1. Social networks, financial knowledge, and urban–rural family entrepreneurship. (2025). Jia, Xiaofei ; Zhang, Naiqian ; Tong, Tong ; Li, Yongna.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002934.

   Full description at Econpapers || Download paper

2. Local government debt, financing constraints and firms green total factor productivity. (2025). Zhao, Shumeng ; Liu, LU.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:97:y:2025:i:c:s1057521924008068.

   Full description at Econpapers || Download paper

3. Dynamic connectedness between crude oil futures and energy industrial bond credit spread: Evidence from China. (2025). Ren, Yi-Shuai ; Klein, Tony ; Jiang, Yong ; Liu, Pei-Zhi ; Weber, Olaf.
   In: Energy Economics.
   RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001173.

   Full description at Econpapers || Download paper

4. Modeling and forecasting listed tourism firms€™ risk in China using a trend asymmetric GARCH-MIDAS model. (2024). Yang, Peng ; Wen, Long ; Liu, Han ; Song, Haiyan.
   In: Tourism Economics.
   RePEc:sae:toueco:v:30:y:2024:i:6:p:1404-1422.

   Full description at Econpapers || Download paper

5. Sectoral responses to economic policy uncertainty and geopolitical risk in the US stock market. (2024). Choi, Sun-Yong.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000392.

   Full description at Econpapers || Download paper

6. The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model. (2024). Gao, Hongfu ; Zhang, Feipeng ; Yuan, DI.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:35:y:2024:i:c:s240585132400028x.

   Full description at Econpapers || Download paper

7. Climate policy uncertainty and bank liquidity creation. (2024). Ren, Xingzi ; Xu, Xiaoming ; He, Feng.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324004331.

   Full description at Econpapers || Download paper

8. Spatial correlation of local government implicit debt tail risks in China and its spillover effects on the banking system. (2024). Zhang, Zhongyi ; Hao, Jing ; Xu, Jiaxiang ; Wen, Bohui.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005416.

   Full description at Econpapers || Download paper

9. Cross-country risk spillovers of ESG stock indices: Dynamic patterns and the role of climate transition risks. (2024). Zhang, Yunhan ; Chen, Yingtong ; Li, Yichong ; Ma, Yanran ; Guo, Kun.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004095.

   Full description at Econpapers || Download paper

10. Volatility forecasting of Chinese energy market: Which uncertainty have better performance?. (2024). Xiang, Yitian ; Zou, Yang ; Guo, Songlin ; Zhang, Jiaming.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004684.

    Full description at Econpapers || Download paper

11. The security of energy import: Do economic policy uncertainty and geopolitical risk really matter?. (2024). Zhang, Xiuqi ; Meng, Xiangyu ; Su, Chi Wei.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:82:y:2024:i:c:p:377-388.

    Full description at Econpapers || Download paper

12. Influence of public credit risk on private capital in public–private partnership models. (2023). Li, Wei ; Sun, Siwei.
    In: Managerial and Decision Economics.
    RePEc:wly:mgtdec:v:44:y:2023:i:2:p:1330-1343.

    Full description at Econpapers || Download paper

13. The impact of energy-exporting countries’ EPUs on China’s energy futures investors: Risk preference, investment position and investment horizon. (2023). Ouyang, Zhi-Yi ; Dai, Xingyu ; Wang, Qunwei.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001921.

    Full description at Econpapers || Download paper

14. The volatility of natural resources implications for sustainable development: Crude oil volatility prediction based on the multivariate structural regime switching. (2023). Tang, Yusui ; Ma, Feng.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003239.

    Full description at Econpapers || Download paper

15. How are climate risk shocks connected to agricultural markets?. (2023). Zhang, Yunhan ; Li, Yichong ; Zhao, Wanli ; Ji, Qiang ; Guo, Kun.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000570.

    Full description at Econpapers || Download paper

16. Stock market volatility predictability in a data-rich world: A new insight. (2023). Ma, Yuanhui ; Wahab, M. I. M., ; Wang, Jiqian.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:39:y:2023:i:4:p:1804-1819.

    Full description at Econpapers || Download paper

17. Emigration and outward FDI in China: Key role of institutional quality. (2023). Chen, Lin ; Cheng, Chen.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005992.

    Full description at Econpapers || Download paper

18. Less is more? New evidence from stock market volatility predictability. (2023). Guo, Qiang ; Ma, Feng ; Lu, Fei.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003356.

