1. Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification. (2025). Patra, Saswat ; Malik, Kunjana.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000213.

   Full description at Econpapers || Download paper

2. Uncertainty Measures and Sector-Specific REITs in a Regime-Switching Environment. (2024). Kilincarslan, Erhan ; Demiralay, Sercan.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09898-w.

   Full description at Econpapers || Download paper

3. The Impact of Financial Stress and Uncertainty on Green and Conventional Bonds and Stocks: A Nonlinear and Nonparametric Quantile Analysis. (2024). Türsoy, Turgut ; Mari, Muhammad ; Seraj, Mehdi.
   In: Risks.
   RePEc:gam:jrisks:v:12:y:2024:i:8:p:120-:d:1447141.

   Full description at Econpapers || Download paper

4. Economic policy uncertainty around the world: Implications for Vietnam. (2024). Vo, Vinh ; Nguyen, Giang.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003265.

   Full description at Econpapers || Download paper

5. Will Southeast Asia be the next global manufacturing hub? A multiway cointegration, causality, and dynamic connectedness analyses. (2024). Sua, Lutfu S ; Wang, Haibo ; Alidaee, Bahram ; Ortiz, Jaime ; Huang, Jun.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001122.

   Full description at Econpapers || Download paper

6. Economic policy uncertainty and tax avoidance: International evidence. (2024). Ramesh, Vishnu K ; Athira, A.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:60:y:2024:i:c:s156601412400030x.

   Full description at Econpapers || Download paper

7. Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns. (2023). Cakici, Nusret ; Zaremba, Adam.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000043.

   Full description at Econpapers || Download paper

8. Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas.
   In: Studies in Nonlinear Dynamics & Econometrics.
   RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8.

   Full description at Econpapers || Download paper

9. Investors’ Uncertainty and Forecasting Stock Market Volatility. (2022). GUPTA, RANGAN ; Liu, Rui Peng.
   In: Journal of Behavioral Finance.
   RePEc:taf:hbhfxx:v:23:y:2022:i:3:p:327-337.

   Full description at Econpapers || Download paper

10. How do the global equity and bond markets affect Islamic and conventional banks? A comparative cross-country analysis using multivariate regression quantiles. (2022). Aydemir, Resul ; Atan, Huzeyfe Zahit ; Guloglu, Bulent.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:12:y:2022:i:1:d:10.1007_s40822-022-00198-5.

    Full description at Econpapers || Download paper

11. Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data. (2022). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Nel, Jacobus.
    In: Working Papers.
    RePEc:pre:wpaper:202242.

    Full description at Econpapers || Download paper

12. Economic policy uncertainty and forecast bias in the survey of professional forecasters. (2022). Boskabadi, Elahe.
    In: MPRA Paper.
    RePEc:pra:mprapa:115081.

    Full description at Econpapers || Download paper

13. Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN ; Marfatia, Hardik A.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:64:y:2022:i:4:d:10.1007_s11146-020-09813-1.

    Full description at Econpapers || Download paper

14. Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2022). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:19:y:2022:i:1:d:10.1007_s10368-021-00522-5.

    Full description at Econpapers || Download paper

15. Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach. (2022). Cheng, Yuxiang ; Gong, XU ; Wen, Fenghua ; Shui, Aojie.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:78:y:2022:i:c:p:457-482.

    Full description at Econpapers || Download paper

16. Dynamic linkages between economic policy uncertainty and the carbon futures market: Does Covid-19 pandemic matter?. (2022). Ren, Xiaohang ; Dong, Kangyin ; Dou, Yue ; Li, Yiying.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004633.

    Full description at Econpapers || Download paper

17. Spillovers among energy commodities and the Russian stock market. (2022). Lorusso, Marco ; Costola, Michele.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000071.

    Full description at Econpapers || Download paper

18. Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries: A VAR quantile analysis. (2022). Cheuathonghua, Massaporn ; de Boyrie, Maria E ; Wongkantarakorn, Jutamas ; Pavlova, Ivelina.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000138.

    Full description at Econpapers || Download paper

19. Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data†. (2022). Shahzad, Syed Jawad Hussain ; Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185.

    Full description at Econpapers || Download paper

20. Point and density forecasting of macroeconomic and financial uncertainties of the USA. (2021). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:40:y:2021:i:4:p:700-707.

    Full description at Econpapers || Download paper

21. Macrofinancial linkages in Europe: Evidence from quantile local projections. (2021). Stolbov, Mikhail ; Shchepeleva, Maria.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5557-5569.

    Full description at Econpapers || Download paper

22. The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle. (2021). Salisu, Afees ; GUPTA, RANGAN ; Adediran, Idris.
    In: Working Papers.
    RePEc:pre:wpaper:202136.

