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Evidence of economic policy uncertainty and COVID-19 pandemic on global stock returns

Chiang, Thomas C. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-24

This paper examines the impact of changes in economic policy uncertainty (EPU) and COVID-19 shock on stock returns. Tests of 16 global stock market indices, using monthly data from January 1990 to August 2021, suggest a negative relation between the stock return and a country’s EPU. Evidence...

Persistent link: https://www.econbiz.de/10012813880

Empirical analysis on the predictors of future spot rates

Chiang, Thomas C. - In: The journal of financial research 9 (1986) 2, pp. 153-162

Persistent link: https://www.econbiz.de/10001019913

Time series dynamics of short-term interest rates : evidence from Eurocurrency markets

Chiang, Thomas C. - In: Journal of international financial markets, … 7 (1997) 3, pp. 201-220

Persistent link: https://www.econbiz.de/10001238421

International asset pricing and equity market risk

Chiang, Thomas C. - In: Journal of international money and finance 10 (1991) 3, pp. 349-364

Persistent link: https://www.econbiz.de/10001110872

The forward rate as a predictor of the future spot rate : a stochastic coefficient approach

Chiang, Thomas C. - In: Journal of money, credit and banking : JMCB 20 (1988) 2, pp. 212-232

Persistent link: https://www.econbiz.de/10001051964

Cross-sectional return dispersions and risk in global equity markets

Chiang, Thomas C. - In: Stock market volatility, (pp. 361-376). 2009

Persistent link: https://www.econbiz.de/10003830590

Empirical analysis of economic policy uncertainty and stock returns in Asian markets

Chiang, Thomas C. - In: Advances in Pacific Basin business, economics, and finance 7 (2019), pp. 63-87

Persistent link: https://www.econbiz.de/10012582246

Global stock market prices response to uncertainty changes in U.S. monetary and fiscal policies

Chiang, Thomas C. - In: Emerging market finance : new challenges and opportunities, (pp. 131-147). 2020

Persistent link: https://www.econbiz.de/10012319675

Economic policy uncertainty and stock returns - evidence from the Japanese market

Chiang, Thomas C. - In: Quantitative finance and economics 4 (2020) 3, pp. 430-458

Persistent link: https://www.econbiz.de/10012271459

Economic policy uncertainty, risk and stock returns : evidence from G7 stock markets

Chiang, Thomas C. - In: Finance research letters 29 (2019), pp. 41-49

Persistent link: https://www.econbiz.de/10012417704