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Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach
16 references·7 citing·44 second hop
Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach (2021)Monetary policy uncertainty and stock ret…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach (2018)The energy consumption and ec…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)The Asset-Pricing Implication…Oil prices, US stock return, and the dependence between their quantiles (2015)Oil prices, US stock return, …Good and bad uncertainty: Macroeconomic and financial market implications (2015)Good and bad uncertainty: Mac…Political uncertainty and risk premia (2013)Political uncertainty and ris…Economic policy uncertainty in the US: Does it matter for the Euro area? (2013)Economic policy uncertainty i…Dynamic co-movements of stock market returns, implied volatility and policy uncertainty (2013)Dynamic co-movements of stock…The short of it: Investor sentiment and anomalies (2011)The short of it: Investor sen…CEO Ability and Management Earnings Forecasts * (2011)CEO Ability and Management Ea…Investor sentiment and the mean–variance relation☆ (2010)Investor sentiment and the me…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…The Economics of Money, Banking and Financial Markets (1986)The Economics of Money, Banki…Industrial Organization and Entrepreneurship in the Developing Countries: The Economic Groups (1978)Industrial Organization and E…The impact of climate policy uncertainty on the correlations between green bond and green stock markets (2025)The impact of climate policy …Green shoots in uncertain times: Decoding the asymmetric nexus between monetary policy uncertainty and renewable energy (2025)Green shoots in uncertain tim…Climate policy uncertainty and analyst earnings forecasts: Evidence from the Chinese energy sector (2025)Climate policy uncertainty an…The impact of a crisis on monetary policy’s influence on financial markets: Evidence from the COVID-19 pandemic (2024)The impact of a crisis on mon…Impact of geopolitical risk on the volatility spillovers among G7 and BRICS stock markets (2023)Impact of geopolitical risk o…Does powerful executive holding a dual post as the board secretary reduce nonpunitive regulation? (2023)Does powerful executive holdi…Stock market return predictability: A combination forecast perspective (2022)Stock market return predictab…Oil and the Macroeconomy since World War II (1983)Estimating Production Functions Using Inputs to Control for Unobservables (2003)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)The role of green finance in reducing CO2 emissions: An empirical analysis (2021)The General Theory of Employment, Interest and Money. (1936)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Global, local, and contagious investor sentiment (2011)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)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)Protection For Sale (1992)Distributive Politics and Economic Growth (1994)Uncertainty about Government Policy and Stock Prices (2012)Policy Uncertainty and Corporate Investment (2015)Carbon Tail Risk (2018)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)In Search of Attention (2011)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)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)The Nature of Diversified Business Groups: A Research Design and Two Case Studies (1998)Ownership and firm innovation in a transition economy: Evidence from China (2011)Why Can’t a Family Business Be More Like a Nonfamily Business? (2011)Predictability of Stock Returns: Robustness and Economic Significance (1995)Toward a Comparative Institutional Analysis (2002)Beyond carbon pricing: The role of banking and monetary policy in financing the transition to a low-carbon economy (2016)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2013Political uncertainty and risk premia2,375 cited
  • 1986The Economics of Money, Banking and Financial Markets2,292 cited
  • 2011The short of it: Investor sentiment and anomalies1,781 cited
  • 2015Oil prices, US stock return, and the dependence between their quantiles1,428 cited
  • 2015The Asset-Pricing Implications of Government Economic Policy Uncertainty1,352 cited
  • 1978Industrial Organization and Entrepreneurship in the Developing Countries: The Economic Groups854 cited
  • 2010Investor sentiment and the mean–variance relation☆694 cited
  • 2013Dynamic co-movements of stock market returns, implied volatility and policy uncertainty553 cited
  • 2013Economic policy uncertainty in the US: Does it matter for the Euro area?530 cited
  • 2018The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach530 cited
  • 2015

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

Good and bad uncertainty: Macroeconomic and financial market implications
525 cited
  • 2011CEO Ability and Management Earnings Forecasts *508 cited
  • Cited by

    • 2025Green shoots in uncertain times: Decoding the asymmetric nexus between monetary policy uncertainty and renewable energy58 cited
    • 2025The impact of climate policy uncertainty on the correlations between green bond and green stock markets23 cited
    • 2023Impact of geopolitical risk on the volatility spillovers among G7 and BRICS stock markets22 cited
    • 2022Stock market return predictability: A combination forecast perspective21 cited
    • 2023Does powerful executive holding a dual post as the board secretary reduce nonpunitive regulation?17 cited
    • 2024The impact of a crisis on monetary policy’s influence on financial markets: Evidence from the COVID-19 pandemic16 cited
    • 2025Climate policy uncertainty and analyst earnings forecasts: Evidence from the Chinese energy sector16 cited