1. U.S. economic uncertainty shocks and extreme capital flows episodes: An empirical analysis of emerging and developing economies. (2025). Pu, Tian ; Du, Xinqian.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:30:y:2025:i:1:p:352-368.

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2. Will the euro replace the U.S. dollar as the leading international currency? A volatility analysis. (2025). Portugal Duarte, António ; Murta, Ftima Sol ; Silva, Nuno Baetas.
   In: Eurasian Economic Review.
   RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00306-7.

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3. Short‐run and long‐run determinants of exchange rate fluctuations: A tale of the Dollar and the Naira. (2025). Evans, Olaniyi.
   In: MPRA Paper.
   RePEc:pra:mprapa:124158.

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4. Do economic policy uncertainties matter for economic growth? Evidence from MIDAS approaches. (2025). Wang, Qian ; Zhao, Cheng ; Wei, YU ; Shang, Yue.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004975.

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5. Extreme dependence, connectedness, and causality between US sector stocks and oil shocks. (2025). Mensi, Walid ; Gk, Remzi ; Kang, Sang Hoon ; Vo, Xuan Vinh ; Gemici, Eray.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000991.

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6. EPU spillovers and exchange rate volatility. (2025). He, Zhongzhi ; Gong, Yuting ; Xue, Wenjun.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007567.

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7. Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Ji, Qiang.
   In: Working Papers.
   RePEc:pre:wpaper:202418.

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8. Openness and Real Exchange Rate Volatility: Evidence from China. (2024). Peng, Zhe ; Yang, Yahui.
   In: Open Economies Review.
   RePEc:kap:openec:v:35:y:2024:i:1:d:10.1007_s11079-023-09718-5.

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9. The Impact of Political Risks on Financial Markets: Evidence from a Stock Price Crash Perspective. (2024). Ma, Yanping ; Gao, Xiang ; Wei, Qian.
   In: IJFS.
   RePEc:gam:jijfss:v:12:y:2024:i:2:p:51-:d:1403147.

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10. Eco-tech fusion: Unraveling the nonparametric causal effects of fintech, natural resources, digital infrastructure, and economic growth on environmental sustainability from a quantile perspective. (2024). Hassan, M. Kabir ; Khaskheli, Asadullah ; Raza, Syed Ali ; Ahmed, Mansoora.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724006913.

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11. Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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12. Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Ji, Qiang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008778.

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13. Nord stream 2, geopolitical conflicts and energy security: Evidence from EU regions. (2024). Chen, Rong ; Zhang, Qingjun ; Liang, Anran ; Ma, Sijie.
    In: Energy.
    RePEc:eee:energy:v:313:y:2024:i:c:s0360544224036144.

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14. Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions. (2024). USMAN, OJONUGWA ; Duman, Gazi Murat ; Balcilar, Mehmet.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000815.

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15. Uncertainties and green bond markets: Evidence from tail dependence. (2023). Lin, Boqiang ; Su, Tong.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4458-4475.

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16. Long‐run co‐variability between oil prices and economic policy uncertainty. (2023). Shahbaz, Muhammad ; Sharif, Arshian ; Vo, Xuan Vinh ; Belaid, Fateh.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1308-1326.

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17. How does home and host-country policy uncertainty affect outward FDI? Firm-level evidence from China. (2023). Wu, Wei-Long ; Shao, Changqi.
    In: Economia Politica: Journal of Analytical and Institutional Economics.
    RePEc:spr:epolit:v:40:y:2023:i:2:d:10.1007_s40888-023-00298-8.

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18. A Time-Varying Analysis between Financial Development and Carbon Emissions: Evidence from the MINT countries. (2023). Rjoub, Husam ; Akadiri, Seyi ; Adebayo, Tomiwa Sunday ; Haouas, Ilham.
    In: Energy & Environment.
    RePEc:sae:engenv:v:34:y:2023:i:5:p:1207-1227.