    Full description at Econpapers || Download paper

23. Spillovers among Energy Commodities and the Russian Stock Market. (2021). Lorusso, Marco ; Costola, Michele.
    In: MPRA Paper.
    RePEc:pra:mprapa:108990.

    Full description at Econpapers || Download paper

24. Modeling the Asymmetric Relationship between the Covid-19 and the U.S Dollar Exchange Rate: an Empirical Analysis via the NARDL Approach. (2021). Bakari, Sayef ; Benzid, Lamia.
    In: MPRA Paper.
    RePEc:pra:mprapa:105566.

    Full description at Econpapers || Download paper

25. The Impact of Uncertainty on State-Level Housing Markets of the United States: The Role of Social Cohesion. (2021). Sheng, Xin ; Dai, Linyan.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:6:p:3065-:d:514906.

    Full description at Econpapers || Download paper

26. Sustainability of Global Economic Policy and Stock Market Returns in Indonesia. (2021). Wong, Wing-Keung ; Hashmi, Shabir Mohsin ; Gilal, Muhammad Akram.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:10:p:5422-:d:553295.

    Full description at Econpapers || Download paper

27. The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach. (2021). Wohar, Mark ; GUPTA, RANGAN ; Cepni, Oguzhan ; Dul, Wiehan.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000544.

    Full description at Econpapers || Download paper

28. Why do U.S. uncertainties drive stock market spillovers? International evidence. (2021). Balli, Hatice ; Gregory-Allen, Russell ; Hasan, Mudassar ; Ozer-Balli, Hatice.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:76:y:2021:i:c:p:288-301.

    Full description at Econpapers || Download paper

29. Policy uncertainty spillovers and financial risk contagion in the Asia-Pacific network. (2021). Jiang, Yongmu ; Li, Yang ; Luo, Jingqiu.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000615.

    Full description at Econpapers || Download paper

30. US government shutdowns and Indonesian stock market. (2021). Phan, Dinh ; Nguyen, Dat ; Anglingkusumo, Reza ; Bach, Dinh Hoang ; Sasongko, Aryo.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000287.

    Full description at Econpapers || Download paper

31. Measuring risk spillovers between oil and clean energy stocks: Evidence from a systematic framework. (2021). Geng, Yong ; Tan, Xueping ; Wang, Xinyu ; Vivian, Andrew.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004153.

    Full description at Econpapers || Download paper

32. Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? – New evidence from quantile coherency analysis. (2021). Jiang, Yonghong ; Wu, Lanxin ; Nie, HE ; Tian, Gengyu.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000433.

    Full description at Econpapers || Download paper

33. The impact of economic policy uncertainty on volatility of China’s financial stocks: An empirical analysis. (2021). Wang, Zhuqing ; Luo, YI ; Xu, Yan ; Wu, Congxin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319314102.

    Full description at Econpapers || Download paper

34. Do oil-price shocks predict the realized variance of U.S. REITs?. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005429.

    Full description at Econpapers || Download paper

35. Do U.S. and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market?. (2021). Chang, Kuang-Liang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001145.

    Full description at Econpapers || Download paper

36. Financial spillovers and spillbacks: New evidence from China and G7 countries. (2021). Jing, Zhongbo ; Shi, Yukun ; Fang, YI ; Zhao, Yang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:94:y:2021:i:c:p:184-200.

    Full description at Econpapers || Download paper

37. Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets. (2021). Wohar, Mark ; USMAN, OJONUGWA ; Balcilar, Mehmet ; Gungor, Hasan ; Roubaud, David.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001656.

    Full description at Econpapers || Download paper

38. HISTORICAL FORECASTING OF INTEREST RATE MEAN AND VOLATILITY OF THE UNITED STATES: IS THERE A ROLE OF UNCERTAINTY?. (2020). GUPTA, RANGAN ; Yeganegi, Mohammad Reza ; Hassani, Hossein.
    In: Annals of Financial Economics (AFE).
    RePEc:wsi:afexxx:v:15:y:2020:i:04:n:s2010495220500189.

    Full description at Econpapers || Download paper

39. Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation. (2020). Lapshin, Victor ; Makushkin, Mikhail.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0386.

    Full description at Econpapers || Download paper

40. Investors Uncertainty and Forecasting Stock Market Volatility. (2020). GUPTA, RANGAN ; Liu, Rui Peng.
    In: Working Papers.
    RePEc:pre:wpaper:202090.

    Full description at Econpapers || Download paper

41. High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty. (2020). Kyei, Clement ; GUPTA, RANGAN ; Bouri, Elie ; Subramaniam, Sowmya.
    In: Working Papers.
    RePEc:pre:wpaper:202085.

    Full description at Econpapers || Download paper

42. Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty. (2020). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN ; Marfatia, Hardik A.
    In: Working Papers.
    RePEc:pre:wpaper:202077.

    Full description at Econpapers || Download paper

43. Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States. (2020). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:202058.

