yacine Aït-Sahalia & Felix Matthys & Emilio Osambela & Ronnie Sircar, 2021. "When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance," Finance and Economics Discussion Series 2021-063, Board of Governors of the Federal Reserve System (U.S.).
  117. Wang, Chih-Wei & Lee, Chien-Chiang & Wu, Lin-Tan, 2023. "The relationship between cash flow uncertainty and extreme risk: International evidence," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
  118. 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.
  119. Baur, Dirk G. & Smales, Lee A., 2020. "Hedging geopolitical risk with precious metals," Journal of Banking & Finance, Elsevier, vol. 117(C).
  120. 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.
  121. Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2017. "The Effect of Economic Uncertainty on the Housing Market Cycle," Working Papers 201757, University of Pretoria, Department of Economics.
  122. Selmi, Refk & Bouoiyour, Jamal, 2020. "Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business," International Economics, Elsevier, vol. 161(C), pages 100-119.
  123. Pham, Anh Viet & Adrian, Christofer & Garg, Mukesh & Phang, Soon-Yeow & Truong, Cameron, 2021. "State-level COVID-19 outbreak and stock returns," Finance Research Letters, Elsevier, vol. 43(C).
  124. Rey, Hélène & Jamilov, Rustam & Tahoun, Ahmed, 2021. "The Anatomy of Cyber Risk," CEPR Discussion Papers 16217, C.E.P.R. Discussion Papers.
  125. Lee, Seohyun, 2017. "Three essays on uncertainty: real and financial effects of uncertainty shocks," MPRA Paper 83617, University Library of Munich, Germany.
  126. Costantini, Mauro & Sousa, Ricardo M., 2022. "What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality," Journal of International Money and Finance, Elsevier, vol. 122(C).
  127. Chen, Yanyan, 2022. "Does political turnover affect corporate investment? Evidence from China," Emerging Markets Review, Elsevier, vol. 51(PA).
  128. Jamshid Karimov & Faruk Balli & Hatice Ozer‐Balli & Anne de Bruin, 2021. "Firm‐level political risk and Shari’ah compliance: equity capital cost and payouts policy," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4639-4667, September.
  129. Julia Darby & Jun Gao & Siobhan Lucey & Sheng Zhu, 2019. "Is heightened political uncertainty priced in stock returns? Evidence from the 2014 Scottish independence referendum," Working Papers 1913, University of Strathclyde Business School, Department of Economics.
  130. Gorodnichenko, Yuriy & Maliar, Serguei & Naubert, Christopher, 2020. "Household Savings and Monetary Policy under Individual and Aggregate Stochastic Volatility," CEPR Discussion Papers 15614, C.E.P.R. Discussion Papers.
  131. Braga-Alves, Marcus V., 2018. "Political risk and the equity trading costs of cross-listed firms," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 232-244.
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