create a website

Economic policy uncertainty, CDS spreads, and CDS liquidity provision. (2019). Zhong, Zhaodong ; Wang, Xinjie ; Xu, Weike.
In: Journal of Futures Markets.
RePEc:wly:jfutmk:v:39:y:2019:i:4:p:461-480.

Full description at Econpapers || Download paper

Cited: 22

Citations received by this document

Cites: 60

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. Trade policy uncertainty and corporate innovation —Evidence from the US-China trade war. (2025). Xiao, YI ; Yang, Jingyun ; Wu, Wenruo ; Zhang, Jian.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003421.

    Full description at Econpapers || Download paper

  2. Does economic policy uncertainty matter to corporate default probability? findings from theoretic analyses and China’s listed firms. (2025). Deng, Guoying ; Liu, Junrong ; Ma, Shibo ; Yan, Jingzhou.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002389.

    Full description at Econpapers || Download paper

  3. Causality between Economic Policy Uncertainty, Economic Growth and Stock Liquidity: Evidence from ASEAN markets. (2024). Pham, Hong Tuyet ; Phan, Huy Tam ; Phuoc, Tran.
    In: WSB Journal of Business and Finance.
    RePEc:vrs:wsbjbf:v:58:y:2024:i:1:p:133-150:n:1013.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  5. The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks. (2024). Haddou, Samira.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:93:y:2024:i:pb:p:244-272.

    Full description at Econpapers || Download paper

  6. The effect of economic and political uncertainty on sovereign CDS spreads. (2024). Pan, Wei-Fong ; Xiao, Yaqing ; Wang, Xinjie ; Xu, Weike ; Zhang, Jinfan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:89:y:2024:i:pa:p:143-155.

    Full description at Econpapers || Download paper

  7. Firm-level political risk and credit markets. (2024). Nikolaev, Valeri ; Gad, Mahmoud ; van Lent, Laurence ; Tahoun, Ahmed.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:77:y:2024:i:2:s0165410123000666.

    Full description at Econpapers || Download paper

  8. Firm-level political risk and equity issuance. (2024). Hasan, Shehub Bin ; Kabir, Muhammad ; Rahman, Dewan ; Haque, Anamul.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000106.

    Full description at Econpapers || Download paper

  9. Economic uncertainty and credit risk: Evidence from international corporate bonds. (2024). Valenzuela, Patricio ; Mella, Javier ; Claveria, Juan.
    In: Economics Letters.
    RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001496.

    Full description at Econpapers || Download paper

  10. The quality of credit ratings amid geopolitical risk. (2024). Chakraborty, Madhumita ; Singhal, Himanshu ; Verma, Arushi.
    In: Economics Letters.
    RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004652.

    Full description at Econpapers || Download paper

  11. EPU spillovers and sovereign CDS spreads: A cross‐country study. (2023). He, Zhongzhi ; Gong, Yuting ; Xue, Wenjun.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:43:y:2023:i:12:p:1770-1806.

    Full description at Econpapers || Download paper

  12. CDS and equity markets’ volatility linkages: lessons from the EMU crisis. (2023). laopodis, nikiforos ; Kouretas, Georgios ; Bratis, Theodoros.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-023-01126-7.

    Full description at Econpapers || Download paper

  13. Wholesale funding and bank stability: The impact of economic policy uncertainty. (2023). Nguyen, Thanh Cong.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001162.

    Full description at Econpapers || Download paper

  14. Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Yfanti, Stavroula ; Karanasos, Menelaos ; Zopounidis, Constantin ; Christopoulos, Apostolos.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

    Full description at Econpapers || Download paper

  15. Firm‐level political risk and implied cost of equity capital. (2023). Mishra, Dev.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:23:y:2023:i:3:p:615-644.

    Full description at Econpapers || Download paper

  16. CEO’s educational background, economic policy uncertainty and investment-cash flow sensitivity: evidence from India. (2022). Gupta, Gaurav.
    In: Applied Economics.
    RePEc:taf:applec:v:54:y:2022:i:5:p:568-579.

