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Browsing Research Articles (Economics) by Subject "Equity market uncertainty (EMU)"
Now showing items 1-4 of 4
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(Elsevier, 2015-11)This paper examines the causal relationship between economic policy uncertainty (EPU) and equity market uncertainty (EMU) in the US using linear and nonlinear Granger causality tests. We use daily data on the newly developed ...
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(Elsevier, 2018-10)The aim of this study is to analyze the relevance of recently developed news-based measures of economic policy and equity market uncertainty in causing and predicting the conditional quantiles of crude oil returns and risk. ...
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(Springer, 2017-11)A recent strand in the literature emphasizes the role of news-based economic policy uncertainty (EPU) and equity market uncertainty (EMU) as drivers of oil price movements. Against this backdrop, this paper uses a kth-order ...
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(Springer, 2017-11)A recent literature emphasizes the role of news-based economic policy uncertainty (EPU) and equity market uncertainty (EMU) as drivers of oil-price movements. Against this backdrop, this paper uses a k-th order nonparametric ...
Now showing items 1-4 of 4