1. From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear?. (2025). Yang, Lu.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:45:y:2025:i:2:p:143-157.

   Full description at Econpapers || Download paper

2. Market ambiguity, investor sentiment and market anomalies – Evidence from the Chinese A-share market. (2025). Yang, Baochen ; Gao, Qianran ; Li, Jiapeng.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005142.

   Full description at Econpapers || Download paper

3. Which uncertainty measure better predicts gold prices? New evidence from a CNN-LSTM approach. (2025). Ren, Yinghua ; You, Wanhai ; Chen, Jianyong ; Xie, Haoqi.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000154.

   Full description at Econpapers || Download paper

4. Economic policy uncertainty, investor sentiment and systemic financial risk: Evidence from China. (2025). Zhao, Xiaofang ; Fang, Guobin ; Zhou, Xuehua ; Ma, Huimin ; Deng, Yaoxun ; Xie, Luoyan.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082400281x.

   Full description at Econpapers || Download paper

5. Expose the Hidden : Investor Sentiment and Anomaly Strategies in Emerging Market. (2024). Ali, Furman ; Ahmad, Masood ; Ur, Muhammad Ateeq.
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2024:i:4:p:63-81.

   Full description at Econpapers || Download paper

6. Can Chinese investors manage climate risk domestically and globally?. (2024). Liu, Yike ; Xu, Zihan ; Xing, Xiaoyun ; Zhu, Yuxuan.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006567.

   Full description at Econpapers || Download paper

7. 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

8. Can the ‘good-bad’ volatility and the leverage effect improve the prediction of cryptocurrency volatility?—Evidence from SHARV-MGJR model. (2024). Chen, Zhenlong ; Hao, Xiaozhen ; Liu, Junjie.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007876.

   Full description at Econpapers || Download paper

9. Risk spillover effects of the Israel–Hamas War on global financial and commodity markets: A time–frequency and network analysis. (2024). Lin, Zi-Luo ; Ouyang, Wen-Pei ; Yu, Qing-Rui.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006482.

   Full description at Econpapers || Download paper

10. The investment of renewable energy: Is green bond a safe-haven to hedge U.S. monetary policy uncertainty?. (2024). Moldovan, Nicoleta-Claudia ; Qin, Meng ; Cao, Fangzhi ; Su, Chi-Wei.
    In: Energy.
    RePEc:eee:energy:v:307:y:2024:i:c:s0360544224024253.

    Full description at Econpapers || Download paper

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

2. Arouri, M. ; Estay, C. ; Rault, C. ; Roubaud, D. Economic policy uncertainty and stock markets: Long-run evidence from the US. 2016 Financ. Res. Lett.. 18 136-141

3. Asafo-Adjei, E. ; Agyapong, D. ; Agyei, S.K. ; Frimpong, S. ; Djimatey, R. ; Adam, A.M. Economic policy uncertainty and stock returns of Africa: a wavelet coherence analysis. 2020 Discret. Dyn. Nat. Soc.. 2020 1-8
   Paper not yet in RePEc: Add citation now
   

4. Baker, M. ; Wurgler, J. Investor sentiment and the cross-section of stock returns. 2006 J. Financ.. 61 1645-1680

5. Baker, M. ; Wurgler, J. Investor sentiment in the stock market. 2007 J. Econ. Perspect.. 21 129-152

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

7. Barndorff-Nielsen, O. ; Kinnebrock, S. ; Shephard, N. Measuring Downside Risk-Realised Semivariance. 2010 Unpublished Working Paper. University of Aarhus and University of Oxford:
   Paper not yet in RePEc: Add citation now
   

8. Baruník, J. ; Kočenda, E. ; Vácha, L. Asymmetric connectedness on the US stock market: bad and good volatility spillovers. 2016 J. Financ. Mark.. 27 55-78

9. BenSaïda, A. Good and bad volatility spillovers: an asymmetric connectedness. 2019 J. Financ. Mark.. 43 78-95

10. Bloom, N. Fluctuations in uncertainty. 2014 J. Econ. Perspect.. 28 153-176

11. Bollerslev, T. ; Li, S.Z. ; Zhao, B. Good volatility, bad volatility, and the cross section of stock returns. 2020 J. Financ. Quant. Anal.. 55 751-781

12. Bouri, E. ; Harb, E. The size of good and bad volatility shocks does matter for spillovers. 2022 J. Int. Financ. Mark. Inst. Money. 80 -

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

14. Cai, D. ; Zhang, T. ; Han, K. ; Liang, J. Economic Policy Uncertainty Shocks and Chinese Stock Market Volatility: An Empirical Analysis with SVAR. 2022 :

