scholarly journals The Effect of Economic Policy Uncertainty in the US on the Stock Market Performance in Canada and Mexico

2012 ◽  
Vol 4 (11) ◽  
Author(s):  
Vichet Sum
Keyword(s):  
Economic Policy ◽  
Stock Market ◽  
Market Performance ◽  
Policy Uncertainty ◽  
Economic Policy Uncertainty ◽  
Stock Market Performance ◽  
The Us

scholarly journals US Economic Policy Uncertainty and GCC Stock Market Performance

2020 ◽  
Vol 15 (1) ◽  
pp. 223-242
Author(s):  
Saeed Abdullah
Keyword(s):  
Economic Policy ◽  
Saudi Arabia ◽  
Stock Market ◽  
Policy Uncertainty ◽  
Market Returns ◽  
Stock Market Returns ◽  
Economic Policy Uncertainty ◽  
Gcc Countries ◽  
Stock Market Performance ◽  
Economy Policy

AbstractThe study evaluates the effect of economy policy uncertainty of US on gulf cooperation council (GCC) countries’ stock market returns. The GCC countries are Saudi Arabia, Qatar, UAE, Kuwait, Bahrain and Oman. Granger Causality Tests (GCT) was done primarily to evaluate if economy policy uncertainty granger cause on GCC stock market returns. The analysis established that oil prices granger cause stock market returns for Saudi Arabia, Kuwait and UAE; the same is not true on changes in economic policy uncertainty of US cause on the stock market returns. Changes in economy policy uncertainty in US granger causes on stock market returns of Bahrain. On the other hand, economy policy uncertainty in US does not cause stock market returns in Qatar, UAE, Kuwait and Saudi Arabia. Vector Autoregression (VAR) analysis establishes that economy policy uncertainty in US negatively responds to the stock market returns of the GCC countries.

scholarly journals Preventing crash in stock market: The role of economic policy uncertainty during COVID-19

2021 ◽  
Vol 7 (1) ◽  
Author(s):  
Peng-Fei Dai ◽  
Xiong Xiong ◽  
Zhifeng Liu ◽  
Toan Luu Duc Huynh ◽  
Jianjun Sun
Keyword(s):  
Economic Policy ◽  
Stock Market ◽  
Negative Correlation ◽  
Crash Risk ◽  
Policy Uncertainty ◽  
Stock Market Crash ◽  
Economic Policy Uncertainty ◽  
The Us ◽  
The Impact

AbstractThis paper investigates the impact of economic policy uncertainty (EPU) on the crash risk of US stock market during the COVID-19 pandemic. To this end, we use the GARCH-S (GARCH with skewness) model to estimate daily skewness as a proxy for the stock market crash risk. The empirical results show the significantly negative correlation between EPU and stock market crash risk, indicating the aggravation of EPU increase the crash risk. Moreover, the negative correlation gets stronger after the global COVID-19 outbreak, which shows the crash risk of the US stock market will be more affected by EPU during the epidemic.

Sign in / Sign up

Export Citation Format

Share Document