    Full description at Econpapers || Download paper

44. The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang.
    In: Working Papers.
    RePEc:pre:wpaper:202024.

    Full description at Econpapers || Download paper

45. Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo.
    In: Working Papers.
    RePEc:pre:wpaper:2020100.

    Full description at Econpapers || Download paper

46. The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach. (2020). Wohar, Mark ; GUPTA, RANGAN ; Cepni, Oguzhan ; Dul, Wiehan.
    In: Working Papers.
    RePEc:pre:wpaper:202001.

    Full description at Econpapers || Download paper

47. Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times. (2020). Wohar, Mark ; Ozdemir, Zeynel ; Balcilar, Mehmet.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp13274.

    Full description at Econpapers || Download paper

48. Graph theory-based network analysis of regional uncertainties of the US Economy. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317315.

    Full description at Econpapers || Download paper

49. Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data. (2020). GUPTA, RANGAN ; Gabauer, David ; Christou, Christina.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319309936.

    Full description at Econpapers || Download paper

50. Economic policy uncertainty and exchange rates in emerging markets: Short and long runs evidence. (2020). Abid, Abir.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319305781.

    Full description at Econpapers || Download paper

51. The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries. (2020). Ji, Qiang ; GUPTA, RANGAN ; Sheng, Xin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302802.

    Full description at Econpapers || Download paper

52. Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; Nazlioglu, Saban ; GUPTA, RANGAN ; Gormus, Alper.
    In: Energy Economics.
    RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

    Full description at Econpapers || Download paper

53. Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Dong, Xiyong ; Li, Changhong.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006.

    Full description at Econpapers || Download paper

54. Oil price uncertainty and movements in the US government bond risk premia. (2020). Wohar, Mark ; Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

    Full description at Econpapers || Download paper

55. Herding and anchoring in cryptocurrency markets: Investor reaction to fear and uncertainty. (2020). Gurdgiev, Constantin ; Oloughlin, Daniel.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019301534.

    Full description at Econpapers || Download paper

56. Are Uncertainties across the World Convergent?. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Gözgör, Giray ; Christou, Christina ; Marco, Chi Keung.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-19-00608.

    Full description at Econpapers || Download paper

57. Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data. (2019). GUPTA, RANGAN ; Gabauer, David ; Christou, Christina.
    In: Working Papers.
    RePEc:pre:wpaper:201962.

    Full description at Econpapers || Download paper

58. The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach. (2019). Wohar, Mark ; GUPTA, RANGAN ; Cepni, Oguzhan.
    In: Working Papers.
    RePEc:pre:wpaper:201936.

    Full description at Econpapers || Download paper

59. Oil Price Uncertainty and Movements in the US Government Bond Risk Premia. (2019). Wohar, Mark ; Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201919.

    Full description at Econpapers || Download paper

60. Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin.
    In: Working Papers.
    RePEc:pre:wpaper:201910.

    Full description at Econpapers || Download paper

61. Are Uncertainties across the World Convergent?. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Gözgör, Giray ; Gozgor, Giray ; Christou, Christina.
    In: Working Papers.
    RePEc:pre:wpaper:201907.

    Full description at Econpapers || Download paper

62. The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model. (2019). Wohar, Mark ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung.
    In: Empirica.
    RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-018-9400-3.

    Full description at Econpapers || Download paper

63. US Monetary Policy, Oil and Gold Prices: Which has a greater impact on BRICS Stock Markets?. (2019). Sensarma, Rudra ; Ansari, Md Gyasuddin.
    In: Working papers.
    RePEc:iik:wpaper:343.

    Full description at Econpapers || Download paper

64. Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China. (2019). Zhu, Zixuan ; Jiang, Yonghong ; Nie, HE ; Tian, Gengyu.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:s1544612319304489.

    Full description at Econpapers || Download paper

65. When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin. (2019). Wang, Gang-Jin ; Zhao, Longfeng ; Wen, Danyan ; Xie, Chi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318305749.

    Full description at Econpapers || Download paper

66. The asymmetric response of gasoline prices to oil price shocks and policy uncertainty. (2019). Ratti, Ronald ; de Gracia, Fernando Perez.
    In: Energy Economics.
    RePEc:eee:eneeco:v:77:y:2019:i:c:p:66-79.

    Full description at Econpapers || Download paper

67. Time-varying impact of uncertainty shocks on the US housing market. (2019). GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina.
    In: Economics Letters.
    RePEc:eee:ecolet:v:180:y:2019:i:c:p:15-20.

    Full description at Econpapers || Download paper

68. Uncertainty and currency performance: A quantile-on-quantile approach. (2019). Yin, Libo ; Liu, Yang ; Han, Liyan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:702-729.

