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The power of print: Uncertainty shocks, markets, and the economy
16 references·16 citing·35 second hopsampled
The power of print: Uncertainty shocks, markets, and the economy (2015)The power of print: Uncertainty shocks, m…Policy Uncertainty and Corporate Investment (2015)Policy Uncertainty and Corpor…Measuring Uncertainty (2015)Measuring UncertaintyUncertainty and Economic Activity: Evidence from Business Survey Data (2013)Uncertainty and Economic Acti…Measuring Economic Policy Uncertainty (2013)Measuring Economic Policy Unc…Uncertainty about Government Policy and Stock Prices (2012)Uncertainty about Government …Really Uncertain Business Cycles (2012)Really Uncertain Business Cyc…Political Uncertainty and Corporate Investment Cycles (2012)Political Uncertainty and Cor…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…Disagreement about Inflation Expectations (2003)Disagreement about Inflation …Disagreement about Inflation Expectations (2003)Disagreement about Inflation …Differences of Opinion and the Cross Section of Stock Returns (2002)Differences of Opinion and th…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…The Great Crash and the Onset of the Great Depression (1990)The Great Crash and the Onset…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Uncertainty before and during COVID‐19: A survey (2022)Uncertainty before and during…Policy uncertainty in Japan (2022)Policy uncertainty in JapanEconomic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis (2022)Economic policy uncertainty, …Effects of economic policy uncertainty and political uncertainty on business confidence and investment (2021)Effects of economic policy un…Analyzing the (a)symmetric impacts of oil price, economic policy uncertainty, and global geopolitical risk on exchange rate (2021)Analyzing the (a)symmetric im…How does economic policy uncertainty affect the bitcoin market? (2020)How does economic policy unce…Covid-19, oil price and UK economic policy uncertainty: evidence from the ARDL approach (2020)Covid-19, oil price and UK ec…Dynamic Spillover Effect Between Oil Prices and Economic Policy Uncertainty in BRIC Countries: A Wavelet-Based Approach (2019)Dynamic Spillover Effect Betw…Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains (2018)Multi-scale interactions betw…Is U.S. economic policy uncertainty priced in China's A-shares market? Evidence from market, industry, and individual stocks (2018)Is U.S. economic policy uncer…Economic policy uncertainty spillovers in small open economies: The case of Hong Kong (2018)Economic policy uncertainty s…Policy Uncertainty In Japan (2017)Policy Uncertainty In JapanEconomic Policy Uncertainty in Ireland (2017)Economic Policy Uncertainty i…Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach (2017)Do Islamic Bond (Sukuk) Price…Measuring uncertainty in the stock market (2016)Measuring uncertainty in the …Advances in financial risk management and economic policy uncertainty: An overview (2015)Advances in financial risk ma…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)Understanding business cycles (1977)The Value of Waiting to Invest (1982)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 Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)… and the Cross-Section of Expected Returns (2015)Credit Rationing in Markets with Imperfect Information (1981)Initial conditions and moment restrictions in dynamic panel data models (1995)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)The Price of Political Uncertainty: Theory and Evidence from the Option Market (2016)What Affects Innovation More: Policy or Policy Uncertainty? (2017)Economic policy uncertainty: A literature review (2019)Legal Determinants of External Finance (1997)Law and Finance (1998)Corporate Ownership Around the World (1999)Political uncertainty and risk premia (2013)An Economic Theory of Democracy. (1958)Distributive Politics and Economic Growth (1994)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Carbon Tail Risk (2018)Postwar U.S. Business Cycles: An Empirical Investigation (1997)COVID-Induced Economic Uncertainty (2020)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 2015Measuring Uncertainty2,908 cited
  • 2015Policy Uncertainty and Corporate Investment2,524 cited
  • 2012Uncertainty about Government Policy and Stock Prices2,327 cited
  • 2012Political Uncertainty and Corporate Investment Cycles2,148 cited
  • 2002Differences of Opinion and the Cross Section of Stock Returns2,145 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • 2013Uncertainty and Economic Activity: Evidence from Business Survey Data1,005 cited
  • 2013Measuring Economic Policy Uncertainty858 cited
  • 2003Disagreement about Inflation Expectations765 cited
  • 1990The Great Crash and the Onset of the Great Depression652 cited
  • 2012Really Uncertain Business Cycles613 cited
  • 2003Disagreement about Inflation Expectations586 cited

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Cited by

  • 2020How does economic policy uncertainty affect the bitcoin market?120 cited
  • 2018Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains119 cited
  • 2021Effects of economic policy uncertainty and political uncertainty on business confidence and investment94 cited
  • 2018Economic policy uncertainty spillovers in small open economies: The case of Hong Kong89 cited
  • 2022Policy uncertainty in Japan88 cited
  • 2021Analyzing the (a)symmetric impacts of oil price, economic policy uncertainty, and global geopolitical risk on exchange rate86 cited
  • 2022Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis86 cited
  • 2018Is U.S. economic policy uncertainty priced in China's A-shares market? Evidence from market, industry, and individual stocks86 cited
  • 2017Economic Policy Uncertainty in Ireland81 cited
  • 2017Policy Uncertainty In Japan79 cited
  • 2022Uncertainty before and during COVID‐19: A survey74 cited
  • 2016Measuring uncertainty in the stock market70 cited
  • 2019Dynamic Spillover Effect Between Oil Prices and Economic Policy Uncertainty in BRIC Countries: A Wavelet-Based Approach69 cited
  • 2020Covid-19, oil price and UK economic policy uncertainty: evidence from the ARDL approach60 cited
  • 2015Advances in financial risk management and economic policy uncertainty: An overview46 cited
  • 2017Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach41 cited