Changes in oil price and economic policy uncertainty and the G7 stock returns: evidence from asymmetric quantile regression analysis
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Link
https://link.springer.com/content/pdf/10.1007/s10644-023-09494-9.pdf
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4. Arouri M, Estay C, Rault C, Raubaud D (2016) Economic policy uncertainty and stock markets: long-run evidence from the US. Financ Res Lett 18:136–141
5. Bahmani-Oskooee M, Saha S (2019a) On the effects of policy uncertainty on stock prices. J Econ Financ 43:764–778
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