    Full description at Econpapers || Download paper

19. A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns. (2023). Huang, Yisu ; Ma, Feng ; Bouri, Elie.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001722.

    Full description at Econpapers || Download paper

20. Institutional enforcement of environmental fiscal stance and energy stock markets performance: Evaluating for returns and risk among connected markets. (2023). Philips, Abiodun S.
    In: Energy.
    RePEc:eee:energy:v:263:y:2023:i:pe:s0360544222029437.

    Full description at Econpapers || Download paper

21. Forecasting the realized volatility of Energy Stock Market: A multimodel comparison. (2023). Su, Mengying ; Guo, Lili ; Li, Junwen ; Hu, Jiayu ; Zhou, Deheng.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000189.

    Full description at Econpapers || Download paper

22. Renewable energy and portfolio volatility spillover effects of GCC oil exporting countries. (2022). Polinori, Paolo ; D'Errico, Maria Chiara ; Bigerna, Simona ; Simshauer, Paul.
    In: MPRA Paper.
    RePEc:pra:mprapa:114164.

    Full description at Econpapers || Download paper

23. Conditional Dynamic Dependence and Risk Spillover between Crude Oil Prices and Foreign Exchange Rates: New Evidence from a Dynamic Factor Copula Model. (2022). Zhou, Yingying ; Wang, XU ; Wu, Xueyan.
    In: Energies.
    RePEc:gam:jeners:v:15:y:2022:i:14:p:5220-:d:865984.

    Full description at Econpapers || Download paper

24. Exploring the asymmetric impact of economic policy uncertainty on Chinas carbon emissions trading market price: Do different types of uncertainty matter?. (2022). Li, Zheng ; Shao, Xuefeng ; Umar, Muhammad ; Su, Chi-Wei.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:178:y:2022:i:c:s0040162522001330.

    Full description at Econpapers || Download paper

25. Does the volatility spillover effect matter in oil price volatility predictability? Evidence from high-frequency data. (2022). Xu, Weiju ; Li, Pan ; Wu, Lan ; Huang, Dengshi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:82:y:2022:i:c:p:299-306.

    Full description at Econpapers || Download paper

26. Deep learning in the Chinese stock market: The role of technical indicators. (2022). Yan, Sheng ; Ma, Chenyao.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322002653.

    Full description at Econpapers || Download paper

27. Policy uncertainty and carbon neutrality: Evidence from China. (2022). Lu, Xinjie ; Xu, Weiju ; Zeng, Qing ; Ma, Feng.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000848.

    Full description at Econpapers || Download paper

28. Oil futures volatility predictability: Evidence based on Twitter-based uncertainty. (2022). Lu, Xinjie ; Lang, Qiaoqi ; Ma, Feng ; Huang, Dengshi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004992.

    Full description at Econpapers || Download paper

29. Extreme risk spillover between crude oil price and financial factors. (2022). Fan, Ying ; Zhao, Wan-Li ; Ji, Qiang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003457.

    Full description at Econpapers || Download paper

30. Asymmetric causality of economic policy uncertainty and oil volatility index on time-varying nexus of the clean energy, carbon and green bond. (2022). Ren, Xiaohang ; Wang, Xiong ; Li, Jingyao.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002605.

    Full description at Econpapers || Download paper

31. Natural gas volatility predictability in a data-rich world. (2022). Li, Pan ; Ma, Feng ; Lu, Fei ; Huang, Dengshi.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s105752192200179x.

    Full description at Econpapers || Download paper

32. Stock market entry timing and retail investors disposition effect. (2022). Wang, Ziqiao ; Zhang, Xiaotao ; Liu, Jiubiao ; Hao, Jing.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001661.

    Full description at Econpapers || Download paper

33. Systemic risk of commodity markets: A dynamic factor copula approach. (2022). Fang, YI ; Zhao, Yang ; Chen, Xiang ; Ouyang, Ruolan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:82:y:2022:i:c:s105752192200165x.

    Full description at Econpapers || Download paper

34. Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent. (2022). Zhang, Yaojie ; Wang, Yudong ; Wei, YU.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000709.

    Full description at Econpapers || Download paper

35. Conditional sovereign CDS in market basket risk scenario: A dynamic vine-copula analysis. (2022). Dai, Xingyu ; Wang, Qunwei ; Liu, Mengmeng ; Xiao, Ling ; Wu, Fei.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000059.

    Full description at Econpapers || Download paper

36. Economic policy uncertainty and stock market sector time-varying spillover effect: Evidence from China. (2022). Dai, Zhifeng ; Peng, Yongxin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000936.

