Financial cycle, business cycle, and policy uncertainty in India: An empirical investigation

2021 ◽  
Author(s):  
Rajendra N. Paramanik ◽  
Avishek Bhandari ◽  
Bandi Kamaiah
Keyword(s):  
Business Cycle ◽  
Empirical Investigation ◽  
Policy Uncertainty ◽  
Financial Cycle

scholarly journals The Nexus of Sophisticated Digital Assets with Economic Policy Uncertainty: A Survey of Empirical Findings and an Empirical Investigation

2021 ◽  
Vol 13 (10) ◽  
pp. 5383
Author(s):  
Nikolaos A. Kyriazis
Keyword(s):  
Economic Policy ◽  
Empirical Investigation ◽  
Econometric Analysis ◽  
Policy Uncertainty ◽  
Negative Effects ◽  
Economic Policy Uncertainty ◽  
Strongly Connected ◽  
Threshold Arch ◽  
Best Fit ◽  
Digital Assets

This paper sets out to explore the nexus between economic policy uncertainty (EPU) and digital currencies. An integrated survey takes place based on eleven primary studies. Furthermore, an econometric analysis is conducted by the threshold ARCH, simple asymmetric ARCH and non-linear ARCH specifications covering the bull and the bear markets as well as the highly volatile period up to the present. Threshold ARCH is found to provide the best fit for estimations. Outcomes reveal that Bitcoin is strongly connected with EPU while Ethereum and Litecoin are not but are strongly linked with Bitcoin performance. Moreover, weak negative effects of the VIX on both cryptocurrencies are detected while oil exerts weak positive impacts on Ethereum. Overall, Ethereum and Litecoin could serve for diversifiers against Bitcoin or hedgers against traditional assets during highly stressed periods with the advantage of not being affected by economic policy uncertainty news.

scholarly journals Does the Real Business Cycle Help Forecast the Financial Cycle?

2021 ◽  
Author(s):  
Fredj Jawadi ◽  
Hachmi Ben Ameur ◽  
Stephanie Bigou ◽  
Alexis Flageollet
Keyword(s):  
Business Cycle ◽  
Real Business Cycle ◽  
The Real ◽  
Financial Cycle
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