SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Asymmetric volatility spillover between oil-importing and oil-exporting countries' economic policy uncertainty and China's energy sector
16 references·0 citing·43 second hop
Asymmetric volatility spillover between oil-importing and oil-exporting countries' economic policy uncertainty and China's energy sector (2021)Asymmetric volatility spillover between o…On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach (2018)On the transmission mechanism…Trade policy uncertainty and exports: Evidence from China's WTO accession (2017)Trade policy uncertainty and …Economic policy uncertainty and cash holdings: Evidence from BRIC countries (2017)Economic policy uncertainty a…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Economic policy uncertainty and the credit channel: Aggregate and bank level U.S. evidence over several decades (2016)Economic policy uncertainty a…Economic policy uncertainty and stock markets: Long-run evidence from the US (2016)Economic policy uncertainty a…Policy Uncertainty and Corporate Investment (2015)Policy Uncertainty and Corpor…Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers (2015)Asymmetric connectedness on t…Exporting under trade policy uncertainty: Theory and evidence (2014)Exporting under trade policy …Dynamic co-movements of stock market returns, implied volatility and policy uncertainty (2013)Dynamic co-movements of stock…Uncertainty about Government Policy and Stock Prices (2012)Uncertainty about Government …Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)Econometric Analysis of Reali…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Testing for Linear and Nonlin…Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Macroeconomics and Reality (1980)Dynamic Conditional Correlation (2002)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility (1996)Market Liquidity and Trading Activity (2001)A new statistic and practical guidelines for nonparametric Granger causality testing (2006)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)The Impact of Uncertainty Shocks (2009)Dynamic spillovers of oil price shocks and economic policy uncertainty (2014)Economic policy uncertainty and stock market volatility (2015)Why Does Stock Market Volatility Change Over Time? (1989)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Power and Bipower Variation with Stochastic Volatility and Jumps (2004)A Simple Approximate Long-Memory Model of Realized Volatility (2008)Expected Stock Returns and Variance Risk Premia (2009)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)An Economic Theory of Democracy. (1958)Distributive Politics and Economic Growth (1994)Political uncertainty and risk premia (2013)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Carbon Tail Risk (2018)The Role of Monetary Policy (1995)Measuring Uncertainty (2015)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)Economic policy uncertainty and banks’ loan pricing (2019)Economic policy uncertainty and bank liquidity hoarding (2020)
this work references cited by second hop

References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2015Policy Uncertainty and Corporate Investment2,524 cited
  • 2012Uncertainty about Government Policy and Stock Prices2,327 cited
  • 2002Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models2,224 cited
  • 1994Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation1,495 cited
  • 2016Economic policy uncertainty and the credit channel: Aggregate and bank level U.S. evidence over several decades583 cited
  • 2013Dynamic co-movements of stock market returns, implied volatility and policy uncertainty553 cited
  • 2014Exporting under trade policy uncertainty: Theory and evidence472 cited
  • 2016Economic policy uncertainty and stock markets: Long-run evidence from the US469 cited
  • 2015Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers459 cited
  • 2017Economic policy uncertainty and cash holdings: Evidence from BRIC countries446 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2018On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach379 cited
  • 2017Trade policy uncertainty and exports: Evidence from China's WTO accession348 cited
  • Cited by

    No citing works inside the corpus for this window.