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19. Asymmetric spillover between economic policy uncertainty and exchange rate volatility: A global network connectedness perspective. (2023). Wang, Panpan ; Liu, Xiaoxing.
    In: PLOS ONE.
    RePEc:plo:pone00:0279729.

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20. Key Macroeconomic Variables under Exchange Rate Volatility: Time-Varying Causality in the Presence of Structural Breaks and Nonlinearity. (2023). Tumturk, Ouz.
    In: EKOIST Journal of Econometrics and Statistics.
    RePEc:ist:ekoist:v:0:y:2023:i:39:p:49-64.

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21. Economic policy uncertainty and exchange market pressure in Nigeria: a quantile regression analysis. (2023). Kumeka, Terver Theophilus ; Falayi, Olabusuyi Rufus ; Adeyemi, Francis Olayinka ; Adedokun, Adeniyi Jimmy.
    In: International Journal of Sustainable Economy.
    RePEc:ids:ijsuse:v:15:y:2023:i:2:p:135-166.

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22. Quantile Dependence between Crude Oil and China’s Biofuel Feedstock Commodity Market. (2023). Shahbaz, Muhammad ; Hau, Liya ; Huang, KE ; Zhu, Huiming.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:11:p:8980-:d:1162316.

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23. A Normalized Global Economic Policy Uncertainty Index from Unsupervised Machine Learning. (2023). Rao, Wenjia ; Xu, Wangfang ; Wang, Qianqian ; Wei, Longbao.
    In: Mathematics.
    RePEc:gam:jmathe:v:11:y:2023:i:15:p:3268-:d:1202191.

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24. Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic. (2023). Al-Shboul, Mohammad ; Mokni, Khaled ; Assaf, Ata.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002100.

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25. Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies. (2023). Demirer, Riza ; Ferrer, Roman ; Raheem, Ibrahim D ; Bathia, Deven.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001493.

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26. Climate risks and realized volatility of major commodity currency exchange rates. (2023). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519.

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27. Euro area uncertainty and Euro exchange rate volatility: Exploring the role of transnational economic policy. (2023). Pastorek, Daniel.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323007237.

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28. Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Feng, Hao ; Gao, DA.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727.

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29. Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Cagli, Efe ; Mandaci, Pinar Evrim.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249.

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30. Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS. (2023). Qabhobho, Thobekile.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2023-02-25.

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31. The influence of policy uncertainty on exchange rate forecasting. (2022). Smales, Lee.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:41:y:2022:i:5:p:997-1016.

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32. The pandemic and economic policy uncertainty. (2022). Althaqeb, Saud Asaad ; Alabdulghafour, Khaled Tareq ; Algharabali, Barrak Ghanim.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:3:p:2784-2794.

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33. Impacts of geopolitical risks and economic policy uncertainty on Chinese tourism‐listed company stock. (2022). Jiang, Yonghong ; Wu, Yiqi ; Tian, Gengyu ; Mo, Bin.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:320-333.

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34. Exchange rate and volatility: A bibliometric review. (2022). Floressosa, Martha ; Merigo, Jose M ; Avilesochoa, Ezequiel.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1419-1442.

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35. Global Economic Uncertainties and Exchange Rate Management in Africa: A Panel Study. (2022). Kumeka, Terver ; Terver, Kumeka ; Olabusuyi, Falayi ; Francis, Adeyemi ; Adeniyi, Adedokun.
    In: Acta Universitatis Sapientiae, Economics and Business.
    RePEc:vrs:auseab:v:10:y:2022:i:1:p:161-184:n:9.

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36. An econometric analysis of economic policy uncertainty and exchange market pressure of the three largest economies in West Africa. (2022). Kumeka, Terver ; Falayi, Olabusuyi R ; Adeyemi, Francis O ; Adedokun, Adeniyi J.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:2:y:2022:i:11:d:10.1007_s43546-022-00350-y.

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37. The role of domestic and foreign economic uncertainties in determining the foreign exchange rates: an extended monetary approach. (2022). Murad, S. M. Woahid ; Woahid, S M.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:46:y:2022:i:4:d:10.1007_s12197-022-09589-5.

