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Applied Economics Letters Volume 21, 2014 - Issue 13
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Original Articles

Spillovers of macroeconomic uncertainty among major economies

Libo YinSchool of Finance, Central University of Finance and Economics, Beijing100081, ChinaCorrespondence[email protected]
&
Liyan HanSchool of Economics and Management, Beihang University, Beijing, China
Pages 938-944 | Published online: 10 Apr 2014

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Abraham Agyemang, Faruk Balli, Russell Gregory-Allen & Hatice Ozer Balli. (2023) Cross-listing flows under uncertainty: an international perspective. Applied Economics 0:0, pages 1-18.
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Wei-Qiang Huang & Xia Li. (2022) International spillover of economic policy uncertainty and its transmission channels: a spatial econometrics method. Applied Economics Letters 0:0, pages 1-6.
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Sang Hoon Kang & Seong-Min Yoon. (2019) Dynamic connectedness network in economic policy uncertainties. Applied Economics Letters 26:1, pages 74-78.
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Pui Sun Tam. (2018) Global trade flows and economic policy uncertainty. Applied Economics 50:34-35, pages 3718-3734.
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Tangyong Liu, Xu Gong, Houyi Ge & Jie Wang. (2023) Cross-category and cross-country spillovers of economic policy uncertainty: Evidence from the US and China. The North American Journal of Economics and Finance 68, pages 101988.
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Muhammed Şehid GÖRÜŞ & Mert AKYÜZ. (2023) The Impact of the World Trade Uncertainty on International Trade: The Case of the Turkish EconomyDÜNYA TİCARET BELİRSİZLİĞİNİN ULUSLARARASI TİCARETE ETKİSİ: TÜRKİYE EKONOMİSİ ÖRNEĞİ. Sayıştay Dergisi:129, pages 291-313.
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Ömer Faruk TAN. (2023) Is There Any Impact of the World Uncertainty Spillover Index (WUSI) on Firm Investment? Evidence from TurkeyDünya Belirsizlik Yayılma Endeksi'nin (WUSI) Firma Yatırımları Üzerinde Herhangi Bir Etkisi Var mı? Türkiye'den Kanıtlar. Bingöl Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 7:1, pages 97-108.
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Mohib Ur Rahman, Irfan Ullah & Aurang Zeb. (2023) Analysis of ASEAN’s Stock Returns and/or Volatility Distribution under the Impact of the Chinese EPU: Evidence Based on Conditional Kernel Density Approach. East Asian Economic Review 27:1, pages 33-60.
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Jaewon Jung. (2023) Multinational Firms and Economic Integration: The Role of Global Uncertainty. Sustainability 15:3, pages 2801.
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Afees A. Salisu, Rangan Gupta & Riza Demirer. (2022) The financial US uncertainty spillover multiplier: Evidence from a GVAR model. International Finance 25:3, pages 313-340.
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Mehmet Balcilar, Zeynel Abidin Ozdemir, Huseyin Ozdemir, Gurcan Aygun & Mark E. Wohar. (2022) The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress. The North American Journal of Economics and Finance 63, pages 101801.
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Wei‐Fong Pan, James Reade & Shixuan Wang. (2022) Measuring US regional economic uncertainty. Journal of Regional Science 62:4, pages 1149-1178.
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Ismail H. Genc. (2022) Are Indian Subcontinent remittance markets connected to each other?. Journal of Asian Economics 80, pages 101476.
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Faruk Balli, Hatice Ozer Balli, Mudassar Hasan & Russell Gregory-Allen. (2021) Geopolitical risk spillovers and its determinants. The Annals of Regional Science 68:2, pages 463-500.
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Fenghua Wen, Aojie Shui, Yuxiang Cheng & Xu Gong. (2022) Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach. International Review of Economics & Finance 78, pages 457-482.
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Yuting Du, Xu Zhang, Zhijing Ding & Xian Yang. (2022) Multiscale Tail Risk Connectedness of Global Stock Markets: A LASSO-Based Network Topology Approach. Complexity 2022, pages 1-17.
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Ping-Xin Liew, Kian-Ping Lim & Kim-Leng Goh. (2022) The dynamics and determinants of liquidity connectedness across financial asset markets. International Review of Economics & Finance 77, pages 341-358.
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Faruk Balli, Mudassar Hasan, Hatice Ozer-Balli & Russell Gregory-Allen. (2021) Why do U.S. uncertainties drive stock market spillovers? International evidence. International Review of Economics & Finance 76, pages 288-301.
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Aviral Kumar Tiwari, Muhammad Ali Nasir & Muhammad Shahbaz. (2020) Synchronisation of policy related uncertainty, financial stress and economic activity in the United States . International Journal of Finance & Economics 26:4, pages 6406-6415.
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Rangan Gupta & Christian Pierdzioch. (2021) Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns. Mathematical and Computational Applications 26:3, pages 49.
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Alexey Mikhaylov. (2020) Cryptocurrency Market Analysis from the Open Innovation Perspective. Journal of Open Innovation: Technology, Market, and Complexity 6:4, pages 197.
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Rangan Gupta, Chi Keung Marco Lau, Jacobus A. Nel & Xin Sheng. (2020) Monetary policy uncertainty spillovers in time and frequency domains. Journal of Economic Structures 9:1.