15. Caldara, D. ; Iacoviello, M. Measuring geopolitical risk. 2022 Am. Econ. Rev.. 112 1194-1225

16. Cepni, O. ; Gupta, R. Time-varying impact of monetary policy shocks on US stock returns: the role of investor sentiment. 2021 The North American J. Econ. and Finan.. 58 -

17. Chau, F. ; Deesomsak, R. ; Koutmos, D. Does investor sentiment really matter?. 2016 Int. Rev. Financ. Anal.. 48 221-232

18. Chen, B.X. ; Sun, Y.L. The impact of VIX on China’s financial market: a new perspective based on high-dimensional and time-varying methods. 2022 The North American J. Econ. and Finan.. 63 -

19. Chen, H. ; Tillmann, P. Monetary policy uncertainty in China. 2021 J. Int. Money Financ.. 110 -
    Paper not yet in RePEc: Add citation now
    

20. Chen, J. ; Jiang, F. ; Tong, G. Economic policy uncertainty in China and stock market expected returns. 2017 Account. Finance. 57 1265-1286

21. Chen, X. ; Chiang, T.C. Empirical investigation of changes in policy uncertainty on stock returns—evidence from China’s market. 2020 Res. Int. Bus. Financ.. 53 -

22. Chiang, T.C. Economic policy uncertainty and stock returns—evidence from the Japanese market. 2020 Quan. Finance and Econ.. 4 430-458
    Paper not yet in RePEc: Add citation now
    

23. Chiang, T.C. Economic policy uncertainty, risk and stock returns: evidence from G7 stock markets. 2019 Financ. Res. Lett.. 29 41-49

24. Chiang, T.C. Evidence of economic policy uncertainty and COVID-19 pandemic on global stock returns. 2022 J. Risk and Finan. Manage.. 15 28-

25. Chiang, T.C. Geopolitical risk, economic policy uncertainty and asset returns in Chinese financial markets. 2021 China Finance Review International. 11 474-501

26. Christou, C. ; Cunado, J. ; Gupta, R. ; Hassapis, C. Economic policy uncertainty and stock market returns in PacificRim countries: evidence based on a Bayesian panel VAR model. 2017 J. Multinatl. Financ. Manag.. 40 92-102
    Paper not yet in RePEc: Add citation now
    
27. Chue, T.K. ; Gul, F.A. ; Mian, G.M. Aggregate investor sentiment and stock return synchronicity. 2019 J. Bank. Financ.. 108 -
    Paper not yet in RePEc: Add citation now
    

28. Chung, S.L. ; Hung, C.H. ; Yeh, C.Y. When does investor sentiment predict stock returns?. 2012 J. Empir. Financ.. 19 217-240

29. Dai, Z. ; Peng, Y. Economic policy uncertainty and stock market sector time-varying spillover effect: evidence from China. 2022 The North American J. Econ. and Finan.. 62 -

30. Dai, Z. ; Zhang, X. ; Li, T. Forecasting stock return volatility in data-rich environment: a new powerful predictor. 2023 The North American J. Econ. and Finan.. 64 -

31. Dai, Z. ; Zhu, J. ; Zhang, X. Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment. 2022 Energy Econ.. 114 -

32. Dash, S.R. ; Maitra, D. ; Debata, B. ; Mahakud, J. Economic policy uncertainty and stock market liquidity: evidence from G7 countries. 2021 Int. Rev. Financ.. 21 611-626

33. Demirer, R. ; Kutan, A.M. Does herding behavior exist in Chinese stock markets?. 2006 J. Int. Financ. Mark. Inst. Money. 16 123-142

34. Deng, S. ; Zhu, Y. ; Yu, Y. ; Huang, X. An integrated approach of ensemble learning methods for stock index prediction using investor sentiments. 2024 Expert Syst. Appl.. 238 -
    Paper not yet in RePEc: Add citation now
    

35. Ding, Z. ; Liu, Z. ; Zhang, Y. ; Long, R. The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment. 2017 Appl. Energy. 187 27-36

36. Engle, R.F. ; Ghysels, E. ; Sohn, B. Stock market volatility and macroeconomic fundamentals. 2013 Rev. Econ. Stat.. 95 776-797

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

38. Fong, W.M. ; Toh, B. Investor sentiment and the MAX effect. 2014 J. Bank. Financ.. 46 190-201

39. Girardin, E. ; Joyeux, R. Macro fundamentals as a source of stock market volatility in China: a GARCH-MIDAS approach. 2013 Econ. Model.. 34 59-68

40. Gong, X. ; Zhang, W. ; Wang, J. ; Wang, C. Investor sentiment and stock volatility: new evidence. 2022 Int. Rev. Financ. Anal.. 80 -
    Paper not yet in RePEc: Add citation now
    