    Full description at Econpapers || Download paper

37. Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: Evidence from multiscale quantile perspectives. (2022). Xing, Zhanming ; Chen, Yiwen ; Ren, Yinghua ; Hau, Liya ; Zhu, Huiming.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000523.

    Full description at Econpapers || Download paper

38. Cross-category spillover effects of economic policy uncertainty between China and the US: Time and frequency evidence. (2022). Li, Youshu ; Shao, Qinglong ; Guo, Junjie.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000227.

    Full description at Econpapers || Download paper

39. Economic policy uncertainty exposure and stock price bubbles: Evidence from China. (2021). Wu, Ji ; Cui, Xin ; He, Feng ; Cheng, Feiyang ; Wang, Chunfeng.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002817.

    Full description at Econpapers || Download paper

1. Amonlirdviman, K. ; Carvalho, C. Loss aversion, asymmetric market comovements, and the home bias. 2010 Journal of International Money and Finance. 29 1303-1320

2. Antonakakis, N. ; Chatziantoniou, I. ; Filis, G. Dynamic co-movements of stock market returns, implied volatility and policy uncertainty. 2013 Economics Letters. 120 87-92

3. Arouri, M. ; Estay, C. ; Rault, C. ; Roubaud, D. Economic policy uncertainty and stock markets: Long-run evidence from the US. 2016 Finance Research Letters. 18 136-141

4. Baker, S.R. ; Bloom, N. ; Davis, S.J. Measuring economic policy uncertainty. 2016 The Quarterly Journal of Economics. 131 1593-1636

5. Balcilar, M. ; Gupta, R. ; Kim, W.J. ; Kyei, C. The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea. 2019 International Review of Economics and Finance. 59 150-163

6. Barndorff-Nielsen, O.E. ; Kinnebrock, S. ; Shephard, N. Measuring Downside Risk - Realised Semivariance. CREATES Research Paper No. 2008. 2008 :

7. Barndorff-Nielsen, O.E. ; Shephard, N. Econometric analysis of realized volatility and its use in estimating stochastic volatility models. 2002 Royal Statistical Society. 64 253-280

8. Baruník, J. ; Kočenda, E. ; Vácha, L. Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers. 2016 Journal of Financial Markets. 27 55-78

9. Beckmann, J. ; Czudaj, R. Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?. 2013 Energy Economics. 40 665-678

10. BenSaïda, A. Good and bad volatility spillovers: An asymmetric connectedness. 2019 Journal of Financial Markets. 43 78-95

11. Berg, K.A. ; Vu, N.T. International spillovers of U.S. financial volatility. 2019 Journal of International Money and Finance. 97 19-34

12. Bilgin, M.H. ; Gozgor, G. ; Lau, C.K.M. ; Sheng, X. The effects of uncertainty measures on the price of gold. 2018 International Review of Financial Analysis. 58 1-7

13. Boldanov, R. ; Degiannakis, S. ; Filis, G. Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. 2016 International Review of Financial Analysis. 48 209-220

14. Bordo, M.D. ; Duca, J.V. ; Koch, C. Economic policy uncertainty and the credit channel: aggregate and bank level U.S. evidence over several decades. 2016 Journal of Financial Stability. 29 523-564

15. Canova, F. ; Gambetti, L. Structural changes in the U.S. economy: Is there a role for monetary policy?. 2009 Journal of Economic Dynamics and Control. 33 477-490

16. Cheng, C.H.J. Effects of foreign and domestic economic policy uncertainty shocks on South Korea. 2017 Journal of Asian Economics. 51 1-11

17. Demir, E. ; Ersan, O. Economic policy uncertainty and cash holdings: Evidence from BRIC countries. 2017 Emerging Markets Review. 33 189-200

18. Diebold, F.X. ; Yilmaz, K. Better to give than to receive: Predictive directional measurement of volatility spillovers. 2012 International Journal of Forecasting. 28 57-66

19. Fang, L. ; Chen, B. ; Yu, H. ; Xiong, C. The effect of economic policy uncertainty on the long-run correlation between crude oil and the U.S. stock markets. 2018 Finance Research Letters. 24 199-220

20. Feng, L. ; Li, Z. ; Swenson, D.L. Trade policy uncertainty and exports: Evidence from China’s WTO accession. 2017 Journal of International Economics. 106 20-36

21. Ferreira, M.A. ; Gama, P.M. Does sovereign debt ratings news spill over to international stock markets?. 2007 Journal of Banking and Finance. 31 3162-3182

