Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries

Author:

Hong Yun,Zhang Rushan,Zhang Feipeng

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference79 articles.

1. Oil price and economic performance: Additional evidence from advanced economies;Adeosun;Resources Policy,2022

2. The world uncertainty index;Ahir;National bureau of economic research.,2022

3. Multiscale relationship between economic policy uncertainty and sectoral returns: Implications for portfolio management;Al Rababa’a;Research in International Business and Finance,2022

4. Economic policy uncertainty and stock markets’ co-movements;Albrecht;International Journal of Finance and Economics,2022

5. Oil price and US dollar exchange rate: Change detection of bi-directional causal impact;Albulescu;Energy Economics,2021

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