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COVID-19 pandemic and economic policy uncertainty : the first test on the hedging and safe haven properties of cryptocurrencies

Mokni, Khaled; Youssef, Manel; Ajmi, Ahdi Noomen - In: Research in international business and finance 60 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013411089

Economic policy uncertainty and the Bitcoin-US stock nexus

Mokni, Khaled; Ajmi, Ahdi Noomen; Bouri, Elie; Vo Xuan Vinh - In: Journal of multinational financial management 57/58 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012597164

Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic : does economic policy uncertainty matter?

Youssef, Manel; Mokni, Khaled; Ajmi, Ahdi Noomen - In: Financial innovation : FIN 7 (2021), pp. 1-27

This study investigates the dynamic connectedness between stock indices and the effect of economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread (China, Italy, France, Germany, Spain, Russia, the US, and the UK) by implementing the time-varying VAR (TVP-VAR)...

Persistent link: https://www.econbiz.de/10012495004

Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: Does economic policy uncertainty matter?

Youssef, Manel; Mokni, Khaled; Ajmi, Ahdi Noomen - In: Financial Innovation 7 (2021) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10012602895

Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests

Ajmi, Ahdi N.; Aye, Goodness C.; Balcilar, Mehmet; … - Department of Economics, Faculty of Economic and … - 2013

This paper examines the causal relationship between economic policy uncertainty (EPU) and equity market uncertainty (EMU) in the US using linear and nonlinear Granger causality tests. We use daily data on the newly developed indexes by Baker et al. (2013) covering 1985:01:01 to 2013:06:14....

Persistent link: https://www.econbiz.de/10010695848

Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests

Ajmi, Ahdi N.; Gupta, Rangan; Kanda, Patrick T. - Department of Economics, Faculty of Economic and … - 2013

Following the 2007-2009 global recession, economic policy uncertainty and its effect on economic recovery has become an issue of interest in academic, media as well as policy-making circles (Baker et al., 2013). Given this backdrop, we investigate causality between economic policy uncertainty in...

Persistent link: https://www.econbiz.de/10010699251