22. Gabauer, D. ; Gupta, R. On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach[J]. 2018 Economics Letters. 171 63-71

23. Giordani, P. ; Kohn, R. Efficient Bayesian inference for multiple change- point and mixture innovation models. 2008 Journal of Business and Economic Statistics. 26 66-77

24. Gospodinov, N. ; Jamali, I. The response of stock market volatility to futures-based measures of monetary policy shocks. 2015 International Review of Economics and Finance. 37 42-54

25. Gulen, H. ; Ion, M. Policy uncertainty and corporate investment. 2016 Review of Financial Studies. 29 523-564

26. Handley, K. Exporting under trade policy uncertainty: Theory and evidence. 2014 Journal of International Economics. 94 50-66

27. He, F. ; Liu, Z. ; Chen, S. Industry returns and volatility spillovers in the Chinese stock market: An early warning signal of systemic risk. 2018 IEEE Access:
    Paper not yet in RePEc: Add citation now
    

28. Hiemstra, C. ; Jones, J.D. Testing for linear and nonlinear granger causality in the stock Price-volume relation. 1994 The Journal of Finance. 49 1639-1664

29. Hu, Z. ; Kutan, A.M. ; Sun, P.W. Is U.S. economic policy uncertainty priced in China’s A-shares market? Evidence from market, industry, and individual stocks. 2018 International Review of Financial Analysis. 57 207-220

30. Junttila, J. ; Pesonen, J. ; Raatikainen, J. Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold. 2018 Journal of International Financial Markets Institutions and Money. 56 255-280

31. Kido, Y. On the link between the US economic policy uncertainty and exchange rates. 2016 Economics Letters. 144 49-52

32. Koop, G. ; Leon-Gonzales, R. ; Strachan, R. On the evolution of the monetary policy transmission mechanism. 2009 Journal of Economic Dynamics and Control. 33 997-1017

33. Koop, G. ; Pesaran, M.H. ; Potter, S.M. Impulse response analysis in non-linear multivariate models. 1996 Journal of Econometrics. 74 119-147

34. Korobilis, D. Assessing the transmission of monetary policy using time-varying parameter dynamic factor models. 2013 Oxford Bulletin of Economics and Statistics. 75 157-179
    Paper not yet in RePEc: Add citation now
    

35. Li, X.M. ; Peng, L. US economic policy uncertainty and co-movements between Chinese and US stock markets. 2017 Economic Modelling. 61 27-39

36. Li, X.M. ; Zhang, B. ; Gao, R. Economic policy uncertainty shocks and stock-bond correlations: Evidence from the US market. 2015 Economics Letters. 132 91-96

37. Liu, J. ; Kemp, A. Forecasting the sign of U.S. oil and gas industry stock index excess returns employing macroeconomic variables. 2019 Energy Economics. 81 672-686

38. Ma, Y. ; Wang, Z. ; He, F. How do economic policy uncertainties affect stock market volatility?-evidence from G7 countries. 2020 International Journal of Finance and Economics. -
    Paper not yet in RePEc: Add citation now
    

39. Mei, D. ; Zeng, Q. ; Zhang, Y. ; Hou, W. Does US economic policy uncertainty matter for European stock markets volatility?. 2018 Physica A: Statistical Mechanics and its Applications. 512 215-221

40. Pastor, L. ; Veronesi, P. Uncertainty about government policy and stock prices. 2012 Journal of Finance. 67 1219-1264

41. Pesaran, H.H. ; Shin, Y. Generalized impulse response analysis in linear multivariate models. 1998 Economics Letters. 58 17-29

42. Phan, D.H.B. ; Sharma, S.S. ; Tran, V.T. Can economic policy uncertainty predict stock returns? Global evidence. 2018 Journal of International Financial Markets Institutions and Money. 55 134-150

43. Rafiq, S. ; Sgro, P. ; Apergis, N. Asymmetric oil shocks and external balances of major oil exporting and importing countries. 2016 Energy Economics. 56 42-50

44. Reboredo, J.C. ; Rivera-Castro, M.A. ; Ugolini, A. Downside and upside risk spillovers between exchange rates and stock prices. 2016 Journal of Banking and Finance. 62 76-96

45. Salisu, A.A. ; Raheem, I.D. ; Ndako, U.B. A sectoral analysis of asymmetric nexus between oil price and stock returns. 2019 International Review of Economics and Finance. 61 241-259

