create a website

Economic policy uncertainty and ADR mispricing. (2020). Grossmann, Axel ; Ngo, Thanh.
In: Journal of Multinational Financial Management.
RePEc:eee:mulfin:v:55:y:2020:i:c:s1042444x20300165.

Full description at Econpapers || Download paper

Cited: 5

Citations received by this document

Cites: 50

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Societal secrecy and ADR IPOs underpricing. (2024). Grossmann, Axel ; Ngo, Thanh ; Simpson, Marc W.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000030.

    Full description at Econpapers || Download paper

  2. The impact of Sino–US trade war on price discovery of soybean: A double‐edged sword?. (2023). Rajib, Prabina ; Bandyopadhyay, Arunava.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:43:y:2023:i:7:p:858-879.

    Full description at Econpapers || Download paper

  3. Cross-country cultural and economic freedom influences on the relationship between economic policy uncertainty and ADR mispricing. (2022). Grossmann, Axel ; Ngo, Thanh.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001027.

    Full description at Econpapers || Download paper

  4. Premiums between Cross‐listed Shares: Determinants and Assessment of Financial Reform Policy Effectiveness. (2022). Liu, Xue ; Zhang, Xuechun ; Xu, Ruihui.
    In: China & World Economy.
    RePEc:bla:chinae:v:30:y:2022:i:3:p:75-99.

    Full description at Econpapers || Download paper

  5. Economic policy uncertainty and corporate innovation: Evidence from China. (2021). Wang, Yunfeng ; Hua, Yechun ; Guan, Jialin ; Xu, Huijuan ; Huo, DA.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000494.

    Full description at Econpapers || Download paper

References

References cited by this document

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

  2. Arbatli, E. ; Davis, S.J. ; Ito, A. ; Miake, N. . 2019 En : Cashin, Paul ; Schneider, Todd Policy Uncertainty in Japan, NBER Working Paper 23411. Revised, August 2019. Forthcoming in The Economic Challenges of Japan’s Aging and Shrinking Population. International Monetary Fund:
    Paper not yet in RePEc: Add citation now
  3. Arellano, M. ; Bond, S. Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. 1991 Rev. Econ. Stud.. 58 277-297

  4. Armelius, H. ; Hull, I. ; Köhler, H.S. The timing of uncertainty shocks in a small open economy. 2017 Econ. Lett.. 155 31-34

  5. Bachmann, R. ; Steffen, E. ; Sims, E.R. Uncertainty and economic activity: evidence from business survey data. 2013 Am. Econ. J. Macroecon.. 5 217-249

  6. Baker, S.R. ; Bloom, N. ; Davis, S.J. Measuring economic policy uncertainty. 2016 Q. J. Econ.. 131 1593-1636

  7. Baker, S.R. ; Bloom, N. ; Davis, S.J. ; Wang, Xiaoxi Economic Policy Uncertainty in China. 2013 University of Chicago:
    Paper not yet in RePEc: Add citation now
  8. Beckmann, J. ; Czudaj, R. Exchange rate expectations and economic policy uncertainty. 2017 European Journal of Policy Economy. 47 148-162

  9. Beckmann, K.S. ; Ngo, T. ; Wang, D. The informational content of ADR mispricing. 2015 J. Multinatl. Financ. Manag.. 1–4 32-33

  10. Berg, K. ; Mark, N. Measures of global uncertainty and carry-trade excess returns. 2018 J. Int. Money Finance. 88 212-227

  11. Bernal, O. ; Gnabo, J.Y. ; Guilmin, G. Economic policy uncertainty and risk spillovers in the Eurozone. 2016 J. Int. Money Finance. 65 24-45

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

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

  14. Blundell, R. ; Bond, S. Initial conditions and moment restrictions in dynamic panel data models. 1998 J. Econom.. 87 115-143

  15. Bodurtha, J.N. ; Kim, D.S. ; Lee, C.M.C. Closed-end country funds and US market sentiment. 1995 Rev. Financ. Stud.. 8 879-918

  16. Born, B. ; Pfeifer, J. Policy risk and business cycle. 2014 J. Monet. Econ.. 68 68-85

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

  18. Chan, J.S.P. ; Hong, D. ; Subrahmanyam, M.G. A tale of two prices: liquidity and asset prices in multiple markets. 2008 J. Bank. Financ.. 32 947-960

  19. Davis, S.J. An Index of Global Economic Policy Uncertainty. 2016 :

  20. Diamonte, R.L. ; Liew, J.M. ; Stevens, R.L. Political risk in emerging and developed markets. 1996 Financ. Anal. J.. 52 71-76
    Paper not yet in RePEc: Add citation now
  21. Dibiasi, A. ; Abberger, K. ; Siegenthaler, M. ; Sturm, J.E. The effects of political uncertainty on investment: evidence from the unexpected acceptance of a far-reaching referendum in Switzerland. 2018 Eur. Econ. Rev.. 104 38-67

  22. Dixit, A.K. ; Pindyck, R.S. Investments under Uncertainty. 1994 Princeton University Press: New Jersey

  23. Fernández-Villaverde, J. ; Guerrón-Quintana, P. ; Kuester, K. ; Rubia-Ramírez, J. Fiscal volatility shocks and economic activity. 2015 Am. Econ. Rev.. 105 3352-3384

