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US Economic Policy Uncertainty and Co-Movements between Chinese and US Stock Markets · Study

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ArticleUS Economic Policy Uncertainty and Co-Movements between Chinese and US Stock Markets

Xiaoming Li2016

OA

Articlegreen2016

US Economic Policy Uncertainty and Co-Movements between Chinese and US Stock Markets

Xiaoming Li · Lu Peng

148 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

2016Measuring Economic Policy Uncertainty*2013Political uncertainty and risk premia 2012Uncertainty about Government Policy and Stock Prices 2001Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH 2014Economic policy uncertainty and corporate investment: Evidence from China 2005Stock Market Uncertainty and the Stock-Bond Return Relation 2010Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?2013Dynamic co-movements of stock market returns, implied volatility and policy uncertainty

Cited by

2019Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market 2020Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?2019Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China 2020Impacts of geopolitical risks and economic policy uncertainty on Chinese tourism‐listed company stock 2020Economic policy uncertainty and the Bitcoin-US stock nexus

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Year2016

Typearticle

Published2016-01-01

VenueEconomic Modelling

ISSN-L0264-9993

Languageen

Citations148

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.econmod.2016.11.019

openalex_workW3122203833

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2020Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China

2018Is U.S. economic policy uncertainty priced in China's A-shares market? Evidence from market, industry, and individual stocks

2020Economic Policy Uncertainty and Stock Returns of Africa: A Wavelet Coherence Analysis