46. Sarwar, S. ; Khalfaoui, R. ; Waheed, R. ; Dastgerdi, H.G. Volatility spillovers and hedging: Evidence from Asian oil-importing countries. 2019 Resources Policy. 61 479-488

47. Su, Z. ; Fang, T. ; Yin, L. Understanding stock market volatility: What is the role of U.S. uncertainty?. 2019 The North American Journal of Economics and Finance.. 48 582-590

48. Trung, N.B. The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach. 2019 North American Journal of Economics and Finance. 48 90-110
    Paper not yet in RePEc: Add citation now
    

49. Wang, Z. ; Li, Y. ; He, F. Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China. 2020 Research in International Business and Finance. 53 101233-

50. Wen, D. ; Liu, L. ; Ma, C. ; Wang, Y. Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries. 2020 Energy. 212 -

51. Xiong, X. ; Bian, Y. ; Shen, D. The time-varying correlation between policy uncertainty and stock returns: Evidence from China. 2018 Physica A: Statistical Mechanics and its Applications. 499 413-419

52. Xu, W. ; Ma, F. ; Chen, W. ; Zhang, B. Asymmetric volatility spillovers between oil and stock markets: Evidence from China and the United States. 2019 Energy Economics. 80 310-320

53. Yang, L. ; Cai, X.J. ; Hamori, S. Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently ? A wavelet coherence analysis. 2017 International Review of Economics and Finance. 49 536-547

54. Yu, H. ; Fang, L. ; Sun, W. Forecasting performance of global economic policy uncertainty for volatility of Chinese stock market. 2018 Physica A: Statistical Mechanics and its Applications. 505 931-940

55. Yu, M. ; Song, J. Volatility forecasting: Global economic policy uncertainty and regime switching. 2018 Physica A: Statistical Mechanics and its Applications. 511 316-323

56. Zhang, X.B. ; Zheng, X. ; Qin, P. ; Xie, L. Oil import tariff game for energy security: The case of China and India. 2018 Energy Economics. 72 255-262

1. Volatility connectedness on the central European forex markets. (2024). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:93:y:2024:i:c:s105752192400111x.

   Full description at Econpapers || Download paper

2. Heterogeneous Behavior and Volatility Transmission in the Forex Market using High-Frequency Data. (2023). Shira, Ruba Khalid ; Lamouchi, Rim Ammar.
   In: Journal of Applied Finance & Banking.
   RePEc:spt:apfiba:v:13:y:2023:i:3:f:13_3_3.

   Full description at Econpapers || Download paper

3. Foreign bias in institutional portfolio allocation: The role of social trust. (2023). Drobetz, Wolfgang ; Monkemeyer, Marwin ; Requejo, Ignacio ; Schroder, Henning.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:214:y:2023:i:c:p:233-269.

   Full description at Econpapers || Download paper

4. Comovement and contagion in commodity markets. (2022). Handika, Rangga ; Chalid, Dony Abdul.
   In: Cogent Economics & Finance.
   RePEc:taf:oaefxx:v:10:y:2022:i:1:p:2064079.

   Full description at Econpapers || Download paper

5. Mapping the field of behavioural biases: a literature review using bibliometric analysis. (2022). Singh, Simarjeet ; Walia, Nidhi ; Jain, Jinesh.
   In: Management Review Quarterly.
   RePEc:spr:manrev:v:72:y:2022:i:3:d:10.1007_s11301-021-00215-y.

   Full description at Econpapers || Download paper

6. Incentive Fees with a Moving Benchmark and Portfolio Selection under Loss Aversion. (2022). Lai, Anh Ngoc ; Mellios, Constantin.
   In: Post-Print.
   RePEc:hal:journl:hal-03708926.

   Full description at Econpapers || Download paper

7. Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets. (2022). Goutte, Stéphane ; Ben Amar, Amine ; Isleimeyyeh, Mohammad.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:85:y:2022:i:c:p:386-400.

   Full description at Econpapers || Download paper

8. Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?. (2022). Goutte, Stéphane ; Ben Amar, Amine ; Benkraiem, Ramzi ; Isleimeyyeh, Mohammad.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:82:y:2022:i:c:s105752192200151x.

   Full description at Econpapers || Download paper

9. Asymmetric volatility spillover among Chinese sectors during COVID-19. (2021). Shahzad, Syed Jawad Hussain ; Bouri, Elie ; Peng, Zhe ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:75:y:2021:i:c:s105752192100096x.