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Emmanuel Asafo-Adjei, Daniel Agyapong, Samuel Kwaku Agyei, Siaw Frimpong, Reginald Djimatey & Anokye M. Adam. (2020) Economic Policy Uncertainty and Stock Returns of Africa: A Wavelet Coherence Analysis. Discrete Dynamics in Nature and Society 2020, pages 1-8.
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Mudassar Hasan, Muhammad Abubakr Naeem, Muhammad Arif, Syed Jawad Hussain Shahzad & Safwan Mohd Nor. (2020) Role of Economic Policy Uncertainty in the Connectedness of Cross-Country Stock Market Volatilities. Mathematics 8:11, pages 1904.
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Fei Jia, Xiaoyong Huang, Xiangyun Xu & Haoyu Sun. (2020) The Effects of Economic Policy Uncertainty on Export: A Gravity Model Approach. Prague Economic Papers 29:5, pages 600-622.
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Anokye M. Adam. (2020) Susceptibility of Stock Market Returns to International Economic Policy: Evidence from Effective Transfer Entropy of Africa with the Implication for Open Innovation. Journal of Open Innovation: Technology, Market, and Complexity 6:3, pages 71.
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Sławomir Śmiech, Monika Papież & Syed Jawad Hussain Shahzad. (2020) Spillover among financial, industrial and consumer uncertainties. The case of EU member states. International Review of Financial Analysis 70, pages 101497.
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Christopher Thiem. (2019) Cross-Category, Trans-Pacific Spillovers of Policy Uncertainty and Financial Market Volatility. Open Economies Review 31:2, pages 317-342.
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David Gabauer & Rangan Gupta. (2020) Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach. Structural Change and Economic Dynamics 52, pages 167-173.
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Rangan Gupta, Chi-Keung (Marco) Lau & Xin Sheng. (2020) Graph theory-based network analysis of regional uncertainties of the US Economy. Physica A: Statistical Mechanics and its Applications 540, pages 123064.
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Rangan Gupta & Xiaojin Sun. (2020) Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs. Economics Letters 186, pages 108677.
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Nikolaos Antonakakis, David Gabauer & Rangan Gupta. (2019) Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach. Physica A: Statistical Mechanics and its Applications 535, pages 122280.
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Nguyen Ba Trung. (2019) The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach. The North American Journal of Economics and Finance 48, pages 90-110.
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Zhi Su, Tong Fang & Libo Yin. (2019) Understanding stock market volatility: What is the role of U.S. uncertainty?. The North American Journal of Economics and Finance 48, pages 582-590.
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Massaporn Cheuathonghua, Chaiyuth Padungsaksawasdi, Pattana Boonchoo & Jittima Tongurai. (2019) Extreme spillovers of VIX fear index to international equity markets. Financial Markets and Portfolio Management 33:1, pages 1-38.
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Pym ManopimokeSuthawan PrukumpaiYuthana Sethapramote. 2018. Banking and Finance Issues in Emerging Markets. Banking and Finance Issues in Emerging Markets 51 84 .
David Gabauer & Rangan Gupta. (2018) On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach. Economics Letters 171, pages 63-71.
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Idriss Fontaine, Justinien Razafindravaosolonirina & Laurent Didier. (2018) Chinese policy uncertainty shocks and the world macroeconomy: Evidence from STVAR. China Economic Review 51, pages 1-19.
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Nikolaos Antonakakis, David Gabauer, Rangan Gupta & Vasilios Plakandaras. (2018) Dynamic connectedness of uncertainty across developed economies: A time-varying approach. Economics Letters 166, pages 63-75.
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Sheung-Chi Chow, Juncal Cunado, Rangan Gupta & Wing-Keung Wong. (2018) Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models. Studies in Nonlinear Dynamics & Econometrics 22:2.
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Syed Ali Raza, Isma Zaighum & Nida Shah. (2018) Economic policy uncertainty, equity premium and dependence between their quantiles: Evidence from quantile-on-quantile approach. Physica A: Statistical Mechanics and its Applications 492, pages 2079-2091.
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Zhi Su, Tong Fang & Libo Yin. (2018) Does NVIX matter for market volatility? Evidence from Asia-Pacific markets. Physica A: Statistical Mechanics and its Applications 492, pages 506-516.
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Christina Christou, Rangan Gupta & Christis Hassapis. (2017) Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach. The Quarterly Review of Economics and Finance 65, pages 50-60.
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Christina Christou, Juncal Cunado, Rangan Gupta & Christis Hassapis. (2017) Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model. Journal of Multinational Financial Management 40, pages 92-102.
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Helena Chuliá, Rangan Gupta, Jorge M. Uribe & Mark E. Wohar. (2017) Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. Journal of International Financial Markets, Institutions and Money 48, pages 178-191.
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Rangan Gupta, Christian Pierdzioch & Marian Risse. (2016) On international uncertainty links: BART-based empirical evidence for Canada. Economics Letters 143, pages 24-27.
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