41. Guo, P. ; Zhu, H. ; You, W. Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC: a quantile regression approach. 2018 Financ. Res. Lett.. 25 251-258

42. Han, C. ; Shi, Y. Chinese stock anomalies and investor sentiment. 2022 Pac. Basin Financ. J.. 73 -

43. He, F. ; Feng, Y. ; Hao, J. Information disclosure source, investors' searching and stock price crash risk. 2022 Econ. Lett.. 210 -

44. He, Z. Dynamic impacts of crude oil price on Chinese investor sentiment: nonlinear causality and time-varying effect. 2020 Int. Rev. Econ. Financ.. 66 131-153

45. Hong, H. ; Stein, J.C. A unified theory of underreaction, momentum trading, and overreaction in asset markets. 1999 J. Financ.. 54 2143-2184

46. Hong, H. ; Torous, W. ; Valkanov, R. Do industries lead stock markets?. 2007 J. Financ. Econ.. 83 367-396

47. Huang, W.Q. ; Liu, P. Asymmetric effects of economic policy uncertainty on stock returns under different market conditions: evidence from G7 stock markets. 2022 Appl. Econ. Lett.. 29 780-784

48. Huang, Y. ; Luk, P. Measuring economic policy uncertainty in China. China economic review, 59, 101367. 2020 Int. Rev. Econ. Financ.. 29 12-29

49. Iyke, B.N. ; Maheepala, M.M.J.D. Conventional monetary policy, COVID-19, and stock markets in emerging economies. 2022 Pac. Basin Financ. J.. 76 -

50. Ji, Q. ; Bouri, E. ; Roubaud, D. Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities. 2018 Int. Rev. Financ. Anal.. 57 1-12

51. Jiang, S. ; Jin, X. Effects of investor sentiment on stock return volatility: a spatio-temporal dynamic panel model. 2021 Econ. Model.. 97 298-306

52. Kilic, M. ; Shaliastovich, I. Good and bad variance premia and expected returns. 2019 Manag. Sci.. 65 2522-2544

53. Lee, C.C. ; Lee, C.C. Oil price shocks and Chinese banking performance: do country risks matter?. 2019 Energy Econ.. 77 46-53

54. Lee, W.Y. ; Jiang, C.X. ; Indro, D.C. Stock market volatility, excess returns, and the role of investor sentiment. 2002 J. Bank. Financ.. 26 2277-2299

55. Li, L. ; Tang, Y. ; Xiang, J. Measuring China's monetary policy uncertainty and its impact on the real economy. 2020 Emerg. Mark. Rev.. 44 -

56. Li, T. ; Ma, F. ; Zhang, X. ; Zhang, Y. Economic policy uncertainty and the Chinese stock market volatility: novel evidence. 2020 Econ. Model.. 87 24-33

57. Li, Y. ; Ma, F. ; Zhang, Y. ; Xiao, Z. Economic policy uncertainty and the Chinese stock market volatility: new evidence. 2019 Appl. Econ.. 51 5398-5410

58. Li, Z. ; Wen, F. ; Huang, Z.J. Asymmetric response to earnings news across different sentiment states: the role of cognitive dissonance. 2023 Finance. 78 -

59. Liu, L. ; Zhang, T. Economic policy uncertainty and stock market volatility. 2015 Financ. Res. Lett.. 15 99-105

60. Liu, Z. ; Ye, Y. ; Ma, F. ; Liu, J. Can economic policy uncertainty help to forecast the volatility: a multifractal perspective. 2017 Phys. A: Statis. Mecha. and Its Appl.. 482 181-188

61. Lv, W. ; Li, B. Climate policy uncertainty and stock market volatility: evidence from different sectors. 2023 Financ. Res. Lett.. 51 -
    Paper not yet in RePEc: Add citation now
    

62. Ma, Y. ; Wang, Z. ; He, F. How do economic policy uncertainties affect stock market volatility? Evidence from G7 countries. 2022 Int. J. Financ. Econ.. 27 2303-2325

63. Mbarki, I. ; Omri, A. ; Naeem, M.A. From sentiment to systemic risk: information transmission in Asia-Pacific stock markets. 2022 Res. Int. Bus. Financ.. 63 -

64. Mei, D. ; Zeng, Q. ; Zhang, Y. ; Hou, W. Does US economic policy uncertainty matter for European stock markets volatility?. 2018 Phys. A: Statis. Mecha. and its Appl.. 512 215-221

65. Patton, A.J. ; Sheppard, K. Good volatility, bad volatility: signed jumps and the persistence of volatility. 2015 Rev. Econ. Stat.. 97 683-697