   Full description at Econpapers || Download paper

10. Asymmetric volatility spillover between oil-importing and oil-exporting countries economic policy uncertainty and Chinas energy sector. (2021). Wang, Ziwei ; Ma, Feng ; He, Feng ; Yang, Bohan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:75:y:2021:i:c:s105752192100082x.

    Full description at Econpapers || Download paper

11. Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market. (2020). Yin, Libo ; Wang, Ziwei ; He, Feng.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303055.

    Full description at Econpapers || Download paper

12. Dynamic Connectedness in Emerging Asian Equity Markets. (2018). Sethapramote, Yuthana ; Manopimoke, Pym ; Prukumpai, Suthawan.
    In: PIER Discussion Papers.
    RePEc:pui:dpaper:82.

    Full description at Econpapers || Download paper

13. Do oil shocks predict economic policy uncertainty?. (2018). Ur, Mobeen.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:498:y:2018:i:c:p:123-136.

    Full description at Econpapers || Download paper

14. International economic policy uncertainty and stock prices revisited: Multiple and Partial wavelet approach. (2018). Das, Debojyoti ; Kumar, Surya Bhushan.
    In: Economics Letters.
    RePEc:eee:ecolet:v:164:y:2018:i:c:p:100-108.

    Full description at Econpapers || Download paper

15. Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty. (2018). Liow, Kim ; Huang, Yuting ; Liao, Wen-Chi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:68:y:2018:i:c:p:96-116.

    Full description at Econpapers || Download paper

16. The Impact of Uncertainty Shocks on the Volatility of Commodity Prices. (2017). Bakas, Dimitrios ; Triantafyllou, Athanasios.
    In: Working Paper series.
    RePEc:rim:rimwps:17-31.

    Full description at Econpapers || Download paper

17. The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Bahloul, Walid ; Cunado, Juncal.
    In: Working Papers.
    RePEc:pre:wpaper:201725.

    Full description at Econpapers || Download paper

18. Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2017). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam .
    In: MPRA Paper.
    RePEc:pra:mprapa:80435.

    Full description at Econpapers || Download paper

19. Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:956.

    Full description at Econpapers || Download paper

20. Regime Switching Vine Copula Models for Global Equity and Volatility Indices. (2017). Klimova, Yulia ; Stober, Jakob ; Fink, Holger ; Czado, Claudia.
    In: Econometrics.
    RePEc:gam:jecnmx:v:5:y:2017:i:1:p:3-:d:86821.

    Full description at Econpapers || Download paper

21. The dynamic conditional relationship between stock market returns and implied volatility. (2017). Park, Sung Y. ; Song, Jeongseok ; Ryu, Doojin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:482:y:2017:i:c:p:638-648.

    Full description at Econpapers || Download paper

22. Can economic policy uncertainty help to forecast the volatility: A multifractal perspective. (2017). Liu, Zhicao ; Ye, Yong ; Ma, Feng.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:482:y:2017:i:c:p:181-188.

    Full description at Econpapers || Download paper

23. Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? New evidence. (2017). Naifar, Nader ; Bahloul, Slah ; Mroua, Mourad.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:41:y:2017:i:c:p:65-74.

    Full description at Econpapers || Download paper

24. Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef ; Koenda, Even.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:77:y:2017:i:c:p:39-56.

    Full description at Econpapers || Download paper

25. Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations. (2017). Ratti, Ronald ; Pérez de Gracia, Fernando ; Kang, Wensheng.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:70:y:2017:i:c:p:344-359.

    Full description at Econpapers || Download paper

26. Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis. (2017). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Naifar, Nader ; Hussain, Syed Jawad ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:68:y:2017:i:c:p:327-339.

    Full description at Econpapers || Download paper

27. Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?. (2017). Wei, YU ; Hu, Yang ; Lai, Xiaodong ; Liu, Jing.
    In: Energy Economics.
    RePEc:eee:eneeco:v:68:y:2017:i:c:p:141-150.

    Full description at Econpapers || Download paper

28. Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). Tang, Yong ; Guo, Yawei ; You, Wanhai ; Zhu, Huiming.
    In: Energy Economics.
    RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

    Full description at Econpapers || Download paper

29. The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets. (2017). Fang, Libing ; Li, Lei ; Yu, Honghai.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:66:y:2017:i:c:p:139-145.

    Full description at Econpapers || Download paper

30. US economic policy uncertainty and co-movements between Chinese and US stock markets. (2017). Li, Xiao-Ming ; Peng, LU.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:61:y:2017:i:c:p:27-39.