    Full description at Econpapers || Download paper

69. US monetary policy, oil and gold prices: Which has a greater impact on BRICS stock markets?. (2019). Sensarma, Rudra ; Ansari, Md Gyasuddin.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:64:y:2019:i:c:p:130-151.

    Full description at Econpapers || Download paper

70. Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies. (2019). Wohar, Mark ; GUPTA, RANGAN ; Donzwa, Wilson.
    In: Journal of Central Banking Theory and Practice.
    RePEc:cbk:journl:v:8:y:2019:i:3:p:39-50.

    Full description at Econpapers || Download paper

71. Time-Varying Impact of Uncertainty Shocks on the US Housing Market. (2018). GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina.
    In: Working Papers.
    RePEc:pre:wpaper:201870.

    Full description at Econpapers || Download paper

72. The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels. (2018). Wohar, Mark ; Olasehinde-Williams, Godwin ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201857.

    Full description at Econpapers || Download paper

73. On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach. (2018). GUPTA, RANGAN ; Gabauer, David.
    In: Working Papers.
    RePEc:pre:wpaper:201829.

    Full description at Econpapers || Download paper

74. Persistence of Economic Uncertainty: A Comprehensive Analysis. (2018). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201810.

    Full description at Econpapers || Download paper

75. Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: Working Papers.
    RePEc:pre:wpaper:201802.

    Full description at Econpapers || Download paper

76. Does Economic Policy Uncertainty Lead Systemic Risk? A Comparative Analysis of Selected European Countries. (2018). Stolbov, Mikhail ; Karminsky, Alexandr ; Shchepeleva, Maria.
    In: Comparative Economic Studies.
    RePEc:pal:compes:v:60:y:2018:i:3:d:10.1057_s41294-018-0065-5.

    Full description at Econpapers || Download paper

77. The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk. (2018). GUPTA, RANGAN ; Caporin, Massimiliano ; Bonaccolto, G.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:507:y:2018:i:c:p:446-469.

    Full description at Econpapers || Download paper

78. Can economic policy uncertainty predict stock returns? Global evidence. (2018). Sharma, Susan ; Phan, Dinh ; Tran, Vuong Thao ; Bach, Dinh Hoang.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:55:y:2018:i:c:p:134-150.

    Full description at Econpapers || Download paper

79. On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach. (2018). GUPTA, RANGAN ; Gabauer, David.
    In: Economics Letters.
    RePEc:eee:ecolet:v:171:y:2018:i:c:p:63-71.

    Full description at Econpapers || Download paper

80. Dynamic connectedness of uncertainty across developed economies: A time-varying approach. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: Economics Letters.
    RePEc:eee:ecolet:v:166:y:2018:i:c:p:63-75.

    Full description at Econpapers || Download paper

81. Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2018). Agenor, Pierre-Richard ; Pereira, Luiz Awazu.
    In: BIS Papers.
    RePEc:bis:bisbps:97.

    Full description at Econpapers || Download paper

82. IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST. (2018). GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet ; Antonakakis, Nikolaos.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:22:y:2018:i:1:p:95-114.

    Full description at Econpapers || Download paper

83. TESTING THE CAUSALITIES BETWEEN ECONOMIC POLICY UNCERTAINTY AND THE US STOCK INDICES: APPLICATIONS OF LINEAR AND NONLINEAR APPROACHES. (2017). Gocer, Ismet ; Ongan, Serdar.
    In: Annals of Financial Economics (AFE).
    RePEc:wsi:afexxx:v:12:y:2017:i:04:n:s2010495217500166.

    Full description at Econpapers || Download paper

84. Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note. (2017). Wohar, Mark ; GUPTA, RANGAN ; Donzwa, Wilson.
    In: Working Papers.
    RePEc:pre:wpaper:201764.

    Full description at Econpapers || Download paper

1. Ajmi, A.N. ; Gupta, R. ; Kanda, P. Causality between economic policy uncertainty across countries: evidence from linear and nonlinear tests. 2014 Front. Finan. Econ.. 11 73-102

2. Alessandri, P., Mumtaz, H., 2014. Financial regimes and uncertainty shocks. School of Economics and Finance, Queen Mary University of London, Working Paper No. 729.

3. Antonakakis, N. ; Chatziantoniou, I. ; Filis, G. Dynamic co-movements between stock market returns and policy uncertainty. 2013 Econ. Lett.. 120 87-92

4. Antonakakis, N., Balcilar, M., Gupta, R., Kyei, C., 2016. Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach, Department of Economics, University of Pretoria, Working Paper No. 201639.

