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Volatility (38)
Returns (9)
Economic policy uncertainty (EPU) (6)
Nonparametric quantile causality (6)
Uncertainty (6)
Nonparametric causality-in-quantiles test (5)
Monetary policy (4)
Stock returns (4)
Asymmetry (3)
Equity market uncertainty (EMU) (3)
Forecasting (3)
Generalized autoregressive conditional heteroskedasticity (GARCH) (3)
Oil markets (3)
Stock markets (3)
Bond returns (2)
Economic policy uncertainty (2)
Emerging markets (2)
Exchange rate returns (2)
Financial markets (2)
Geopolitical risks (GPRs) (2)
Housing market returns (2)
Oil price uncertainty (2)
Policy uncertainty (2)
Prices (2)
Quantile causality (2)
South Africa (SA) (2)
Stock market (2)
Structural vector autoregressive (SVAR) (2)
Terror attacks (2)
Unit root tests (2)
United States (US) (2)
Alternatives (1)
Asset classes (1)
Asset correlation (1)
Asymmetric GARCH (1)
Baltic stocks (1)
Bear markets (1)
Behavioural finance (1)
Bitcoin (1)
Bonds (1)
Bull and bear phases (1)
Bull and bear regimes (1)
Bull markets (1)
C10 (1)
Causality test (1)
Causality-in-quantiles test (1)
Cay (1)
China (1)
Commodities (1)
Commodity futures markets (1)
Communication (1)
Conditional correlation (1)
Conditional distribution (1)
Conditional term spreads (1)
Consistent nonparametric test (1)
Consumption-aggregate wealth ratio (1)
Country risks (1)
Crude oil (1)
Day-of-the-week effect (1)
Defense firms (1)
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