    Full description at Econpapers || Download paper

  17. International evidence for the substitution effect of FX derivatives usage on bank capital buffer. (2022). Hao, Xiangchao ; Sun, Qinru ; Xie, Fang.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000757.

    Full description at Econpapers || Download paper

  18. Economic policy uncertainty and industry return predictability – Evidence from the UK. (2022). Pham, Thach Ngoc ; Thuraisamy, Kannan ; Bannigidadmath, Deepa ; Golab, Anna.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:82:y:2022:i:c:p:433-447.

    Full description at Econpapers || Download paper

  19. Central bank gold reserves and sovereign credit risk. (2022). Rathi, Sawan ; Mohapatra, Sanket ; Sahay, Arvind.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002087.

    Full description at Econpapers || Download paper

  20. Economic policy uncertainty and the cost of capital. (2022). Liu, Jinjing ; Wang, Hong.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000448.

    Full description at Econpapers || Download paper

  21. Time-varying effects of global economic policy uncertainty shocks on crude oil price volatility:New evidence. (2021). Wei, YU ; Lyu, Yongjian ; Tuo, Siwei ; Yang, MO.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309739.

    Full description at Econpapers || Download paper

  22. The influence of economic policy uncertainty on corporate trade credit and firm value. (2020). Ngo, Thanh N ; Jory, Surendranath R ; Khieu, Hinh D ; Phan, Hieu V.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301152.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Aastveit, K., Natvik, G., & Sola, S. (2013). Economic uncertainty and the effectiveness of monetary policy. Working Paper. https://doi.org/10.2139/ssrn.2353008.

  2. Acharya, V. V., & Johanson, T. C. (2007). Insider trading in credit derivatives. Journal of Financial Economics, 84, 110–141. https://doi.org/10.1016/j.jfineco.2006.05.003.

  3. Agarwal, V., Aslan, H., & Ren, H. (2017). Policy uncertainty and household stock market participation. Working Paper. https://doi.org/10.2139/ssrn.3006651.
    Paper not yet in RePEc: Add citation now
  4. Alexopoulos, M., & Cohen, J. (2015). The power of print: Uncertainty shocks, markets, and the economy. International Review of Economics & Finance, 40, 8–28. https://doi.org/10.1016/j.iref.2015.02.002.

  5. Amihud, Y. (2002). Illiquidity and stock returns: Cross‐section and time‐series effects. Journal of Financial Markets, 5, 31–56. https://doi.org/10.1016/S1386‐4181(01)00024‐6.
    Paper not yet in RePEc: Add citation now
  6. Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277–297. https://doi.org/10.2307/2297968.

  7. Arellano, M., & Bover, O. (1995). Another look at the instrumental variable estimation of error‐components models. Journal of Econometrics, 68(1), 29–51. https://doi.org/10.1016/0304‐4076(94)01642‐D.

  8. Azzimonti, M. (2018). Partisan conflict and private investment. Journal of Monetary Economics, 93, 114–131. https://doi.org/10.1016/j.jmoneco.2017.10.007.

  9. Bai, J., & Wu, L. (2016). Anchoring credit default swap spreads to firm fundamentals. Journal of Financial and Quantitative Analysis, 51(5), 1521–1543. https://doi.org/10.1017/S0022109016000533.

  10. Baker, S. R., Bloom, N., & Davis, S. J. (2015). What triggers stock market jumps? Working Paper.
    Paper not yet in RePEc: Add citation now
  11. Baker, S. R., Bloom, N., & Davis, S. J. (2016). Measuring economic policy uncertainty. Quarterly Journal of Economics, 131(4), 1593–1636. https://doi.org/10.1093/qje/qjw024.

  12. Bao, J., Pan, J., & Wang, J. (2011). The illiquidity of corporate bonds. Journal of Finance, 66, 911–946. https://doi.org/10.1111/j.1540‐6261.2011.01655.x.