5. Arouri, M. ; Roubaud, D. On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India. 2016 Econ. Bull.. 36 760-770

6. Asgharian, H. ; Christiansen, C. ; Hou, A.-J. Effects of macroeconomic uncertainty on the stock and bond markets. 2015 Finan. Res. Lett.. 13 10-16

7. Aye, G. ; Balcilar, M. ; El Montasser, G. ; Gupta, R. ; Manjezi, N. Can debt ceiling and government shutdown predict US real stock returns? A boot-strap rolling-window approach. 2016 Econ. Int.. 69 11-31
   Paper not yet in RePEc: Add citation now
   

8. Aye, G. ; Deale, F. ; Gupta, R. Does debt ceiling and government shutdown help in forecasting the US equity risk premium?. 2016 Panoeconomicus. 63 273-291

9. Baker, S.R., Bloom, N., Davis, S.J., 2015. Measuring economic policy uncertainty. National Bureau of Economic Research Working Paper No. w21633.

10. Balcilar, M., Bonato, M., Demirer, R., Gupta, R., 2016. Geopolitical Risks and Stock Market Dynamics of the BRICS, Department of Economics, University of Pretoria, Working Paper No. 201648.

11. Balcilar, M., Gupta, R., Kim, W.-J., Kyei, C., 2015a. The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quantiles Approach. Department of Economics, University of Pretoria, Working Paper No. 201586.
    Paper not yet in RePEc: Add citation now
    

12. Balcilar, M., Gupta, R., Nguyen, D.K., Wohar, M.E., 2015b. Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach. Department of Economics, University of Pretoria, Working Paper No. 201595.

13. Bali, T.G., Brown, S.J., Tang, Y., 2015. Macroeconomic Uncertainty and Expected Stock Returns. Georgetown McDonough School of Business Research Paper No. 2407279.
    Paper not yet in RePEc: Add citation now
    

14. Bekiros, S. ; Gupta, R. ; Kyei, C. On economic uncertainty, stock market predictability and nonlinear spillover effects. 2016 N. Am. J. Econ. Finan.. 36 184-191

15. Bernanke, B.S. Irreversibility, uncertainty, and cyclical investment. 1983 Q. J. Econ.. 98 85-106

16. Bhagat, S., Ghosh, P., Rangan, S., 2013. Economic Policy Uncertainty and Economic Growth in India. Indian Institute of Management, Bangalore, Working Paper No. 407.
    Paper not yet in RePEc: Add citation now
    

17. Bloom, N. The impact of uncertainty shocks. 2009 Econometrica. 77 623-685

18. Brogaard, J. ; Brogaard, J. ; Detzel, A. The asset-pricing implications of government economic policy uncertainty. 2015 Manage. Sci.. 61 3-18

19. Cakan, E., Gupta, R., 2016. Does U.S. Macroeconomic News Make the South African Stock Market Riskier? Department of Economics, University of Pretoria, Working Paper No. 201646.

20. Carriero, A. ; Mumtaz, H. ; Theodoridis, K. ; Theophilopoulou, A. The impact of uncertainty shocks under measurement error: a proxy SVAR approach. 2015 J. Money, Credit Bank.. 47 1223-1238

21. Chang, T. ; Chen, W.Y. ; Gupta, R. ; Nguyen, D.K. Are stock prices related to political uncertainty index in OECD countries? evidence from bootstrap panel causality test. 2015 Econ. Syst.. 39 288-300

22. Cheng, C.-H. (Jack) ; Hankins, W.A. ; Chiu, C.-W (Jeremy) Does US partisan conflict matter for the Euro area?. 2016 Econ. Lett.. 138 64-67

23. Christou, C., Gupta, R., 2016. Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty. Department of Economics, University of Pretoria, Working Paper No. 201622.

24. Chuliá, H., Guillén, M., Uribe, J.M., 2015a. Measuring Uncertainty in the Stock Market. IREA–Working Paper No. 201524.
    Paper not yet in RePEc: Add citation now
    
25. Chuliá, H., Guillén, M., Uribe, J.M., 2015b. Spillovers from the United States to Latin America and G7 Stock Markets: A VAR Quantile Analysis. IREA–Working Paper No. 201525.
    Paper not yet in RePEc: Add citation now
    

26. Colombo, V. Economic policy uncertainty in the US: Does it matter for the Euro area?. 2013 Econ. Lett.. 121 39-42

27. Dakhlaoui, I. ; Aloui, R. The interactive relationship between the US economic policy uncertainty and BRIC stock markets. 2016 Int. Econ.. 146 141-157

28. Dixit, A.K. ; Pindyck, R.S. Investment under Uncertainty. 1994 Princeton University Press:

29. Engle, R.F. ; Manganelli, S. CAViaR: conditional autoregressive value at risk by regression quantiles. 2004 J. Bus. Econ. Stat.. 22 367-381

30. Gupta, R. ; Hammoudeh, S. ; Modise, M.P. ; Nguyen, D.K. Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?. 2014 J. Int. Finan. Mark. Inst. Money. 33 367-378

