The relationship between the economic policy uncertainty and the cryptocurrency market
Sign Up to like & getrecommendations! Published in 2020 at "Finance Research Letters"
DOI: 10.1016/j.frl.2019.101308
Abstract: Abstract In this paper, we investigate whether the economic policy uncertainty (EPU) index provided by Baker et al. (2016) can predict cryptocurrency returns. We show that the EPU index of China can predict the Bitcoin… read more here.
Keywords: policy uncertainty; cryptocurrency; economic policy; epu index ... See more keywords
Does US Economic Policy Uncertainty matter for European stock markets volatility?
Sign Up to like & getrecommendations! Published in 2018 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2018.08.019
Abstract: Abstract In this study, we first investigate that whether the US EPU index can contain useful predictive information to help in forecasting European stock markets. Using the out-of-sample forecasts, we can obtain several noteworthy findings.… read more here.
Keywords: european stock; epu index; stock markets; economic policy ... See more keywords
The Impact of Asian Economic Policy Uncertainty : Evidence from Korean Housing Market
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Asian Finance, Economics and Business"
DOI: 10.13106/jafeb.2018.vol5.no2.43
Abstract: We study the impact of economic policy uncertainty (EPU) of Asian four countries such as Korea, Japan, Hong Kong, and China on housing market returns in Korea. Also, we document the relationship between the EPU… read more here.
Keywords: housing market; index; epu index; effect ... See more keywords