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38. Economic Uncertainty and Exchange Market Pressure: Evidence From China. (2022). Liu, Lin.
    In: SAGE Open.
    RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068485.

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39. The impact of cryptocurrencies on Chinas carbon price variation during COVID-19: A quantile perspective. (2022). Chen, Hao ; Xu, Chao.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:183:y:2022:i:c:s0040162522004541.

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40. Economic policy uncertainty and price pass-through effect of exchange rate in China. (2022). Wang, Yonglian ; Hong, Songzhi ; Pan, Changchun.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001391.

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41. Outlook of oil prices and volatility from 1970 to 2040 through global energy mix-security from production to reserves: A nonparametric causality-in-quantiles approach. (2022). Adekoya, Oluwasegun ; Oliyide, Johnson A ; Alola, Andrew A.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004974.

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42. Do gold, oil, equities, and currencies hedge economic policy uncertainty and geopolitical risks during covid crisis?. (2022). Wohar, Mark ; Kamal, Khaled Bin.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003646.

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43. Asymmetric effects of non-ferrous metal price shocks on clean energy stocks: Evidence from a quantile-on-quantile method. (2022). Ren, Xiaohang ; Wang, Yilin ; Chen, Jinyu.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002446.

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44. What the current yield curve says, and what the future prices of energy do. (2022). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100502x.

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45. Asymmetric impact of Sino-US interest rate differentials and economic policy uncertainty ratio on RMB exchange rate. (2022). Long, Shaobo ; Zhang, Rui ; Hao, Jing.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000555.

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46. Economic policy uncertainty and renewable energy innovation: International evidence. (2022). Zheng, Mingbo ; Feng, Gen-Fu.
    In: Innovation and Green Development.
    RePEc:eee:ingrde:v:1:y:2022:i:2:s2949753122000108.

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47. How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? Evidence from non-parametric causality-in-quantiles techniques. (2022). Raza, Syed ; Shah, Nida ; Guesmi, Khaled ; Msolli, Badreddine.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005225.

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48. Category-specific EPU indices, macroeconomic variables and stock market return predictability. (2022). Lu, Xinjie ; Zeng, Qing ; Li, Pan ; Dong, Dayong.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003039.

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49. The impacts of El Niño-southern oscillation on renewable energy stock markets: Evidence from quantile perspective. (2022). Wei, YU ; Chen, Yongfei ; Wang, Yizhi ; Zhang, Jiahao.
    In: Energy.
    RePEc:eee:energy:v:260:y:2022:i:c:s0360544222018485.

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50. Corporate governance and investment sensitivity to policy uncertainty in Brazil. (2022). Caixe, Daniel Ferreira.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014121000911.

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51. Time-varying risk aversion and renminbi exchange rate volatility: Evidence from CARR-MIDAS model. (2022). Wu, Xinyu ; Zhang, Huanming ; Xie, Haibin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000559.

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52. Investor sentiment and Bitcoin relationship: A quantile-based analysis. (2022). Mokni, Khaled ; Nakhli, Mohamed Sahbi ; Bouteska, Ahmed.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000171.

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53. Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China. (2022). Jiang, Yonghong ; Song, LU ; Tian, Gengyu.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:60:y:2022:i:c:s106294082200016x.

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54. Pandemic‐induced fear and government policy response as a measure of uncertainty in the foreign exchange market: Evidence from (a)symmetric wild bootstrap likelihood ratio test. (2022). Kumar, Nand ; Kathuria, Khyati.
    In: Pacific Economic Review.
    RePEc:bla:pacecr:v:27:y:2022:i:4:p:361-379.

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55. Who drives the dance? Further insights from a time‐frequency wavelet analysis of the interrelationship between stock markets and uncertainty. (2021). Ben Amar, Amine ; Carlotti, Jeanetienne.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1623-1636.

