Revisiting the predictive prowess of economic policy uncertainty (EPU) in stock market volatility: GEPU or NEPU?-Reference-Cited by-同舟云学术

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Revisiting the predictive prowess of economic policy uncertainty (EPU) in stock market volatility: GEPU or NEPU?

Published:2024-03 Issue: Volume:23 Page:e02068
ISSN:2468-2276
Container-title:Scientific African
language:en
Short-container-title:Scientific African

Author:

Isah Kazeem O.^ORCID,Badmus Sheriff K.,Ogunjemilua Oluwafemi D.,Adelakun Johnson O.^ORCID,Yakubu Yusuf

Publisher

Elsevier BV

Reference28 articles.

1. Policy uncertainty and corporate investment;Gulen;The Review of Financial Studies,2016

2. Measuring economic policy uncertainty;Baker;Quarterly Journal of Economics,2016

3. Risks for the long run: A potential resolution of asset pricing puzzles;Bansal;The journal of Finance,2004

4. Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model;Li;International Review of Financial Analysis,2023

5. Understanding stock market volatility: What is the role of US uncertainty?;Su;The North American Journal of Economics and Finance,2019

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Volatility spillovers among economic policy uncertainty, energy and carbon markets—The quantile time-frequency perspective;Energy;2024-10

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