    Full description at Econpapers || Download paper

31. Policy Uncertainty and Foreign Exchange Rates: The DCC-GARCH Model of the US / Japanese Foreign Exchange Rate. (2016). Kurasawa, Kazutaka.
    In: International Journal of Economic Sciences.
    RePEc:sek:jijoes:v:5:y:2016:i:4:p:1-19.

    Full description at Econpapers || Download paper

32. Can debt ceiling and government shutdown predict us real stock returns? A bootstrap rolling window approach. - Gli effetti sui rendimenti azionari reali negli USA del tetto del debito pubblico e del blocco della spesa.. (2016). GUPTA, RANGAN ; El Montasser, Ghassen ; Balcilar, Mehmet ; Manjez, Nangamso C ; Aye, Goodness C.
    In: Economia Internazionale / International Economics.
    RePEc:ris:ecoint:0768.

    Full description at Econpapers || Download paper

33. The Co-Movement between Non-GM and GM Soybean Prices in China: Evidence from Dalian Futures Market (2004-2014). (2016). Wang, Nanying ; Houston, Jack E.
    In: Applied Economics and Finance.
    RePEc:rfa:aefjnl:v:3:y:2016:i:4:p:37-47.

    Full description at Econpapers || Download paper

34. Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena.
    In: Working Papers.
    RePEc:pre:wpaper:201656.

    Full description at Econpapers || Download paper

35. The dynamic correlation between policy uncertainty and stock market returns in China. (2016). Jiang, Zhi-Qiang ; Yang, Miao.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:461:y:2016:i:c:p:92-100.

    Full description at Econpapers || Download paper

36. Do global financial distress and uncertainties impact GCC and global sukuk return dynamics?. (2016). Naifar, Nader ; Hammoudeh, Shawkat.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:39:y:2016:i:c:p:57-69.

    Full description at Econpapers || Download paper

37. Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef ; Koenda, Even.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:27:y:2016:i:c:p:55-78.

    Full description at Econpapers || Download paper

38. Economic policy uncertainty and stock markets: Long-run evidence from the US. (2016). Roubaud, David ; Rault, Christophe ; AROURI, Mohamed ; Estay, Christophe.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:18:y:2016:i:c:p:136-141.

    Full description at Econpapers || Download paper

39. Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2016). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:209-220.

    Full description at Econpapers || Download paper

40. Is there a link between politics and stock returns? A literature survey. (2016). Wisniewski, Tomasz Piotr.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:47:y:2016:i:c:p:15-23.

    Full description at Econpapers || Download paper

41. Uncertainty and crude oil returns. (2016). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh.
    In: Energy Economics.
    RePEc:eee:eneeco:v:55:y:2016:i:c:p:92-100.

    Full description at Econpapers || Download paper

42. On international uncertainty links: BART-based empirical evidence for Canada. (2016). Risse, Marian ; Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Economics Letters.
    RePEc:eee:ecolet:v:143:y:2016:i:c:p:24-27.

    Full description at Econpapers || Download paper

43. Sentiment, mood and outbound tourism demand. (2016). Filis, George ; Dragouni, Mina ; Gavriilidis, Konstantinos ; Santamaria, Daniel.
    In: Annals of Tourism Research.
    RePEc:eee:anture:v:60:y:2016:i:c:p:80-96.

    Full description at Econpapers || Download paper

44. Asymmetric volatility connectedness on forex markets. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef.
    In: Papers.
    RePEc:arx:papers:1607.08214.

    Full description at Econpapers || Download paper

45. Regime switching vine copula models for global equity and volatility indices. (2016). Klimova, Yulia ; Stober, Jakob ; Fink, Holger ; Czado, Claudia.
    In: Papers.
    RePEc:arx:papers:1604.05598.

    Full description at Econpapers || Download paper

46. Investments and uncertainty revisited: The case of the US economy. (2015). Palaiodimos, Georgios ; Filis, George ; Degiannakis, Stavros.
    In: MPRA Paper.
    RePEc:pra:mprapa:72083.

    Full description at Econpapers || Download paper

47. Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2015). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam .
    In: MPRA Paper.
    RePEc:pra:mprapa:72082.

    Full description at Econpapers || Download paper

48. Forecasting Tourist Arrivals Using Origin Country Macroeconomics. (2015). Filis, George ; Degiannakis, Stavros ; Chatziantoniou, Ioannis ; Eeckels, Bruno.
    In: MPRA Paper.
    RePEc:pra:mprapa:68062.