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56. On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2021). Rault, Christophe ; Abid, Abir.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:19:y:2021:i:3:d:10.1007_s40953-021-00240-4.

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57. Uncertainty and exchange rate volatility: Evidence from Mexico. (2021). Bush, Georgia ; Noria, Gabriela Lopez.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:75:y:2021:i:c:p:704-722.

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58. Effect of oil price uncertainty on clean energy metal stocks in China: Evidence from a nonparametric causality-in-quantiles approach. (2021). Zhu, Xuehong ; Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:73:y:2021:i:c:p:407-419.

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59. The impact of economic policy uncertainty on stock volatility: Evidence from GARCH–MIDAS approach. (2021). Huang, Yirong ; Yu, Xiaoling.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:570:y:2021:i:c:s0378437121000662.

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60. Dynamics and causality of oil price shocks on commodities: Quantile-on-quantile and causality-in-quantiles methods. (2021). Tong, Jing-Yang ; Yang, Dong-Xiao ; Wu, Bi-Bo.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002579.

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61. Analyzing the (a)symmetric impacts of oil price, economic policy uncertainty, and global geopolitical risk on exchange rate. (2021). Kisswani, Khalid ; Elian, Mohammad I.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000098.

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62. Does Chinese investor sentiment predict Asia-pacific stock markets? Evidence from a nonparametric causality-in-quantiles test. (2021). Li, Xiao.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312978.

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63. Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics. (2021). Wei, YU ; Li, Shouwei ; Liu, Liang ; Wang, Lei ; Yang, Kun.
    In: Energy Economics.
    RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000542.

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64. 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.

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65. Uncertainty Due to Pandemic and the Volatility Connectedness Among Asian REITs Market. (2021). Oliyide, Johnson ; Fasanya, Ismail ; Periola-Fatunsin, Ololade.
    In: Asian Economics Letters.
    RePEc:ayb:jrnael:48.

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66. Volatility forecasting with bivariate multifractal models. (2020). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Liu, Rui Peng.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:2:p:155-167.

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67. On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2020). Rault, Christophe ; Abid, Abir.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:2894.

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68. On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2020). Rault, Christophe ; Abid, Abir.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:2816.

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69. On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2020). Rault, Christophe ; Abid, Abir.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp13365.

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70. 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.

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71. Time-Varying Relationship between Crude Oil Price and Exchange Rate in the Context of Structural Breaks. (2020). Zheng, Yuhang ; Liu, Yue ; Failler, Pierre ; Peng, Jiaying.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:9:p:2395-:d:356651.

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72. Insurance and economic policy uncertainty. (2020). Olasehinde-Williams, Godwin ; Lee, Chien-Chiang ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919306312.

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73. 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.

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74. Can economic policy uncertainty predict exchange rate volatility? New evidence from the GARCH-MIDAS model. (2020). Zhou, Zhongbao ; Fu, Zhangyan ; Jiang, Yong ; Zeng, Ximei ; Lin, Ling.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319304982.

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75. Impact of economic policy uncertainty on exchange rate volatility of China. (2020). Du, Ziqing ; Hu, Zhihao ; Chen, Liming.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319306038.

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76. Investigating asymmetric determinants of the CNY–CNH exchange rate spreads: The role of economic policy uncertainty. (2020). Li, Xin ; Si, Deng-Kui.
    In: Economics Letters.
    RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304185.

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77. 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.

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78. On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2020). Rault, Christophe ; Abid, Abir.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8189.

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79. Trade uncertainties and the hedging abilities of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos.
    In: Economic Notes.
    RePEc:bla:ecnote:v:49:y:2020:i:3:n:e12173.

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80. Impact of Economic Policy Uncertainty on Exchange Market Pressure. (2019). Olasehinde-Williams, Godwin ; Güngör, Hasan ; Olanipekun, Ifedolapo Olabisi ; Gngr, Hasan.
    In: SAGE Open.
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81. Unraveling the Causal Relationship Between Economic Policy Uncertainty and Exchange Market Pressure in BRIC Countries: Evidence From Bootstrap Panel Granger Causality. (2019). Olasehinde-Williams, Godwin ; Güngör, Hasan ; Olanipekun, Ifedolapo Olabisi ; Gngr, Hasan.
    In: SAGE Open.
    RePEc:sae:sagope:v:9:y:2019:i:2:p:2158244019853903.

