International economic policy uncertainty and stock prices revisited: multiple and partial wavelet approach

DOI10.1016/J.ECONLET.2018.01.013MaRDI QIDQ1787360zbMATH OpenOpenAlexFDO

Authors Debojyoti Das, Surya Bhushan Kumar

Publication date 5 October 2018

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2018.01.013

zbMATH Keywords

stock priceseconomic policy uncertaintymultiple and partial wavelet approach

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Portfolio theory (91G10) General equilibrium theory (91B50)

Recommendations

• Directional spillover effects between BRICS stock markets and economic policy uncertainty
• US economic policy uncertainty and GCC stock market
• scientific article; zbMATH DE number 7295824
• Impact of economic policy uncertainty on the stock exchange of Thailand: evidence from the industry-level stock returns in Thailand
• Cross-category, trans-pacific spillovers of policy uncertainty and financial market volatility

Cited in

(15)

• Economic policy uncertainty: cross-country linkages and spillover effects on economic development in some belt and road countries
• US economic policy uncertainty and GCC stock market
• Economic policy uncertainty and emerging stock market volatility
• Economic policy uncertainty and volatility of treasury futures
• scientific article; zbMATH DE number 7295824 (Why is no real title available?)
• State-level economic policy uncertainty (EPU) and firm financial stability: is there any political insurance?
• Cross-category, trans-pacific spillovers of policy uncertainty and financial market volatility
• Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crisis
• A century of economic policy uncertainty through the French-Canadian Lens
• Directional spillover effects between BRICS stock markets and economic policy uncertainty
• Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries
• How does economic policy uncertainty comove with stock markets: new evidence from symmetric thermal optimal path method
• Investigating asymmetric determinants of the CNY-CNH exchange rate spreads: the role of economic policy uncertainty
• Climate policy uncertainty through production networks: evidence from the stock market
• Impact of economic policy uncertainty on the stock exchange of Thailand: evidence from the industry-level stock returns in Thailand

This page was built for publication: International economic policy uncertainty and stock prices revisited: multiple and partial wavelet approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1787360)