31. Gupta, R. ; Pierdzioch, C. ; Risse, M. On International uncertainty links: BART-based empirical evidence for Canada. 2016 Econ. Lett.. 143 24-27

32. Han, H. ; Kutan, A.M. ; Ryu, D. Modeling and predicting the market volatility index: the case of VKOSPI. 2015 Econ.: Open-Access, Open-Assess. E-J.. 9 1-34

33. Jones, P.M. ; Olson, E. The international effects of US uncertainty. 2015 Int. J. Finan. Econ.. 20 242-252

34. Jurado, K. ; Ludvigson, S.C. ; Ng, S. Measuring uncertainty. 2015 Am. Econ. Rev.. 105 1177-1216

35. Kang, W. ; Ratti, R.A. Oil shocks, policy uncertainty and stock market return. 2013 J. Int. Finan. Mark. Inst. Money. 26 305-318

36. Kang, W. ; Ratti, R.A. Oil shocks, policy uncertainty and stock returns in China. 2015 Econ. Transit.. 23 657-676

37. Klößner, S. ; Sekkel, R. International spillovers of policy uncertainty. 2014 Econ. Lett.. 124 508-512

38. Li, X.-L. ; Balcilar, M. ; Gupta, R. ; Chang, T. The causal relationship between economic policy uncertainty and stock returns in China and india: evidence from a bootstrap rolling-window approach. 2016 Emerg. Mark. Finan. Trade. 52 674-689

39. Ludvigson, S.C., Ma, S., Ng, S., 2015. Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? National Bureau of Economic Research, Working Paper No. w21803.

40. Mensi, W. ; Hammoudeh, S. ; Reboredo, J.C. ; Nguyen, D.K. Do global factors impact BRICS stock markets? A quantile regression approach. 2014 Emerg. Mark. Rev.. 19 1-17

41. Mensi, W. ; Hammoudeh, S. ; Yoon, S.-M. ; Nguyen, D.K. Asymmetric linkages between BRICS stock returns and country risk ratings: evidence from dynamic panel threshold models. 2016 Rev. Int. Econ.. 24 1-19

42. Momin, E., Masih, A., 2015. Do US Policy Uncertainty, Leveraging Costs and Global Risk Aversion Impact Emerging Market Equities? An Application of Bounds Testing Approach to the BRICS. MPRA Working Paper No. 65834.

43. Mumtaz, H. ; Zanetti, F. The impact of the volatility of monetary policy shocks. 2013 J. Money, Credit Bank.. 45 535-558

44. Mumtaz, H., Surico, P., 2013. Policy Uncertainty and Aggregate Fluctuations. Queen Mary University of London, School of Economics and Finance, Working Paper No. 708.

45. Mumtaz, H., Theodoridis, K., 2015. Common and Country Specific Economic Uncertainty. Queen Mary University of London, School of Economics and Finance, Working Paper No. No. 752.

46. Rapach, D.E. ; Zhou, G. Forecasting stock returns. 2013 En : Elliot, Graham ; Timmermann, Allan Handbook of Economic Forecasting, 2(Part A). Elsevier: Amsterdam

47. Redl, C., 2015. Macroeconomic Uncertainty in South Africa. Economic Research Southern Africa, Working Paper No. 509.

48. Rossi, B. ; Sekhposyan, T. Macroeconomic uncertainty indices based on nowcast and forecast error distributions. 2015 Am. Econ. Rev.. 105 650-655

49. Rossi, B. ; Sekhposyan, T. ; Soupre, M. Understanding the Sources of Macroeconomic Uncertainty. 2016 Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI): Mimeo

50. Shin, M., Zhong, M., 2016. A New Approach to Identifying the Real Effects of Uncertainty Shocks. Finance and Economics Discussion Series 2016-040. Washington: Board of Governors of the Federal Reserve System.
    Paper not yet in RePEc: Add citation now
    

51. Sims, C.A. Macroeconomics and reality. 1980 Econometrica. 48 1-48

52. Strobel, J. On the different approaches of measuring uncertainty shocks. 2015 Econ. Lett.. 134 69-72

53. White, H. ; Kim, T.H. ; Manganelli, S. VAR for VaR: measuring tail dependence using multivariate regression quantiles. 2015 J. Econom.. 187 169-188

54. Wu, T.-P. ; Liu, S.-B. ; Hsueh, S.-J. The causal relationship between economic policy uncertainty and stock market: a panel data analysis. 2016 Int. Econ. J.. 30 109-122

55. Yang, M. ; Jiang, Z.-Q. The dynamic correlation between policy uncertainty and stock market returns in China. 2016 Physica A. 461 92-100

56. Yin, L. ; Han, L. Spillovers of macroeconomic uncertainty among major economies. 2014 Appl. Econ. Lett.. 21 938-944

1. EPU spillovers and stock return predictability: A cross-country study. (2022). He, Zhongzhi ; Gong, Yuting ; Xue, Wenjun.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000452.