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82. Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability. (2019). Plakandaras, Vasilios ; GUPTA, RANGAN.
    In: Journal of Economics and Behavioral Studies.
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83. The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach. (2019). GUPTA, RANGAN ; Balcilar, Mehmet ; Ike, George.
    In: Working Papers.
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84. Oil Price Uncertainty and Movements in the US Government Bond Risk Premia. (2019). Wohar, Mark ; Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
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85. Asymmetric Effects of Policy Uncertainty on Domestic Investment in G7 Countries. (2019). Bahmani-Oskooee, Mohsen ; Maki-Nayeri, Majid.
    In: Open Economies Review.
    RePEc:kap:openec:v:30:y:2019:i:4:d:10.1007_s11079-019-09523-z.

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86. Economic policy uncertainty: A literature review. (2019). Al-Thaqeb, Saud Asaad ; Algharabali, Barrak Ghanim.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300726.

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87. Economic policy uncertainty and dollar-pound exchange rate return volatility. (2019). Bartsch, Zachary.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:98:y:2019:i:c:1.

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88. Financial contagion and flight to quality between emerging markets and U.S. bond market. (2019). Soylu, Pinar Kaya ; Gulolu, Bulent.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304042.

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89. Visiting the Economic Policy Uncertainty Shocks - Economic Growth Relationship: Wavelet-based Granger-Causality in Quantiles Approac. (2018). Jiang, Yonghong ; Meng, Juan ; Nie, HE.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2018:i:2:p:80-94.

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90. Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN.
    In: Working Papers.
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91. Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model. (2018). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin ; Aye, Goodness C ; Marco, Chi Keung.
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92. Are BRICS Exchange Rates Chaotic?. (2018). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN ; Gil-Alana, Luis.
    In: Working Papers.
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93. 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.

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94. Geopolitical risks and stock market dynamics of the BRICS. (2018). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Balcilar, Mehmet.
    In: Economic Systems.
    RePEc:eee:ecosys:v:42:y:2018:i:2:p:295-306.

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95. The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions. (2017). Suleman, Tahir ; GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina.
    In: Working Papers.
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96. Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets. (2017). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Liu, Rui Peng.
    In: Working Papers.
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97. The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach. (2017). Wohar, Mark ; Majumdar, Anandamayee ; GUPTA, RANGAN.
    In: Open Economies Review.
    RePEc:kap:openec:v:28:y:2017:i:1:d:10.1007_s11079-016-9408-x.

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98. Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model. (2017). GUPTA, RANGAN ; Cunado, Juncal ; Hassapis, Christis ; Christou, Christina.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:40:y:2017:i:c:p:92-102.

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99. The depreciation of the pound post-Brexit: Could it have been predicted?. (2017). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:21:y:2017:i:c:p:206-213.

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100. Can volume predict Bitcoin returns and volatility? A quantiles-based approach. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81.

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101. Causality between economic policy uncertainty and exchange rate in China with considering quantile differences. (2017). Dai, Yin ; Yu, Xiu-Zhen ; Li, Xin ; Zhang, Jing-Wen.
     In: Theoretical and Applied Economics.
     RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:29-38.

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102. 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.

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103. Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach. (2016). Kyei, Clement ; GUPTA, RANGAN ; Bonato, Matteo ; Apergis, Nicholas.
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104. The Depreciation of the Pound Post-Brexit: Could it have been Predicted?. (2016). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN.
     In: Working Papers.
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105. Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test. (2016). GUPTA, RANGAN ; Cakan, Esin ; Balcilar, Mehmet.
     In: Working Papers.
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106. Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test. (2016). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:49:y:2016:i:c:p:74-80.