  13. Berger, A. N., Guedhami, O., Kim, H. H., & Li, X. (2017). Economic policy uncertainty and bank liquidity creation. Working Paper. https://doi.org/10.2139/ssrn.3030489.
    Paper not yet in RePEc: Add citation now
  14. Blanco, R., Brennan, S., & Marsh, I. W. (2005). An empirical analysis of the dynamic relation between investment‐grade bonds and credit default swaps. Journal of Finance, 60(5), 2255–2281. https://doi.org/10.1111/j.1540‐6261.2005.00798.x.

  15. Blundell, R., & Bond, S. (1998). Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics, 87(1), 115–143. https://doi.org/10.1016/S0304‐4076(98)00009‐8.

  16. Bonaime, A., Gulen, H., & Ion, M. (2018). Does policy uncertainty affect mergers and acquisitions? Journal of Financial Economics, 129(3), 531–558. https://doi.org/10.1016/j.jfineco.2018.05.007.

  17. Bordo, M. D., Duca, J. V., & Koch, C. (2016). Economic policy uncertainty and the credit channel: Aggregate and bank level U.S. evidence over several decades. Journal of Financial Stability, 26, 90–106. https://doi.org/10.1016/j.jfs.2016.07.002.

  18. Boudoukh, J., Feldman, R., Kogan, S., & Richardson, M. (forthcoming). Information, trading and volatility: Evidence from firm‐specific news. Review of Financial Studies. doi: https://doi.org/10.1093/rfs/hhy083.
    Paper not yet in RePEc: Add citation now
  19. Brogaard, J., & Detzel, A. (2015). The asset pricing implications of government economic policy uncertainty. Management Science, 61(1), 3–18. https://doi.org/10.1287/mnsc.2014.2044.

  20. Brunnermeier, M. K., & Pedersen, L. H. (2009). Market liquidity and funding liquidity. Review of Financial Studies, 22, 2201–2238. https://doi.org/10.1093/rfs/hhn098.

  21. Cao, C., Yu, F., & Zhong, Z. (2010). The information content of option‐implied volatility for credit default swap valuation. Journal of Financial Markets, 13(3), 321–343. https://doi.org/10.1016/j.finmar.2010.01.002.

  22. Chordia, T., Roll, R., & Subrahmanyam, A. (2000). Commonality in liquidity. Journal of Financial Economics, 56(1), 3–28. https://doi.org/10.1016/S0304‐405X(99)00057‐4.

  23. Chung, K. H., & Chuwonganant, C. (2014). Uncertainty, market structure, and liquidity. Journal of Financial Economics, 113(3), 476–499. https://doi.org/10.1016/j.jfineco.2014.05.008.

  24. Collin‐Dufresne, P., & Goldstein, R. S. (2001). Do credit spreads reflect stationary leverage ratios? Journal of Finance, 56(5), 1929–1957. https://doi.org/10.1111/0022‐1082.00395.
    Paper not yet in RePEc: Add citation now
  25. Duffie, D. (2012). Market making under the proposed Volcker rule. Working Paper. https://doi.org/10.2139/ssrn.1990472.
    Paper not yet in RePEc: Add citation now
  26. Eom, Y. H., Helwege, J., & Huang, J. Z. (2004). Structural models of corporate bond pricing: An empirical analysis. Review of Financial Studies, 17(2), 499–544. https://doi.org/10.1093/rfs/hhg053.

  27. Fang, L., Chen, B., Yu, H., & Qian, Y. (2017). The importance of global economic policy uncertainty in predicting gold futures market volatility: A GARCH‐MIDAS approach. Journal of Futures Markets, 38(3), 413–422. https://doi.org/10.1002/fut.21897.
    Paper not yet in RePEc: Add citation now
  28. Friewald, N., Jankowitsch, R., & Subrahmanyam, M. G. (2012). Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises. Journal of Financial Economics, 105(1), 18–36. https://doi.org/10.1016/j.jfineco.2012.02.001.

  29. Gao, P., & Qi, Y. (2014). Political uncertainty and public financing costs: Evidence from U.S. municipal bond markets. Working Paper. https://doi.org/10.2139/ssrn.1992200.
    Paper not yet in RePEc: Add citation now
  30. Gentzkow, M., & Shapiro, J. M. (2010). What drives media slant? Evidence from U.S. daily newspapers. Econometrica, 78(1), 35–71. https://doi.org/10.3982/ECTA7195.