   Full description at Econpapers || Download paper

2. Quantifying uncertainty and identifying its impacts on the Turkish economy. (2020). CEVIK, SAYGIN ; Erdoğan Coşar, Evren ; Sahinoz, Saygin ; Cosar, Evren Erdogan.
   In: Empirica.
   RePEc:kap:empiri:v:47:y:2020:i:2:d:10.1007_s10663-018-9424-8.

   Full description at Econpapers || Download paper

3. Decomposing the Effect of Domestic and Foreign Economic Policy Uncertainty Shocks on Real and Financial Sectors: Evidence from BRIC Countries. (2020). Kumar, Vikesh ; Dakhan, Sarfraz Ahmed ; Ghumro, Niaz Hussain ; Kalhoro, Muhammad Ramzan.
   In: JRFM.
   RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:315-:d:459375.

   Full description at Econpapers || Download paper

4. What is Certain about Uncertainty?. (2020). Sarisoy, Cisil ; Rodriguez, Marius ; Rogers, John ; Ma, Sai ; Londono, Juan M. ; Jahan-Parvar, Mohammad ; Grishchenko, Olesya ; Datta, Deepa ; Cascaldi-Garcia, Danilo ; del Giudice, Marius ; Revil, Thiago ; Zer, Ilknur ; Loria, Francesca.
   In: International Finance Discussion Papers.
   RePEc:fip:fedgif:1294.

   Full description at Econpapers || Download paper

5. Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty. (2020). GUPTA, RANGAN ; Christou, Christina.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:76:y:2020:i:c:p:243-248.

   Full description at Econpapers || Download paper

6. Uncertainty and Effectiveness of Monetary Policy: A Bayesian Markov Switching-VAR Analysis. (2020). Nain, Zulquar ; Kamaiah, Bandi.
   In: Journal of Central Banking Theory and Practice.
   RePEc:cbk:journl:v:9:y:2020:i:si:p:237-265.

   Full description at Econpapers || Download paper

7. Tax shocks with high and low uncertainty. (2019). Marcellino, Massimiliano ; Bertolotti, Fabio.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:34:y:2019:i:6:p:972-993.

   Full description at Econpapers || Download paper

8. The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model. (2019). Wohar, Mark ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung.
   In: Empirica.
   RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-018-9400-3.

   Full description at Econpapers || Download paper

9. The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea. (2019). Kyei, Clement ; GUPTA, RANGAN ; Balcilar, Mehmet ; Kim, Won Joong.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:59:y:2019:i:c:p:150-163.

   Full description at Econpapers || Download paper

10. On the time-varying effects of economic policy uncertainty on the US economy. (2018). Pruser, Jan ; Schlosser, Alexander.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:761.

    Full description at Econpapers || Download paper

11. On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach. (2018). GUPTA, RANGAN ; Gabauer, David.
    In: Working Papers.
    RePEc:pre:wpaper:201829.

    Full description at Econpapers || Download paper

12. Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: Working Papers.
    RePEc:pre:wpaper:201802.

    Full description at Econpapers || Download paper

13. Uncertainty and spillover effects across the Euro area. (2018). Costantini, Mauro ; Easaw, Joshy ; Angelini, Giovanni.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2018/54.

    Full description at Econpapers || Download paper

14. Uncertainty and spillover effects across the Euro area. (2018). Costantini, Mauro ; Angelini, Giovanni ; Easaw, Joshy.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2018/15.

    Full description at Econpapers || Download paper

15. Uncertainty across volatility regimes. (2017). Fanelli, Luca ; Bacchiocchi, Emanuele ; Caggiano, Giovanni ; Angelini, Giovanni.
    In: Bank of Finland Research Discussion Papers.
    RePEc:zbw:bofrdp:rdp2017_035.

    Full description at Econpapers || Download paper

16. Uncertainty and Monetary Policy in Good and Bad Times. (2017). Nodari, Gabriela ; Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2017-06.

    Full description at Econpapers || Download paper

17. Uncertainty and Forecasts of U.S. Recessions. (2017). Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201732.

    Full description at Econpapers || Download paper

18. Amplification effects of news shocks through uncertainty. (2017). Cascaldi-Garcia, Danilo.
    In: 2017 Papers.
    RePEc:jmp:jm2017:pca1251.

    Full description at Econpapers || Download paper

19. Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach. (2017). GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:65:y:2017:i:c:p:50-60.

    Full description at Econpapers || Download paper

20. The impact of US policy uncertainty on the monetary effectiveness in the Euro area. (2017). GUPTA, RANGAN ; van Eyden, Renee ; Demirer, Riza ; Balcilar, Mehmet.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:39:y:2017:i:6:p:1052-1064.