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2. Balcilar M, Gupta R and Jooste, C (2014) The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model. Department of Economics, University of Pretoria, Working Paper No. 201460 . Balcilar M, Gupta R and Kyei C (Forthcoming) South African stock returns predictability using domestic and global economic policy uncertainty: evidence from a nonparametric causality-in-quantiles approach. Frontiers in Finance and Economics .

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4. Balcilar M, Gupta R and Segnon M (2015c) The Role of Economic Policy Uncertainty in Predicting US Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach. Department of Economics, University of Pretoria, Working Paper No. 20158 .

5. Balcilar M, Gupta R, Kim W-J and Kyei C (2015d) 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 .

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1. Geopolitical conflicts, sanctions and international knowledge flows: EU–Russia collaboration during the Ukraine crisis. (2023). Makkonen, Teemu ; Mitze, Timo.
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2. Volatility and dynamic conditional correlations of worldwide emerging and frontier markets. (2014). Lyócsa, Štefan ; Baumohl, Eduard.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:38:y:2014:i:c:p:175-183.

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3. Do Weak Institutions Prolong Crises? On the Identification, Characteristics, and Duration of Declines during Economic Slumps. (2014). Bluhm, Richard ; de Crombrugghe, Denis.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_4594.

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4. Persistence in the price-to-dividend ratio and its macroeconomic fundamentals. (2013). Herwartz, Helmut ; Xu, Fang ; Rengel, Malte.
   In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
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5. Market efficiency in the European carbon markets. (2013). Fouilloux, Jessica ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
   In: Energy Policy.
   RePEc:eee:enepol:v:60:y:2013:i:c:p:785-792.

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6. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
   In: AMSE Working Papers.
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7. The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach. (2011). Kühl, Michael ; Beckmann, Joscha ; Kuhl, Michael ; Belke, Ansgar.
   In: Review of World Economics (Weltwirtschaftliches Archiv).
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8. Did the euro give us a break in inflation?. (2010). Shiamptanis, Christos.
   In: Empirical Economics.
   RePEc:spr:empeco:v:39:y:2010:i:2:p:395-411.