  31. Geske, R. (1977). The valuation of corporate liabilities as compound options. Journal of Financial and Quantitative Analysis, 12(4), 541–552. https://doi.org/10.2307/2330330.

  32. Gilchrist, S. Sim, J. W., & Zakrajsek, E. (2014). Uncertainty, financial frictions, and investment dynamics NBER. Working Paper Series. https://doi.org/10.3386/w20038.

  33. Glosten, L. R., & Milgrom, P. R. (1985). Bid, ask and transaction prices in a specialist market with heterogeneously informed traders. Journal of Financial Economics, 14, 71–100. https://doi.org/10.1016/0304‐405X(85)90044‐3.

  34. Gu, M., Sun, M., Wu, Y., & Xu, W. (2016). Economic policy uncertainty and momentum. Working Paper. https://doi.org/10.2139/ssrn.3133832.
    Paper not yet in RePEc: Add citation now
  35. Gulen, H., & Ion, M. (2016). Policy uncertainty and corporate investment. Review of Financial Studies, 29(3), 523–564. https://doi.org/10.1093/rfs/hhv050.

  36. Hasbrouck, J., & Seppi, D. J. (2001). Common factors in prices, order flows, and liquidity. Journal of Financial Economics, 59(3), 383–411. https://doi.org/10.1016/S0304‐405X(00)00091‐X.

  37. Heckman, J. J., Urzua, S., & Vytlacil, E. (2006). Understanding instrumental variables in models with essential heterogeneity. Review of Economics and Statistics, 88(3), 389–432. https://doi.org/10.1162/rest.88.3.389.

  38. Hoberg, G., & Phillips, G. (2010). Product market synergies and competition in mergers and acquisitions: A text‐based analysis. Review of Financial Studies, 23(10), 3773–3811. https://doi.org/10.1093/rfs/hhq053.

  39. Julio, B., & Yook, Y. (2012). Political uncertainty and corporate investment cycles. Journal of Finance, 67(1), 45–84. https://doi.org/10.1111/j.1540‐6261.2011.01707.x.

  40. Jurado, K., Ludvigson, S. C., & Ng, S. (2015). Measuring uncertainty. American Economic Review, 105(3), 1177–1216. https://doi.org/10.1257/aer.20131193.

  41. Kaviani, S., Kryzanowski, L., Maleki, H., & Savor, P. (2017). Policy uncertainty and corporate credit spreads. Working Paper. https://doi.org/10.2139/ssrn.2930126.
    Paper not yet in RePEc: Add citation now
  42. Kelly, B., Pástor, L., & Veronesi, P. (2016). The price of political uncertainty: Theory and evidence from the option market. Journal of Finance, 71(5), 2417–2480. https://doi.org/10.1111/jofi.12406.

  43. Kyle, A. S. (1985). Continuous auctions and insider trading. Econometrica, 53, 1315–1335. https://doi.org/10.2307/1913210.

  44. Leland, H. E., & Toft, K. B. (1996). Optimal capital structure, endogenous bankruptcy, and the term structure of credit spreads. Journal of Finance, 51(3), 987–1019. https://doi.org/10.1111/j.1540‐6261.1996.tb02714.x.

  45. Liu, J., & Zhong, R. (2017). Political uncertainty and a firm’s credit risk: Evidence from the international CDS market. Journal of Financial Stability, 30, 53–66. https://doi.org/10.1016/j.jfs.2017.03.006.

  46. Longstaff, F. A., & Schwartz, E. S. (1995). A simple approach to valuing risky fixed and floating rate debt. Journal of Finance, 50, 789–819. https://doi.org/10.2307/2329288.

  47. Longstaff, F. A., Mithal, S., & Neis, E. (2005). Corporate yield spreads: Default risk or liquidity? New evidence from the credit default swap market. Journal of Finance, 60(5), 2213–2253. https://doi.org/10.1111/j.1540‐6261.2005.00797.x.

