Cross-correlations between economic policy uncertainty and precious and industrial metals: A multifractal cross-correlation analysis

Author:

Aslam FaheemORCID,Zil-e-huma ,Bibi RashidaORCID,Ferreira PauloORCID

Funder

Fundacao para a Ciencia e a Tecnologia

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference102 articles.

1. Economic policy uncertainty, market returns and expected return predictability;Adjei;J. Financ. Econom. Pol.,2017

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3. Short-term predictability of crude oil markets: a detrended fluctuation analysis approach;Alvarez-Ramirez;Energy Econ.,2008

4. Economic policy uncertainty and stock markets: long-run evidence from the US;Arouri;Finance Res. Lett.,2016

5. On the efficiency of foreign exchange markets in times of the COVID-19 pandemic;Aslam;Technol. Forecast. Soc. Change,2020

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