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Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach
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Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach (2019)Do Asian emerging stock markets react to …Does gold or Bitcoin hedge economic policy uncertainty? (2019)Does gold or Bitcoin hedge ec…Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike? (2019)Do the emerging stock markets…Measuring Geopolitical Risk (2018)Measuring Geopolitical RiskGeopolitical risks and stock market dynamics of the BRICS (2018)Geopolitical risks and stock …Effects of the geopolitical risks on Bitcoin returns and volatility (2018)Effects of the geopolitical r…Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Does economic policy uncertai…Geopolitical risks and the oil-stock nexus over 1899–2016 (2017)Geopolitical risks and the oi…Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model (2017)Economic policy uncertainty a…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test (2016)Does uncertainty move the gol…The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)The Asset-Pricing Implication…International economic policy uncertainty and stock prices: Wavelet approach (2015)International economic policy…Do global factors impact BRICS stock markets? A quantile regression approach (2014)Do global factors impact BRIC…The Impact of Terrorist Attacks on International Stock Markets (2009)The Impact of Terrorist Attac…Geopolitical risk and stock prices (2024)Geopolitical risk and stock p…The role of green financing, agriculture development, geopolitical risk, and natural resource on environmental pollution in China (2023)The role of green financing, …Energy transition, natural resource consumption and environmental degradation: The role of geopolitical risk in sustainable development (2023)Energy transition, natural re…Impact of economic policy uncertainty, geopolitical risk, and economic complexity on carbon emissions and ecological footprint: an investigation of the E7 countries (2022)Impact of economic policy unc…Environmental concerns of financial inclusion and economic policy uncertainty in the era of globalization: evidence from low & high globalized OECD economies (2022)Environmental concerns of fin…Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data (2022)Does geopolitical risk matter…Do geopolitical risk and energy consumption contribute to environmental degradation? Evidence from E7 countries (2022)Do geopolitical risk and ener…Being an emerging economy: To what extent do geopolitical risks hamper technology and FDI inflows? (2022)Being an emerging economy: To…Asymmetric effects of climate policy uncertainty, geopolitical risk, and crude oil prices on clean energy prices (2022)Asymmetric effects of climate…RETRACTED ARTICLE: Do energy use and economic policy uncertainty affect CO2 emissions in China? Empirical evidence from the dynamic ARDL simulation approach (2021)RETRACTED ARTICLE: Do energy …Analyzing the time-frequency connectedness among oil, gold prices and BRICS geopolitical risks (2021)Analyzing the time-frequency …Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns (2020)Predictability of GCC stock r…Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis (2020)Industry volatility and econo…Impacts of geopolitical risks and economic policy uncertainty on Chinese tourism‐listed company stock (2020)Impacts of geopolitical risks…Global and country-specific geopolitical risk uncertainty and stock return of fragile emerging economies (2020)Global and country-specific g…Geopolitical risk and renewable energy stock markets: An insight from multiscale dynamic risk spillover (2020)Geopolitical risk and renewab…Uncertainty about Government Policy and Stock Prices (2012)Political uncertainty and risk premia (2013)The source of global stock market risk: A viewpoint of economic policy uncertainty (2016)Can economic policy uncertainty predict stock returns? Global evidence (2018)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations (2016)Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression (2017)High frequency volatility co-movements in cryptocurrency markets (2019)A test for independence based on the correlation dimension (1996)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Measuring Uncertainty (2015)Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test (2016)Does economic policy uncertainty matter for carbon emission? Evidence from US sector level data (2019)Environmental cost of non-renewable energy and economic progress: Do ICT and financial development mitigate some burden? (2021)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Time-Varying Impact of Geopolitical Risks on Oil Prices (2019)Oil price shocks, geopolitical risks, and green bond market dynamics (2020)Multivariate GARCH models: a surveyMultivariate Simultaneous Generalized ARCH (1995)What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats? (2019)Geopolitical risk and dynamic connectedness between commodity markets (2022)Oil prices, US stock return, and the dependence between their quantiles (2015)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Dynamic connectedness and integration in cryptocurrency markets (2018)Herding behaviour in cryptocurrencies (2018)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Investment under Uncertainty (1994)The Impact of Uncertainty Shocks (2009)Energy consumption, economic policy uncertainty and carbon emissions; causality evidence from resource rich economies (2020)The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements (2021)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties (2021)The cryptocurrency uncertainty index (2021)Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis (2022)Risk, Uncertainty and Profit (1921)An Intertemporal Capital Asset Pricing Model (1973)On Persistence in Mutual Fund Performance (1997)A Climate Stress-Test of the Financial System (2016)What Affects Innovation More: Policy or Policy Uncertainty? (2017)The Pollution Premium (2020)The Role of Monetary Policy (1995)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2015The Asset-Pricing Implications of Government Economic Policy Uncertainty1,352 cited
  • 2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation694 cited
  • 2018Measuring Geopolitical Risk596 cited
  • 2018Geopolitical risks and stock market dynamics of the BRICS485 cited
  • 2014Do global factors impact BRICS stock markets? A quantile regression approach430 cited
  • 2017Geopolitical risks and the oil-stock nexus over 1899–2016413 cited
  • 2018Effects of the geopolitical risks on Bitcoin returns and volatility399 cited
  • 2016Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test336 cited
  • 2015International economic policy uncertainty and stock prices: Wavelet approach329 cited
  • 2017Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model268 cited
  • 2019Does gold or Bitcoin hedge economic policy uncertainty?266 cited
  • 2019Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?256 cited
  • 2009The Impact of Terrorist Attacks on International Stock Markets224 cited

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Cited by

  • 2020Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis187 cited
  • 2020Global and country-specific geopolitical risk uncertainty and stock return of fragile emerging economies186 cited
  • 2020Geopolitical risk and renewable energy stock markets: An insight from multiscale dynamic risk spillover179 cited
  • 2021RETRACTED ARTICLE: Do energy use and economic policy uncertainty affect CO2 emissions in China? Empirical evidence from the dynamic ARDL simulation approach164 cited
  • 2022Asymmetric effects of climate policy uncertainty, geopolitical risk, and crude oil prices on clean energy prices141 cited
  • 2022Do geopolitical risk and energy consumption contribute to environmental degradation? Evidence from E7 countries130 cited
  • 2023Energy transition, natural resource consumption and environmental degradation: The role of geopolitical risk in sustainable development124 cited
  • 2020Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns120 cited
  • 2022Impact of economic policy uncertainty, geopolitical risk, and economic complexity on carbon emissions and ecological footprint: an investigation of the E7 countries117 cited
  • 2022Environmental concerns of financial inclusion and economic policy uncertainty in the era of globalization: evidence from low & high globalized OECD economies114 cited
  • 2021Analyzing the time-frequency connectedness among oil, gold prices and BRICS geopolitical risks110 cited
  • 2022Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data110 cited
  • 2023The role of green financing, agriculture development, geopolitical risk, and natural resource on environmental pollution in China106 cited
  • 2024Geopolitical risk and stock prices104 cited
  • 2020Impacts of geopolitical risks and economic policy uncertainty on Chinese tourism‐listed company stock99 cited
  • 2022Being an emerging economy: To what extent do geopolitical risks hamper technology and FDI inflows?87 cited