  48. Manzo, G. (2013). Political uncertainty, credit risk premium and default risk. Working Paper. https://doi.org/10.2139/ssrn.2376608.
    Paper not yet in RePEc: Add citation now
  49. Merton, R. C. (1974). On the pricing of corporate debt: The risk structure of interest rates. Journal of Finance, 29, 449–470. https://doi.org/10.2307/2978814.

  50. Nagel, S. (2012). Evaporating liquidity. Review of Financial Studies, 25(7), 2005–2039. https://doi.org/10.1093/rfs/hhs066.

  51. Nandialath, A. M., Dotson, J. P., & Durand, R. (2014). A structural approach to handling endogeneity in strategic management: The case of RBV. European Management Review, 11(1), 47–62. https://doi.org/10.1111/emre.12023.

  52. Nguyen, N. H., & Phan, H. V. (2017). Policy uncertainty and mergers and acquisitions. Journal of Financial and Quantitative Analysis, 52(02), 613–644. https://doi.org/10.1017/S0022109017000175.

  53. Pástor, L., & Veronesi, P. (2013). Political uncertainty and risk premia. Journal of Financial Economics, 110(3), 520–545. https://doi.org/10.1016/j.jfineco.2013.08.007.

  54. Park, S., & Gupta, S. (2012). Handling endogenous regressors by joint estimation using copulas. Marketing Science, 31(4), 567–586. https://doi.org/10.1287/mksc.1120.0718.

  55. Pu, X. (2009). Liquidity commonality across the bond and CDS markets. Journal of Fixed Income, 19(1), 26–39. https://doi.org/10.3905/JFI.2009.19.1.026.
    Paper not yet in RePEc: Add citation now
  56. Qiu, J., & Yu, F. (2012). Endogenous liquidity in credit derivatives. Journal of Financial Economics, 103, 611–631. https://doi.org/10.1016/j.jfineco.2011.10.010.

  57. Starks, L., & Sun, S. Y. (2016). Economic policy uncertainty, learning and incentives: Theory and evidence on mutual funds. Working Paper. https://doi.org/10.2139/ssrn.2745711.
    Paper not yet in RePEc: Add citation now
  58. Stock, J., & Watson, M. (2012). Disentangling the channels of the 2007–09 recession. Brookings Papers on Economic Activity, 2012(1), 81–135. https://doi.org/10.1353/eca.2012.0005.
    Paper not yet in RePEc: Add citation now
  59. Tang, D. Y., & Yan, H. (2007). Liquidity and credit default swap spreads. Working Paper. https://doi.org/10.2139/ssrn.891263.
    Paper not yet in RePEc: Add citation now
  60. Wisniewski, T. P., & Lambe, B. J. (2015). Does economic policy uncertainty drive CDS spreads? International Review of Financial Analysis, 42, 447–458. https://doi.org/10.1016/j.irfa.2015.09.009.

Cocites

Documents in RePEc which have cited the same bibliography

  1. The impact of uncertainty on macro variables: An SVAR-based empirical analysis for EU countries. (2017). Kronen, Dominik ; Belke, Ansgar.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:699.

    Full description at Econpapers || Download paper

  2. International effects of euro area versus US policy uncertainty: A FAVAR approach. (2017). Osowski, Thomas ; Belke, Ansgar.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:689.

    Full description at Econpapers || Download paper

  3. International Effects of Euro Area versus US Policy Uncertainty: A FAVAR Approach. (2017). Osowski, Thomas ; Belke, Ansgar.
    In: GLO Discussion Paper Series.
    RePEc:zbw:glodps:35.

    Full description at Econpapers || Download paper

  4. Disagreement and monetary policy. (2017). Hürtgen, Patrick ; Hoffmann, Mathias ; Falck, Elisabeth ; Hurtgen, Patrick.
    In: Discussion Papers.
    RePEc:zbw:bubdps:292017.

    Full description at Econpapers || Download paper

  5. U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict. (2017). Wohar, Mark ; Miller, Stephen ; Lau, Chi Keung ; GUPTA, RANGAN.
    In: Working papers.
    RePEc:uct:uconnp:2017-10.

