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The source of global stock market risk: A viewpoint of economic policy uncertainty · Study

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ArticleThe source of global stock market risk: A viewpoint of economic policy uncertainty

I‐Chun Tsai2016

Article2016

The source of global stock market risk: A viewpoint of economic policy uncertainty

212 citations·0/0 files stored·Economic Modelling

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Market Dynamics and Volatility Financial Risk and Volatility Modeling COVID-19 Pandemic Impacts

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References

1988Testing for a Unit Root in Time Series Regression 2009The Impact of Uncertainty Shocks 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets 2007The Impact of Uncertainty Shocks 2013Measuring Economic Policy Uncertainty 2014Economic policy uncertainty and corporate investment: Evidence from China

Cited by

2020Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis 2019Economic policy uncertainty and the Chinese stock market volatility: Novel evidence 2019Economic policy uncertainty, risk and stock returns: Evidence from G7 stock markets 2017Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty 2019Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market

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Year2016

Typearticle

Published2016-10-13

VenueEconomic Modelling

ISSN-L0264-9993

Languageen

Citations212

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.econmod.2016.09.002

openalex_workW2531850762

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2022ON THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY, GEOPOLITICAL RISK AND STOCK MARKET RETURNS IN SOUTH KOREA: A QUANTILE CAUSALITY ANALYSIS

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