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Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries
16 references·0 citing·41 second hop
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 2022Measuring Geopolitical Risk3,788 cited
  • 2015Policy Uncertainty and Corporate Investment2,524 cited
  • 2013Political uncertainty and risk premia2,375 cited
  • 2012Uncertainty about Government Policy and Stock Prices2,327 cited
  • 2013Corporate Social Responsibility Reporting in China: Symbol or Substance?1,786 cited
  • 1994Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation1,495 cited
  • 2015The Asset-Pricing Implications of Government Economic Policy Uncertainty1,352 cited
  • 2015TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 5001,123 cited
  • 2022The World Uncertainty Index1,074 cited
  • 2016Policy Uncertainty and Corporate Investment1,064 cited

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  • 2006A new statistic and practical guidelines for nonparametric Granger causality testing962 cited
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