    Full description at Econpapers || Download paper

49. Dynamics of Sectoral Business Cycle Comovement. (2015). Sandqvist, Anna.
    In: KOF Working papers.
    RePEc:kof:wpskof:15-398.

    Full description at Econpapers || Download paper

50. Economic policy uncertainty and stock market volatility. (2015). Zhang, Tao ; Liu, LI.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:15:y:2015:i:c:p:99-105.

    Full description at Econpapers || Download paper

51. Does economic policy uncertainty drive CDS spreads?. (2015). Wisniewski, Tomasz Piotr ; Lambe, Brendan John.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:42:y:2015:i:c:p:447-458.

    Full description at Econpapers || Download paper

52. International economic policy uncertainty and stock prices: Wavelet approach. (2015). Ko, Jun-Hyung ; Lee, Chang-Min.
    In: Economics Letters.
    RePEc:eee:ecolet:v:134:y:2015:i:c:p:118-122.

    Full description at Econpapers || Download paper

53. Economic policy uncertainty shocks and stock–bond correlations: Evidence from the US market. (2015). Li, Xiao-Ming ; Gao, Ruzhao ; Zhang, Bing.
    In: Economics Letters.
    RePEc:eee:ecolet:v:132:y:2015:i:c:p:91-96.

    Full description at Econpapers || Download paper

54. Commodity price changes and the predictability of economic policy uncertainty. (2015). Wang, Yudong ; Diao, Xundi ; Wu, Chongfeng ; Zhang, Bing.
    In: Economics Letters.
    RePEc:eee:ecolet:v:127:y:2015:i:c:p:39-42.

    Full description at Econpapers || Download paper

55. Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5305.

    Full description at Econpapers || Download paper

56. Oil shocks, policy uncertainty and stock returns in China. (2015). Ratti, Ronald ; Kang, Wensheng.
    In: The Economics of Transition.
    RePEc:bla:etrans:v:23:y:2015:i:4:p:657-676.

    Full description at Econpapers || Download paper

57. The Comovement between Non-GM and GM Soybean Price in China: Evidence from Dalian Futures Market. (2015). Wang, Nanying ; Houston, Jack.
    In: 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia.
    RePEc:ags:saea15:196775.

    Full description at Econpapers || Download paper

58. Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:13.

    Full description at Econpapers || Download paper

59. Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty. (2014). Filis, George ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:4082.

    Full description at Econpapers || Download paper

60. Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty. (2014). Filis, George ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp166.

    Full description at Econpapers || Download paper

61. Policy Uncertainty in China, Oil Shocks and Stock Returns. (2014). Ratti, Ronald ; Kang, Wensheng.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2014-32.

    Full description at Econpapers || Download paper

62. Dynamics and risk factors in hedge funds returns: Implications for portfolio construction and performance evaluation. (2014). SYRIOPOULOS, THEODOROS ; Roumpis, Efthymios.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:11:y:2014:i:c:p:58-77.

    Full description at Econpapers || Download paper

63. Financial regulation policy uncertainty and credit spreads in the US. (2014). Nodari, Gabriela.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:41:y:2014:i:c:p:122-132.

    Full description at Econpapers || Download paper

64. Impact of short selling activity on market dynamics: Evidence from an emerging market. (2014). Sobaci, Cihat ; Sensoy, Ahmet ; Erturk, Mutahhar ; Åžensoy, Ahmet.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:15:y:2014:i:c:p:53-62.

    Full description at Econpapers || Download paper

65. Dynamic spillovers of oil price shocks and economic policy uncertainty. (2014). Filis, George ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
    In: Energy Economics.
    RePEc:eee:eneeco:v:44:y:2014:i:c:p:433-447.

    Full description at Econpapers || Download paper

66. Home is where your art is: the home bias of art collectors. (2013). Frey, Bruno ; Resch, Magnus ; Steiner, Lasse.
    In: ECON - Working Papers.
    RePEc:zur:econwp:135.

    Full description at Econpapers || Download paper

67. Türkiye Ekonomik Politika Belirsizliği Endeksi. (2013). Kanık, Birol ; Ermisoglu, Ergun ; ERMOLU, ERGUN ; KANIK, BROL .
    In: MPRA Paper.
    RePEc:pra:mprapa:49920.

    Full description at Econpapers || Download paper

68. .

    Full description at Econpapers || Download paper

69. Too much cocited documents. This list is not complete

Report date: 2025-09-29 14:18:30 || Missing content? Let us know