    Full description at Econpapers || Download paper

  6. The impact of uncertainty on macro variables - An SVAR-based empirical analysis for EU countries. (2017). Kronen, Dominik ; Belke, Ansgar.
    In: ROME Working Papers.
    RePEc:rmn:wpaper:201708.

    Full description at Econpapers || Download paper

  7. International Effects of Euro Area versus US Policy Uncertainty: A FAVAR Approach. (2017). Osowski, Thomas ; Belke, Ansgar.
    In: ROME Working Papers.
    RePEc:rmn:wpaper:201703.

    Full description at Econpapers || Download paper

  8. Risk Shocks Close to the Zero Lower Bound. (2017). Seneca, Martin.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:107.

    Full description at Econpapers || Download paper

  9. U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict. (2017). Wohar, Mark ; Miller, Stephen ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung.
    In: Working Papers.
    RePEc:pre:wpaper:201742.

    Full description at Econpapers || Download paper

  10. 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

  11. Policy Uncertainty In Japan. (2017). Davis, Steven ; Arbatli, Elif ; Miake, Naoko ; Saito, Ikuo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23411.

    Full description at Econpapers || Download paper

  12. Identifying Unconventional Monetary Policy Shocks. (2017). Takahashi, Koji ; Shibamoto, Masahiko ; Nakashima, Kiyotaka.
    In: Discussion Paper Series.
    RePEc:kob:dpaper:dp2017-05.

    Full description at Econpapers || Download paper

  13. The Impact of US Uncertainty Shocks on Small Open Economies. (2017). Österholm, Pär ; Stockhammar, Par ; Osterholm, Par.
    In: Open Economies Review.
    RePEc:kap:openec:v:28:y:2017:i:2:d:10.1007_s11079-016-9424-x.

    Full description at Econpapers || Download paper

  14. Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2017). Pellegrino, Giovanni.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2017n06.

    Full description at Econpapers || Download paper

  15. FDI Inflows, Price and Exchange Rate Volatility: New Empirical Evidence from Latin America. (2017). Bianco, Silvia Dal ; To, Nguyen Cong .
    In: IJFS.
    RePEc:gam:jijfss:v:5:y:2017:i:1:p:6-:d:90241.

    Full description at Econpapers || Download paper

  16. Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets. (2017). Spyromitros, Eleftherios ; Sidiropoulos, Moise ; Papadamou, Stephanos.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:39:y:2017:i:pb:p:951-962.

    Full description at Econpapers || Download paper

  17. 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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  19. Is monetary policy less effective when interest rates are persistently low?. (2017). Hofmann, Boris ; BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:628.

    Full description at Econpapers || Download paper

  20. Effects of Macroeconomic Uncertainty and Labor Demand Shocks on the Housing Market. (2017). Strobel, Johannes ; Nguyen Thanh, Binh ; Lee, Gabriel.
    In: Working Papers.
    RePEc:bav:wpaper:170_leenguyenthanhstrobel.

    Full description at Econpapers || Download paper

  21. Time-varying Volatility, Financial Intermediation and Monetary Policy. (2016). Prieto, Esteban ; Metiu, Norbert ; Eickmeier, Sandra.
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:iwh-19-16.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  24. Time-varying volatility, financial intermediation and monetary policy. (2016). Prieto, Esteban ; Metiu, Norbert ; Eickmeier, Sandra.
    In: Discussion Papers.
    RePEc:zbw:bubdps:462016.

    Full description at Econpapers || Download paper

  25. Unconventional US Monetary Policy: New Tools, Same Channels?. (2016). Huber, Florian ; Feldkircher, Martin.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:4934.

    Full description at Econpapers || Download paper

  26. Unconventional US Monetary Policy: New Tools, Same Channels?. (2016). Huber, Florian ; Feldkircher, Martin.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp222.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  28. Menu costs, uncertainty cycles, and the propagation of nominal shocks. (2016). Baley, Isaac ; Blanco, Julio A.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1532.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  30. Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models. (2016). Wong, Wing-Keung ; GUPTA, RANGAN ; Chow, Nikolai Sheung-Chi ; Cunado, Juncal.
    In: Working Papers.
    RePEc:pre:wpaper:201674.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  33. Para Politikası Belirsizliği Altında Aktarım Mekanizması: Türkiye Örneği. (2016). Karasoy Can, Hatice ; Bulut, Mustafa.
    In: MPRA Paper.
    RePEc:pra:mprapa:71215.