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9. Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics. (2008). de Mendonça, Gui.
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10. Forecasting Random Walks Under Drift Instability. (2008). Pesaran, Mohammad ; Pick, Andreas.
    In: Cambridge Working Papers in Economics.
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11. Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks. (2007). Ooms, Marius ; Koopman, Siem Jan ; Bos, Charles.
    In: Tinbergen Institute Discussion Papers.
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12. Testing for Shifts in Trend with an Integrated or Stationary Noise Component. (2007). Yabu, Tomoyoshi ; Perron, Pierre.
    In: Boston University - Department of Economics - Working Papers Series.
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13. Further evidence on the statistical properties of real GNP. (2006). Mayoral, Laura.
    In: Economics Working Papers.
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14. Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L. (2006). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Cuado, Juncal.
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15. Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective. (2006). Spanos, Aris ; Heracleous, Maria.
    In: Computing in Economics and Finance 2006.
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16. Testing for Parameter Stability in Dynamic Models Across Frequencies. (2006). Cubadda, Gianluca ; Candelon, Bertrand.
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17. Forecasting Substantial Data Revisions in the Presence of Model Uncertainty. (2006). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony.
    In: Reserve Bank of New Zealand Discussion Paper Series.
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18. Structural breaks in Iron-Ore prices: The impact of the 1973 oil crisis. (2006). Angelov, Nikolay.
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19. Bayesian simultaneous determination of structural breaks and lag lengths. (2006). Karlsson, Sune ; Hultblad, Brigitta .
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20. Macroeconomic Instability in the European Monetary System?. (2006). Sosvilla-Rivero, Simon ; Moraleszumaquero, Amalia.
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21. Policy-Induced Mean Reversion in the Real Interest Rate?. (2006). Lamarche, Jean-Francois ; Koustas, Zisimos.
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22. Structural Changes in the Middle East Stock Markets: The case of Israel and Arab Countries. (2005). Marashdeh, Hazem ; Wilson, E. J..
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23. ARDL Modelling Approach to Testing the Financial Liberalisation Hypothesis. (2005). Shrestha, Min ; Chowdhury, Khorshed.
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24. Sequential Procedure for Testing Unit Roots in the Presence of Structural Break in Time Series Data. (2005). Shrestha, Min ; Chowdhury, Khorshed.
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25. Testing the Null of Cointegration with Structural Breaks. (2005). Sansó, Andreu ; Carrion-i-Silvestre, Josep.
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26. Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?. (2005). Capistrán, Carlos ; Capistrn-Carmona, Carlos.
    In: Computing in Economics and Finance 2005.
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27. A new look at the Feldstein-Horioka puzzle: an European-Regional perspective. (2005). Maurel, Mathilde ; Héricourt, Jérôme.
    In: Cahiers de la Maison des Sciences Economiques.
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28. Declining Output Volatility in Germany: Impulses, Propagation, and the Role of the Monetary Policy. (2005). Fritsche, Ulrich ; Kuzin, Vladimir.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
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29. The Taylor Rule and Opportunistic Monetary Policy. (2005). Enders, Walter ; Bunzel, Helle.
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30. Testing for Panel Cointegration with Multiple Structural Breaks. (2005). Westerlund, Joakim.
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31. Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions. (2005). Teräsvirta, Timo ; Strikholm, Birgit.
    In: SSE/EFI Working Paper Series in Economics and Finance.
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32. Trend breaks, long-run restrictions, and the contractionary effects of technology improvements. (2005). Fernald, John.
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33. Granger Causality of the Inflation-Growth Mirror in Accession Countries. (2005). Nakov, Anton ; Gillman, Max.
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34. UK Real-Time Macro Data Characteristics. (2005). Vahey, Shaun ; Garratt, Anthony.
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35. Testing for Long Run Neutrality of Money in Mexico. (2004). Wallace, Frederick ; Shelley, Gary L..
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36. Financial Liberalization and Emerging Stock Market Volatility. (2004). Gómez Biscarri, Javier ; de Gracia, Prez F. ; J. Cuñado; J. Gómez, .
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37. What Do German Short-Term Interest Rates Tell Us About Future Inflation?. (2004). Grech, Harald .
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38. From Hindu Growth to Productivity Surge: The Mystery of the Indian Growth Transition. (2004). Subramanian, Arvind ; Rodrik, Dani.
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39. Forecasting Time Series Subject to Multiple Structural Breaks. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, Mohammad.
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40. Política fiscal y productividad del trabajo en la economía española: un análisis de series temporales. (2004). Esteve, Vicente.
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41. Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity. (2004). Prodan, Ruxandra.
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42. Structurally Sound Dynamic Index Futures Hedging. (2004). Kofman, Paul ; McGlenchy, Patrick .
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43. Declining Output Volatility in Germany: Impulses, Propagation, and the Role of Monetary Policy. (2004). Fritsche, Ulrich ; Kuzin, Vladimir.
    In: Discussion Papers of DIW Berlin.
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44. Forecasting Time Series Subject to Multiple Structural Breaks. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, Mohammad.
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45. ‘Forecasting Time Series Subject to Multiple Structural Breaks’. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, Mohammad.
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46. Anticipation of monetary policy in UK financial markets. (2004). wetherilt, anne ; Lildholdt, Peter.
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47. Structural breaks in the U.S. inflation process: a further investigation. (2003). Boutahar, Mohamed ; JOUINI, Jamel.
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48. Disaggregate evidence on the persistence of consumer price inflation. (2003). Clark, Todd.
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49. The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence. (2003). McCracken, Michael ; Clark, Todd.
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50. Measuring trend output: how useful are the Great Ratios?. (2003). Temple, Jonathan ; Cliff L. F. Attfield, .
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    RePEc:bri:uobdis:03/555.

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