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Advances in financial risk management and economic policy uncertainty : an overview

Hammoudeh, Shawkat; McAleer, Michael - 2014

Persistent link: https://www.econbiz.de/10010410203

Advances in financial risk management and economic policy uncertainty : an overview

Hammoudeh, Shawkat; McAleer, Michael - In: International review of economics & finance : IREF 40 (2015), pp. 1-7

Persistent link: https://www.econbiz.de/10011571823

Macro-financial linkages in the high-frequency domain : the effects of uncertainty on realized volatility

Caporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, … - 2019

This paper estimates a bivariate HEAVY system including daily and intra-daily volatility equations and its macro-augmented asymmetric power extension. It focuses on economic factors that exacerbate stock market volatility and represent major threats to financial stability. In particular, it...

Persistent link: https://www.econbiz.de/10012158736

Role of uncertainty for FDI inflow : panel econometric analysis of selected high-income nations

Haque, Mohammad Anamul; Biqiong, Zhang; Muhammad Usman … - In: Cogent economics & finance 10 (2022) 1, pp. 1-18

The purpose of this study is to evaluate the influence of economic policy uncertainty in determining the FDI inflow for 19 economies with higher incomes between 2000 and 2021. Using the panel Ardl approach, the data were examined. The dynamic fixed effect approach was selected for assessing the...

Persistent link: https://www.econbiz.de/10014500437

Corporate Financial Asset Holdings Under Economic Policy Uncertainty : Precautionary Saving or Speculating?

Huang, Jialin - 2019

Nowadays, non-financial corporations invest heavily in financial assets, questioning the traditional boundaries of non-financial firms. We investigate how economic policy uncertainty affects firms' holding of non-currency financial assets and portfolios of such assets in China. We find that...

Persistent link: https://www.econbiz.de/10012871993

Economic policy uncertainty and stock market participation

Gábor-Tóth, Enikő; Georgarakos, Dimitris - 2018 - This version: 21 February 2018

Does economic policy uncertainty affect household stockholding? To answer this question we create a novel measure of household exposure to economic policy uncertainty news by combining survey information on the hours a household spends in reading newspapers and the frequency of such news in the...

Persistent link: https://www.econbiz.de/10011804056

Economic policy uncertainty and cryptocurrency market as a risk management avenue : a systematic review

Ul Haq, Inzamam; Maneengam, Apichit; Supat Chupradit; … - In: Risks : open access journal 9 (2021) 9, pp. 1-24

Cryptocurrency literature is increasing rapidly nowadays. Particularly, the role of the cryptocurrency market as a risk … based on the cryptocurrency market as a risk management avenue against economic policy uncertainty (EPU). The review … discovers that cryptocurrencies have mixed connectedness patterns with all national EPU therefore, the risk mitigation ability …

Persistent link: https://www.econbiz.de/10012632009

How does economic policy uncertainty drive time-frequency connectedness across commodity and financial markets?

Wu, Hao; Zhu, Huiming; Huang, Fei; Mao, Weifang - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-30

Persistent link: https://www.econbiz.de/10014246897

The asymmetric impact of economic policy and oil price uncertainty on inflation : evidence from developed and emerging economies

Anderl, Christina; Caporale, Guglielmo Maria - 2023

This paper examines the asymmetric impact of economic policy uncertainty (EPU) and oil price uncertainty (OPU) on inflation by using a Nonlinear ARDL (NARDL) model, which is compared to a benchmark linear ARDL one. Using monthly data from the 1990s until August 2022 for a number of developed and...

Persistent link: https://www.econbiz.de/10013543029

Economic policy uncertainty and corporate investment : does quality of governance matter?

Farooq, Umar; Tabash, Mosab I.; Anagreh, Suhaib; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-20

A stable economic condition is crucial for an organization's success. Any fluctuation in economic policy directly influences corporate-level decisions. However, exercising better governance can mitigate the adverse effect of such unstable economic conditions. Owing to this, the current research...

Persistent link: https://www.econbiz.de/10014500430