  24. Froot, K.A. ; Dabora, E.M. How are stock prices affected by the location of trade. 1999 J. Financ. econ.. 53 189-216

  25. Gagnon, L. ; Karolyi, G.A. Multi-market trading and arbitrage. 2010 J. Financ. econ.. 97 53-80

  26. Giavazzi, F. ; McMahon, M. Policy uncertainty and household savings. 2012 Rev. Econ. Stat.. 94 517-531

  27. Grossmann, A. ; Simpson, M.W. ; Ozuna, T. ADR mispricing: do costly arbitrage and consumer sentiment explain the price deviation? Journal of International Financial Markets. 2007 Institutions and Money. 17 361-371

  28. Grossmann, A. ; Thanh, N. ; Simpson, M.W. The asymmetric impact of currency purchasing power imparities on ADR mispricing. 2017 J. Multinatl. Financ. Manag.. 42–43 74-94

  29. Gulen, H. ; Ion, M. Policy uncertainty and corporate investments. 2016 Rev. Financ. Stud.. 29 523-564

  30. Jones, P.M. ; Olson, E. The time-varying correlation between uncertainty, output, and inflation: evidence from a DCC-GARCH model. 2013 Econ. Lett.. 118 33-37

  31. Kang, W. ; Lee, K. ; Ratti, R.A. Economic policy uncertainty and firm-level investment. 2014 J. Macroecon.. 39 42-53

  32. Kato, K. ; Linn, S. ; Schallheim, J. Are there arbitrage opportunities in the market for American depositary receipts?. 1991 J. Int. Financ. Mark. Inst. Money. 1 13-32
    Paper not yet in RePEc: Add citation now
  33. Kido, Y. On the link between the US economic policy uncertainty and exchange rates. 2016 Econ. Lett.. 144 49-52

  34. Kroese, L. ; Kok, S. ; Parlevliet, J. Beleidsonzekerheid in Nederland, Economisch Statistische Berichten, No. 4715. 2015 :
    Paper not yet in RePEc: Add citation now
  35. Maldonado, R. ; Saunders, A. Foreign exchange restrictions and the law of one price. 1983 Financ. Manage.. 12 19-23
    Paper not yet in RePEc: Add citation now
  36. Pagano, M. ; Roell, A. ; Zechner, J. The geography of equity listing: Why do companies list abroad?. 2002 J. Finance. 57 2651-2694

  37. Park, J. ; Tavakkol, A. Are ADRs a dollar translation of their underlying securities? The case of Japanese ADRs. 1994 J. Int. Financ. Mark. Inst. Money. 4 77-87
    Paper not yet in RePEc: Add citation now
  38. Pastor, L. ; Veronesi, P. Political uncertainty and risk premia. 2013 J. Financ. econ.. 110 520-545

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

  40. Pontiff, J. Costly arbitrage and the myth of idiosyncratic risk. 2006 J. Account. Econ.. 42 35-52

  41. Pontiff, J. Costly arbitrage: evidence from closed-end funds. 1996 Q. J. Econ.. 111 1135-1151

  42. Rabinovitch, R. ; Silva, A.C. ; Susmel, R. Returns on ADRs and arbitrage in emerging markets. 2003 Emerg. Mark. Rev.. 4 225-247

  43. Romalis, J. NAFTA’s and CUSFTA’s impact on international trade. 2007 Rev. Econ. Stat.. 89 416-435
    Paper not yet in RePEc: Add citation now
  44. Stock, J. ; Watson, M. Disentangling the Channels of the 2007-2009 Recession. Brookings Panel on Economic Activity. 2012 Spring:

  45. Suh, J. ADRs and U.S. Market sentiment. 2003 J. Invest.. 12 87-95
    Paper not yet in RePEc: Add citation now
  46. Wahab, M. ; Lashgari, M. Arbitrage in the American depository market revisited. 1992 J. Int. Financ. Mark. Inst. Money. 2 97-130
    Paper not yet in RePEc: Add citation now
  47. Wang, X. ; Yao, L.J. ; Fang, V. Stock prices and the location of trade: evidence from China-backed ADRs. 2013 North Am. J. Econ. Financ.. 26 677-688

  48. Wiggins, V. ; Poi, B. STATA: How Do I Test for Panel-level Heteroskedasticity and Autocorrelation? [Online]. 2001 :
    Paper not yet in RePEc: Add citation now
  49. Wisniewski, T. ; Lambe, B. Does economic policy uncertainty drive CDS spreads?. 2015 Int. Rev. Financ. Anal.. 42 447-458

  50. Zalla, R. Economic Policy Uncertainty in Ireland, Working Paper, 20 September. 2016 :
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. 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

  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

  11. 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

  12. 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

  13. 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

  14. 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

  15. 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

  16. 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

  17. 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

  18. 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

  19. 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

  20. 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

  21. 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

  22. 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

  23. 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

  24. 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

  25. 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

  26. 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

  27. 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

  28. 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

  29. 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

  30. 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

  31. 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

  32. 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

  33. 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

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

    Full description at Econpapers || Download paper

  35. 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

  36. 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

  37. 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

  38. 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

  39. 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

  40. 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

  41. 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

  42. 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

  43. 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

  44. 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

  45. 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

  46. 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

  47. 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

  48. 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

  49. 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

  50. .

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-12 09:34:01 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.