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Economic Policy Uncertainty and Exchange Rate Volatility
16 references·16 citing·41 second hopsampled
Economic Policy Uncertainty and Exchange Rate Volatility (2014)Economic Policy Uncertainty and Exchange …The relationship between exchange rates and international trade: a literature review (2013)The relationship between exch…Political uncertainty and risk premia (2013)Political uncertainty and ris…Measuring Economic Policy Uncertainty (2013)Measuring Economic Policy Unc…Economic policy uncertainty in the US: Does it matter for the Euro area? (2013)Economic policy uncertainty i…Political Uncertainty and Corporate Investment Cycles (2012)Political Uncertainty and Cor…Capital flow waves: Surges, stops, flight, and retrenchment (2012)Capital flow waves: Surges, s…Precarious Politics and Return Volatility (2011)Precarious Politics and Retur…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Exchange rate volatility and productivity growth: The role of financial development (2009)Exchange rate volatility and …Stock market volatility around national elections (2008)Stock market volatility aroun…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…Exchange Rate Models Are Not as Bad as You Think [with Comments and Discussion] (2007)Exchange Rate Models Are Not …What matters for financial development? Capital controls, institutions, and interactions (2005)What matters for financial de…Finance and the Business Cycle: International, Inter‐Industry Evidence (2005)Finance and the Business Cycl…Foundations of International Macroeconomics (1997)Foundations of International …Electoral business cycle in industrial democracies (1993)Electoral business cycle in i…Are Firms More Willing to Seek Green Technology Innovation in the Context of Economic Policy Uncertainty? —Evidence from China (2023)Are Firms More Willing to See…What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets? (2022)What drives cross-border spil…Exchange rate volatility connectedness during Covid-19 outbreak: DECO-GARCH and Transfer Entropy approaches (2022)Exchange rate volatility conn…Exchange rate return predictability in times of geopolitical risk (2022)Exchange rate return predicta…Uncertainty and exchange rate volatility: Evidence from Mexico (2021)Uncertainty and exchange rate…Modeling the exchange rate pass-through in Turkey with uncertainty and geopolitical risk: a Markov regime-switching approach (2021)Modeling the exchange rate pa…Is Financial Innovation Bestowed or a Curse for Economic Sustainably: The Mediating Role of Economic Policy Uncertainty (2021)Is Financial Innovation Besto…Heterogeneous effects of economic policy uncertainty and foreign direct investment on environmental quality: cross-country evidence (2021)Heterogeneous effects of econ…Geopolitical risks and historical exchange rate volatility of the BRICS (2021)Geopolitical risks and histor…Do financial inclusion and R&D matter? Exploring the effect of uncertainty on economic performance (2021)Do financial inclusion and R&…Economic policy uncertainty and exchange rates in emerging markets: Short and long runs evidence (2019)Economic policy uncertainty a…Economic policy uncertainty and dollar-pound exchange rate return volatility (2019)Economic policy uncertainty a…Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies (2019)Does the U.S. economic policy…Can economic policy uncertainty predict exchange rate volatility? New evidence from the GARCH-MIDAS model (2019)Can economic policy uncertain…Pre-Brexit (2018)Pre-BrexitDoes Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test (2016)Does Economic Policy Uncertai…Inference in Linear Time Series Models with some Unit Roots (1990)Dynamic connectedness of uncertainty across developed economies: A time-varying approach (2018)On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach (2018)Economic policy uncertainty and financial stability–Is there a relation? (2020)Irreversibility, Uncertainty, and Cyclical Investment (1980)Investment Under Uncertainty. (1994)Economic policy uncertainty and firm-level investment (2013)The Asset Redeployability Channel: How Uncertainty Affects Corporate Investment (2016)The Price of Political Uncertainty: Theory and Evidence from the Option Market (2016)Optimum Technical Change in An Aggregative Model of Economic Growth (1965)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Income maximization and the selection and sorting of international migrants (2010)Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* (2019)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–2004 (2007)A New Measure of Financial Openness (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Stories of the Twentieth Century for the Twenty-First (2012)Cross-Border Banking and Global Liquidity (2014)U.S. Monetary Policy and the Global Financial Cycle (2020)Legal Determinants of External Finance (1997)Law and Finance (1998)Financial intermediation and growth: Causality and causes (2000)Financial Globalization: A Reappraisal (2006)The macroeconomic consequences of disasters (2008)Protection For Sale (1992)Distributive Politics and Economic Growth (1994)Uncertainty about Government Policy and Stock Prices (2012)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Carbon Tail Risk (2018)Corporate Ownership Around the World (1999)Policy Uncertainty and Corporate Investment (2015)The determinants of cross-border equity flows (2004)Financial Globalization: A Reappraisal (2006)Why Doesn't Capital Flow from Rich to Poor Countries? An Empirical Investigation (2008)
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References

  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 1997Foundations of International Macroeconomics2,980 cited
  • 2005What matters for financial development? Capital controls, institutions, and interactions2,650 cited
  • 2013Political uncertainty and risk premia2,375 cited
  • 2012Political Uncertainty and Corporate Investment Cycles2,148 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • 2012Capital flow waves: Surges, stops, flight, and retrenchment1,579 cited
  • 2009Exchange rate volatility and productivity growth: The role of financial development901 cited
  • 2013Measuring Economic Policy Uncertainty858 cited
  • 2013Economic policy uncertainty in the US: Does it matter for the Euro area?530 cited
  • 2011Precarious Politics and Return Volatility528 cited
  • 2005Finance and the Business Cycle: International, Inter‐Industry Evidence498 cited
  • 2008Stock market volatility around national elections435 cited
  • 1993Electoral business cycle in industrial democracies230 cited
  • 2013The relationship between exchange rates and international trade: a literature review192 cited
  • 2007

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Exchange Rate Models Are Not as Bad as You Think [with Comments and Discussion]
176 cited

Cited by

  • 2016Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test199 cited
  • 2019Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies178 cited
  • 2021Heterogeneous effects of economic policy uncertainty and foreign direct investment on environmental quality: cross-country evidence140 cited
  • 2019Economic policy uncertainty and dollar-pound exchange rate return volatility129 cited
  • 2019Can economic policy uncertainty predict exchange rate volatility? New evidence from the GARCH-MIDAS model115 cited
  • 2021Geopolitical risks and historical exchange rate volatility of the BRICS99 cited
  • 2019Economic policy uncertainty and exchange rates in emerging markets: Short and long runs evidence86 cited
  • 2021Uncertainty and exchange rate volatility: Evidence from Mexico77 cited
  • 2022Exchange rate return predictability in times of geopolitical risk73 cited
  • 2021Is Financial Innovation Bestowed or a Curse for Economic Sustainably: The Mediating Role of Economic Policy Uncertainty47 cited
  • 2022What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets?42 cited
  • 2021Do financial inclusion and R&D matter? Exploring the effect of uncertainty on economic performance30 cited
  • 2018Pre-Brexit29 cited
  • 2022Exchange rate volatility connectedness during Covid-19 outbreak: DECO-GARCH and Transfer Entropy approaches28 cited
  • 2021Modeling the exchange rate pass-through in Turkey with uncertainty and geopolitical risk: a Markov regime-switching approach24 cited
  • 2023Are Firms More Willing to Seek Green Technology Innovation in the Context of Economic Policy Uncertainty? —Evidence from China17 cited