How Does Economic Policy Uncertainty Connect With the Volatility ...

We examine the connection between global economic policy uncertainty (GEPU) and the dynamic spillovers of the Asia-Pacific manufacturing market within a ...

Stock market volatility and economic policy uncertainty: New insight ...

Scholars also contend that economic policy uncertainty can heighten emotional volatility in the market, characterized by anxiety, concern, and fear. Changes in ...

Economic Policy Uncertainty and Emerging Stock Market Volatility

The study's empirical results confirm that the upsurge in policy uncertainty leads to decreased stock returns. However, that influence is more ...

Economic policy uncertainty and US equity volatility - LSEG

Higher EPU did not lead to sustained higher volatility in the Russell 1000 index, but significant EPU increases led to higher short-term ...

Economic policy uncertainty and stock market volatility

Therefore, our study provides additional financial implications because out-of-sample volatility forecasts are of great importance for portfolio allocation and ...

Economic Policy Uncertainty and Emerging Stock Market Volatility

They point out that both in-sample and out-of-sample results show that economic policy uncertainty is an essential indicator of equity market ...

Policy uncertainty and stock market volatility revisited: The predictive ...

While high economic policy uncertainty (EPU) predicts high volatility, particularly when the signal quality is high, the positive relationship ...

How Does Economic Policy Uncertainty Connect With the Volatility ...

By Ismail Fasanya, Oluwatomisin Oyewole and Taofeek Agbatogun; Abstract: We examine the connection between global economic policy ...

Market liquidity and volatility: Does economic policy uncertainty ...

Sudden changes in Economic Policy Uncertainty (EPU) are examined in connection with variations in liquidity and volatility, which may indicate ...

Full article: Global economic policy uncertainty and stock volatility

The out-of-sample forecasting results show that the GEPU-based model can improve forecasting performance of stock volatility for emerging markets, especially in ...

Forecasting exchange rate volatility: is economic policy uncertainty ...

Economic policy uncertainty (EPU) reflects more information related to exchange rate volatility than traditional macroeconomic variables do, ...

Explaining the puzzle of high policy uncertainty and low market ...

Since 2000, political uncertainty has had a strong influence on market volatility in the US. Since Donald Trump became president, however, ...

Economic Policy Uncertainty and Stock Market Volatility

The check is applied to monthly data for 22 countries. The results imply that uncertainty is an instantaneous cause of stock market volatility. Estimates ...

Sector Volatility Spillover and Economic Policy Uncertainty - MDPI

Such policy uncertainty can have various impacts on private sectors. It also harms the macroeconomy [6,7]. EPU can affect cash flow by changing stock risk ...

Economic Policy Uncertainty Index

We develop a new method to measure economic policy uncertainty and test its dynamic relationship with output, investment, and employment.

How do economic policy uncertainties affect stock market volatility ...

We find that the spillover effect of EPU on stock market volatility is relatively large in the U.S., Japan and Canada, and has certain regional ...

Economic policy uncertainty and commodity market volatility

Commodity markets are stimulated by economic policy uncertainty, according to results from a two-state Markov switching model.

On the Relationship between Economic Policy Uncertainty ... - MDPI

Finally, it is seen that policy uncertainty and other macroeconomic events have significantly influenced the volatility of various market- ...

Measuring Economic Policy Uncertainty

Using firm-level data, we find that policy uncertainty is associated with greater stock price volatility and reduced investment and employment ...

How Does Economic Policy Uncertainty Connect With the Volatility ...

Our results indicate that EPU is positively ... [Show full abstract] ...