66. Paye, B.S. ‘Déjà vol’: predictive regressions for aggregate stock market volatility using macroeconomic variables. 2012 J. Financ. Econ.. 106 527-546
    Paper not yet in RePEc: Add citation now
    

67. Phan, D.H.B. ; Sharma, S.S. ; Tran, V.T. Can economic policy uncertainty predict stock returns? Global evidence. 2018 J. Int. Financ. Mark. Inst. Money. 55 134-150

68. Segal, G. ; Shaliastovich, I. ; Yaron, A. Good and bad uncertainty: macroeconomic and financial market implications. 2015 J. Financ. Econ.. 117 369-397

69. Shahzad, S.J.H. ; Naeem, M.A. ; Peng, Z. ; Bouri, E. Asymmetric volatility spillover among Chinese sectors during COVID-19. 2021 Int. Rev. Financ. Anal.. 75 -

70. Shao, Y.H. ; Yang, Y.H. ; Zhou, W.X. How does economic policy uncertainty comove with stock markets: new evidence from symmetric thermal optimal path method. 2022 Phys. A: Statis. Mecha. and its Appl.. 604 -

71. Shi, J. ; Yu, C. ; Liu, X. ; Li, Y. Predicting firm stock returns with customer stock returns: moderating effects of customer characteristics. 2020 Res. Int. Bus. Financ.. 54 -

72. Si, D.K. ; Zhao, B. ; Li, X.L. ; Ding, H. Policy uncertainty and sectoral stock market volatility in China. 2021 Econ. Analysis and Policy. 69 557-573

73. Smales, L.A. Spreading the fear: the central role of CBOE VIX in global stock market uncertainty. 2022 Glob. Financ. J.. 51 -

74. Souropanis, I. ; Vivian, A. Forecasting realized volatility with wavelet decomposition. 2023 J. Empir. Financ.. 74 -

75. Stambaugh, R.F. ; Yu, J. ; Yuan, Y. The short of it: investor sentiment and anomalies. 2012 J. Financ. Econ.. 104 288-302

76. Tan, L. ; Chiang, T.C. ; Mason, J.R. ; Nelling, E. Herding behavior in Chinese stock market: an examination of a and B shares. 2008 Pac. Basin Financ. J.. 16 61-77
    Paper not yet in RePEc: Add citation now
    

77. Wang, P. ; Han, W. ; Huang, C. ; Duong, D. Forecasting realised volatility from search volume and overnight sentiment: evidence from China. 2022 Res. Int. Bus. Financ.. 62 -

78. Wang, Y. ; Wei, Y. ; Wu, C. ; Yin, L. Oil and the short-term predictability of stock return volatility. 2018 J. Empir. Financ.. 47 90-104

79. Wang, Z. ; Li, Y. ; He, F. Asymmetric volatility spillovers between economic policy uncertainty and stock markets: evidence from China. 2020 Res. Int. Bus. Financ.. 53 -

80. Wen, X. ; Wei, Y. ; Huang, D. Measuring contagion between energy market and stock market during financial crisis: a copula approach. 2012 Energy Econ.. 34 1435-1446

81. Xiao, J. ; Wang, Y. Good oil volatility, bad oil volatility, and stock return predictability. 2022 Int. Rev. Econ. Financ.. 80 953-966

82. Xiao, J. ; Wang, Y. Investor attention and oil market volatility: Does economic policy uncertainty matter?. 2021 Energy Economics. 97 105180-

83. Xiao, J. ; Wen, F. ; Zhao, Y. ; Wang, X. The role of US implied volatility index in forecasting Chinese stock market volatility: evidence from HAR models. 2021 Int. Rev. Econ. Financ.. 74 311-333

84. 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 Econ.. 80 310-320

85. Yao, J. ; Ma, C. ; He, W.P. Investor Herding Behaviour of Chinese Stock Market. 2014 :

86. Yi, Z. ; Mao, N. Research on Investor Sentiment Measurement in Chinese Stock. 2009 :
    Paper not yet in RePEc: Add citation now
    

87. Yu, H. ; Fang, L. ; Sun, W. Forecasting performance of global economic policy uncertainty for volatility of Chinese stock market. 2018 Phys. A: Statis. Mecha. and Its Appl.. 505 931-940

88. Yu, J. ; Yuan, Y. Investor sentiment and the mean–variance relation. 2011 J. Financ. Econ.. 100 367-381
    Paper not yet in RePEc: Add citation now
    

89. Yu, M. Forecasting sector-level stock market volatility: the role of world uncertainty index. 2023 Financ. Res. Lett.. 58 -

90. Zhao, H. Dynamic relationship between exchange rate and stock price: evidence from China. 2010 Res. Int. Bus. Financ.. 24 103-112

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

Report date: 2025-09-23 06:00:14 || Missing content? Let us know