    Full description at Econpapers || Download paper

  34. Business Uncertainty and the Effectiveness of Fiscal Policy in Germany. (2016). Berg, Tim.
    In: MPRA Paper.
    RePEc:pra:mprapa:69162.

    Full description at Econpapers || Download paper

  35. Liquidity Traps and Large-Scale Financial Crises. (2016). Pellegrino, Giovanni ; PARENT, Antoine ; Damette, Olivier ; Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2016n32.

    Full description at Econpapers || Download paper

  36. The Impact of US Uncertainty Shocks on Small Open Economies. (2016). Österholm, Pär ; Stockhammar, Par ; Osterholm, Par.
    In: Working Papers.
    RePEc:hhs:oruesi:2016_005.

    Full description at Econpapers || Download paper

  37. Time-varying volatility, financial intermediation and monetary policy. (2016). Prieto, Esteban ; Metiu, Norbert ; Eickmeier, Sandra.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2016-32.

    Full description at Econpapers || Download paper

  38. Is Fiscal Policy More Effective in Uncertain Times or During Recessions?. (2016). Alloza, Mario.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1631.

    Full description at Econpapers || Download paper

  39. Do all oil price shocks have the same impact? Evidence from the Euro Area. (2016). Evgenidis, Anastasios.
    In: Economic Letters.
    RePEc:cbi:ecolet:07/el/16.

    Full description at Econpapers || Download paper

  40. Risk shocks close to the zero lower bound. (2016). Seneca, Martin.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0606.

    Full description at Econpapers || Download paper

  41. Menu Costs, Uncertainty Cycles, and the Propagation of Nominal Shocks. (2016). Baley, Isaac ; Blanco, Julio A.
    In: Working Papers.
    RePEc:bge:wpaper:918.

    Full description at Econpapers || Download paper

  42. Macroeconomic Uncertainty Through the Lens of Professional Forecasters. (2016). Sekkel, Rodrigo ; Jo, Soojin.
    In: Staff Working Papers.
    RePEc:bca:bocawp:16-5.

    Full description at Econpapers || Download paper

  43. What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks. (2016). Guérin, Pierre ; Ferrara, Laurent.
    In: Staff Working Papers.
    RePEc:bca:bocawp:16-25.

    Full description at Econpapers || Download paper

  44. Monetary Policy during Financial Crises: Is the Transmission Mechanism Impaired?. (2015). Wolters, Maik ; Potjagailo, Galina ; Jannsen, Nils.
    In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:113096.

    Full description at Econpapers || Download paper

  45. Uncertainty And Monetary Policy In The US: A Journey Into Non-Linear Territory. (2015). Pellegrino, Giovanni.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0184.

    Full description at Econpapers || Download paper

  46. What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?. (2015). Guérin, Pierre ; Ferrara, Laurent.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2015-12.

    Full description at Econpapers || Download paper

  47. Signals from the Government: Policy Uncertainty and the Transmission of Fiscal Shocks. (2014). Ricco, Giovanni ; Cimadomo, Jacopo ; Callegari, Giovanni.
    In: MPRA Paper.
    RePEc:pra:mprapa:56136.

    Full description at Econpapers || Download paper

  48. Uncertainty and Monetary Policy in Good and Bad Times. (2014). Nodari, Gabriela ; Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0188.

    Full description at Econpapers || Download paper

  49. Monetary Policy Uncertainty and Economic Fluctuations. (2014). Wu, Jing Cynthia ; Creal, Drew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20594.

    Full description at Econpapers || Download paper

  50. Gegen eine rückwärtsgewandte Wirtschaftspolitik. Jahresgutachten 2013/14. (2013). .
    In: Annual Economic Reports / Jahresgutachten.
    RePEc:zbw:svrwjg:201314.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-20 17:21:01 || 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.