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The source of global stock market risk: A viewpoint of economic policy uncertainty
15 references·16 citing·43 second hop
The source of global stock market risk: A viewpoint of economic policy uncertainty (2016)The source of global stock market risk: A…Measuring Economic Policy Uncertainty (2015)Measuring Economic Policy Unc…International economic policy uncertainty and stock prices: Wavelet approach (2015)International economic policy…Economic policy uncertainty and stock market volatility (2015)Economic policy uncertainty a…Economic policy uncertainty and capital structure choice: Evidence from China (2015)Economic policy uncertainty a…Uncertainty shocks and unemployment dynamics in U.S. recessions (2014)Uncertainty shocks and unempl…Economic policy uncertainty and corporate investment: Evidence from China (2014)Economic policy uncertainty a…Measuring Economic Policy Uncertainty (2013)Measuring Economic Policy Unc…Economic Uncertainty and the Effectiveness of Monetary Policy (2013)Economic Uncertainty and the …Economic policy uncertainty in the US: Does it matter for the Euro area? 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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
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  • 2014Uncertainty shocks and unemployment dynamics in U.S. recessions510 cited
  • 2015Measuring Economic Policy Uncertainty502 cited
  • 2015International economic policy uncertainty and stock prices: Wavelet approach329 cited
  • 2015Economic policy uncertainty and capital structure choice: Evidence from China251 cited
  • 2013Economic Uncertainty and the Effectiveness of Monetary Policy

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105 cited

Cited by

  • 2020Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis187 cited
  • 2019Economic policy uncertainty and the Chinese stock market volatility: Novel evidence167 cited
  • 2019Economic policy uncertainty, risk and stock returns: Evidence from G7 stock markets145 cited
  • 2017Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty134 cited
  • 2019Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market131 cited
  • 2022ON THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY, GEOPOLITICAL RISK AND STOCK MARKET RETURNS IN SOUTH KOREA: A QUANTILE CAUSALITY ANALYSIS119 cited
  • 2018The impacts of global economic policy uncertainty on stock market returns in regime switching environment: Evidence from sectoral perspectives115 cited
  • 2020Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market96 cited
  • 2018Is U.S. economic policy uncertainty priced in China's A-shares market? Evidence from market, industry, and individual stocks86 cited
  • 2020Economic Policy Uncertainty and Stock Returns of Africa: A Wavelet Coherence Analysis82 cited
  • 2023Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty79 cited
  • 2021The impact of economic policy uncertainty on stock volatility: Evidence from GARCH–MIDAS approach78 cited
  • 2019Oil price shocks, global economic policy uncertainty, geopolitical risk, and stock price in Malaysia: Factor augmented VAR approach78 cited
  • 2021Stock market performance and COVID-19 pandemic: evidence from a developing economy71 cited
  • 2019Dynamic Spillover Effect Between Oil Prices and Economic Policy Uncertainty in BRIC Countries: A Wavelet-Based Approach69 cited
  • 2022The relationship between cash flow uncertainty and extreme risk: International evidence68 cited