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Economic policy uncertainty dispersion and excess returns : evidence from China

Yang, Jianlei; Yang, Chunpeng; Hu, Xiaoyi - In: Finance research letters 40 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012819427

Partisan Conflict, Trade Policy Uncertainty, and the Energy Market

Yang, Cai; Zhang, Hongwei; Niu, Zibo - 2022

This paper investigates the time-varying effects of partisan conflict (PC) and trade policy uncertainty (TPU) on the energy market from January 2000 to July 2021 by employing a time-varying parameter vector autoregressive model with stochastic volatility. The results show that the pass-through...

Persistent link: https://www.econbiz.de/10013491939

Disagreement and the risk-return relation

Jia, Yun; Yang, Chunpeng - In: Economic modelling 64 (2017), pp. 97-104

Persistent link: https://www.econbiz.de/10011756506

Does economic policy uncertainty impact the mean-variance relation? : evidence from China

Yang, Jianlei; Yang, Chunpeng - In: Applied economics 53 (2021) 30, pp. 3438-3456

Persistent link: https://www.econbiz.de/10012589469

Economic policy uncertainty, COVID-19 lockdown, and firm-level volatility : evidence from China

Yang, Jianlei; Yang, Chunpeng - In: Pacific-Basin finance journal 68 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013332459

Partisan conflict, trade policy uncertainty, and the energy market

Yang, Cai; Zhang, Hongwei; Qin, Yun; Niu, Zibo - In: Research in international business and finance 71 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10015061705

Time-varying impact of economic policy uncertainty and geopolitical risk on tourist arrivals : evidence from a developing country

Zhang, Hongwei; Jiang, Zhuoyu; Gao, Wang; Yang, Cai - In: Tourism management perspectives : TMP 41 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013209411