    Full description at Econpapers || Download paper

21. Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

    Full description at Econpapers || Download paper

22. Estimating the real effects of uncertainty shocks at the Zero Lower Bound. (2017). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: European Economic Review.
    RePEc:eee:eecrev:v:100:y:2017:i:c:p:257-272.

    Full description at Econpapers || Download paper

23. Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model. (2017). Ravazzolo, Francesco ; Marcellino, Massimiliano ; Foroni, Claudia ; Casarin, Roberto.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12339.

    Full description at Econpapers || Download paper

24. Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges. (2017). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent.
    In: CEPII Policy Brief.
    RePEc:cii:cepipb:2017-20.

    Full description at Econpapers || Download paper

25. Uncertainty Across Volatility Regimes. (2017). Fanelli, Luca ; Caggiano, Giovanni ; Bacchiocchi, Emanuele ; Angelini, Giovanni.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6799.

    Full description at Econpapers || Download paper

26. Identifying Uncertainty Shocks Using the Price of Gold. (2017). Podstawski, Maximilian ; Piffer, Michele.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6327.

    Full description at Econpapers || Download paper

27. Uncertainty across volatility regimes. (2017). Caggiano, Giovanni ; Angelini, Giovanni ; Bacchiocchi, Emanuele.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2017_035.

    Full description at Econpapers || Download paper

28. DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen ; Rengel, Malte.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877.

    Full description at Econpapers || Download paper

29. The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Segnon, Mawuli.
    In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
    RePEc:zbw:ifweej:201627.

    Full description at Econpapers || Download paper

30. The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Segnon, Mawuli.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201614.

    Full description at Econpapers || Download paper

31. Estimating the effects of global uncertainty in open economies. (2016). Delrio, Silvia.
    In: Working Papers.
    RePEc:ven:wpaper:2016:19.

    Full description at Econpapers || Download paper

32. The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model. (2016). Wohar, Mark ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung.
    In: Working Papers.
    RePEc:pre:wpaper:201681.

    Full description at Econpapers || Download paper

33. Forecasting US GNP Growth: The Role of Uncertainty. (2016). Wohar, Mark ; GUPTA, RANGAN ; Bekiros, Stelios ; Segnon, Mawuli.
    In: Working Papers.
    RePEc:pre:wpaper:201667.

    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. Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach. (2016). GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina.
    In: Working Papers.
    RePEc:pre:wpaper:201637.

    Full description at Econpapers || Download paper

36. Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; Christou, Christina.
    In: Working Papers.
    RePEc:pre:wpaper:201622.

    Full description at Econpapers || Download paper

37. Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; van Eyden, Renee ; Demirer, Riza ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201620.

    Full description at Econpapers || Download paper

38. Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model. (2016). Casarin, Roberto ; Foroni, Claudia.
    In: Working Papers.
    RePEc:igi:igierp:585.

    Full description at Econpapers || Download paper

39. 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

40. 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

41. Identifying Uncertainty Shocks Using the Price of Gold. (2016). Podstawski, Maximilian ; Piffer, Michele.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1549.

    Full description at Econpapers || Download paper

42. Do Uncertainty Shocks Always Matter for Business Cycles?. (2016). Tripier, Fabien ; Lhuissier, Stéphane.
    In: Working Papers.
    RePEc:cii:cepidt:2016-19.

    Full description at Econpapers || Download paper

43. Nonlinearities of mortgage spreads over the business cycles. (2016). Cheng, Chak Hung Jack ; Chiu, Ching-Wai (Jeremy) ; Jack, Chak Hung.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0634.

    Full description at Econpapers || Download paper

44. Regime Dependent Effects of Inflation Uncertainty on Real Growth: A Markov Switching Approach. (2016). Mouratidis, Kostas ; Caglayan, Mustafa ; Kocaaslan, Ozge Kandemir.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:63:y:2016:i:2:p:135-155.

    Full description at Econpapers || Download paper

45. The Financial Stability Dark Side of Monetary Policy. (2016). Venditti, Fabrizio ; Conti, Antonio ; Alessandri, Piergiorgio.
    In: BCAM Working Papers.
    RePEc:bbk:bbkcam:1601.

    Full description at Econpapers || Download paper

46. Measuring Uncertainty and Its Impact on the Economy. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp1639.

    Full description at Econpapers || Download paper

47. Uncertainty and crude oil returns. (2015). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh.
    In: Working papers.
    RePEc:uct:uconnp:2015-03.

    Full description at Econpapers || Download paper

48. Real effects of inflation uncertainty in the US. (2015). Caglayan, Mustafa ; Kandemir, Ozge ; Mouratidis, Kostas.
    In: Working Papers.
    RePEc:shf:wpaper:2011002.

    Full description at Econpapers || Download paper

Report date: 2025-09-20 20:21:17 || Missing content? Let us know