Connectedness between monetary policy uncertainty and sectoral stock market returns: Evidence from asymmetric TVP-VAR approach

Measuring the frequency and quantile connectedness between policy categories and global oil price

(2023) Huifu Nong et al.   RESOURCES POLICY

Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities

(2023) Sang Hoon Kang et al.   RESOURCES POLICY

Cross-country categorical economic policy uncertainty spillovers: evidence from a conditional connectedness TVP-VAR framework

(2023) Kingstone Nyakurukwa et al.   Journal of Financial Economic Policy

Economic Policy Uncertainty and Sectoral Trading Volume in the U.S. Stock Market: Evidence from the COVID-19 Crisis

(2022) Dohyun Pak et al.   COMPLEXITY

Cross-category spillover effects of economic policy uncertainty between China and the US: Time and frequency evidence

(2022) Junjie Guo et al.   Journal of Asian Economics

Spillovers between Twitter Uncertainty Indexes and sector indexes: Evidence from the US

(2022) Rim El Khoury et al.   Borsa Istanbul Review

Does sectoral energy consumption depend on trade, monetary, and fiscal policy uncertainty? Policy recommendations using novel bootstrap ARDL approach

(2022) Roni Bhowmik et al.   ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH

Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty

(2022) Zaghum Umar et al.   Pacific-Basin Finance Journal

Economic policy uncertainty and stock market sector time-varying spillover effect: Evidence from China

(2022) Zhifeng Dai et al.   North American Journal of Economics and Finance

Sector Volatility Spillover and Economic Policy Uncertainty: Evidence from China’s Stock Market

(2021) Xiaqing Su et al.   Mathematics

Reprint: Monetary policy uncertainty and monetary policy surprises

(2021) Michiel De Pooter et al.   JOURNAL OF INTERNATIONAL MONEY AND FINANCE

The impact of COVID-19 on S&P500 sector indices and FATANG stocks volatility: An expanded APARCH model

(2021) José Dias Curto et al.   Finance Research Letters

Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system

(2021) David Gabauer   Journal of Multinational Financial Management

Spillovers of U.S. market volatility and monetary policy uncertainty to global stock markets

(2021) Thomas C. Chiang   North American Journal of Economics and Finance

Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach

(2021) Fenghua Wen et al.   International Review of Economics & Finance

On the network topology of variance decompositions: Measuring the connectedness of financial firms

(2014) Francis X. Diebold et al.   JOURNAL OF ECONOMETRICS