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Applied Economics Letters Volume 26, 2019 - Issue 15
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Articles

Economic Policy Uncertainty and Investor Sentiment: linear and nonlinear causality analysis

Bing ZhangBusiness School, Nanjing University, Nanjing, ChinaCorrespondence[email protected]
Pages 1264-1268 | Published online: 21 Nov 2018

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Umar Farooq, Mosab I. Tabash, Suhaib Anagreh & Mamdouh Abdulaziz Saleh Al-Faryan. (2022) Economic policy uncertainty and corporate investment: Does quality of governance matter?. Cogent Economics & Finance 10:1.
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Hassen Guenich, Khalfaoui Hamdi & Néjib Chouaibi. (2022) Asymmetric response of Investor sentiment to Economic Policy Uncertainty, interest rates and oil price uncertainty: Evidence from OECD countries. Cogent Economics & Finance 10:1.
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Articles from other publishers (19)

Jan Jakub Szczygielski, Ailie Charteris, Princess Rutendo Bwanya & Janusz Brzeszczyński. (2024) Google search trends and stock markets: Sentiment, attention or uncertainty?. International Review of Financial Analysis 91, pages 102549.
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Kamel Si Mohammed, Hassan Obeid, Karim Oueslati & Olfa Kaabia. (2023) Investor sentiments, economic policy uncertainty, US interest rates, and financial assets: Examining their interdependence over time. Finance Research Letters 57, pages 104180.
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Mikhail Stolbov & Maria Shchepeleva. (2023) Sentiment-based indicators of real estate market stress and systemic risk: international evidence. Annals of Finance 19:3, pages 355-382.
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Zhifang He. (2023) Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis. The North American Journal of Economics and Finance 67, pages 101947.
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Abigail Naa Korkor Adjei, George Tweneboah & Peterson Owusu Junior. (2022) Nonlinear Causal Relationship Between Economic Policy Uncertainty and Macroeconomic Variables in Selected Emerging Market Economies. Annals of Financial Economics 18:01.
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Jianlei Yang. (2023) Financial stabilization policy, market sentiment, and stock market returns. Finance Research Letters 52, pages 103379.
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Xingzhi Qiao, Huiming Zhu, Zhongqingyang Zhang & Weifang Mao. (2022) Time-frequency transmission mechanism of EPU, investor sentiment and financial assets: A multiscale TVP-VAR connectedness analysis. The North American Journal of Economics and Finance 63, pages 101843.
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Wen-Yi Chen & Mei-Ping Chen. (2022) Twitter’s daily happiness sentiment, economic policy uncertainty, and stock index fluctuations. The North American Journal of Economics and Finance 62, pages 101784.
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Zaghum Umar, Khaled Mokni & Ana Escribano. (2022) Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty. Pacific-Basin Finance Journal 75, pages 101851.
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Rim El Khoury & Muneer M. Alshater. (2022) Spillovers between Twitter Uncertainty Indexes and sector indexes: Evidence from the US. Borsa Istanbul Review 22:5, pages 961-974.
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Çiğdem Kurt CİHANGİR & Şahnaz KOÇOĞLU. (2022) OIL PRICES, ECONOMIC POLICY UNCERTAINTY AND STOCK MARKET RETURNS IN OIL IMPORTING COUNTRIES: THE IMPACT OF COVID-19 PANDEMIC. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 40:1, pages 144-163.
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Paulo Fernando Marschner & Paulo Sergio Ceretta. (2021) Investor sentiment, economic uncertainty, and monetary policy in Brazil,. Revista Contabilidade & Finanças 32:87, pages 528-540.
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Shaobo Long, Hongxia Pei, Hao Tian & Fangfang Li. (2021) Asymmetric impacts of economic policy uncertainty, capital cost, and raw material cost on China’s investment. Economic Analysis and Policy 72, pages 129-144.
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Alexandre R. Scarcioffolo & Xiaoli L. Etienne. (2021) Regime-switching energy price volatility: The role of economic policy uncertainty. International Review of Economics & Finance 76, pages 336-356.
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Matteo Bonato, Konstantinos Gkillas, Rangan Gupta & Christian Pierdzioch. (2021) A note on investor happiness and the predictability of realized volatility of gold. Finance Research Letters 39, pages 101614.
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Haifeng Guo, Chi-Hsiou D. Hung & Alexandros Kontonikas. (2021) Investor sentiment and the pre-FOMC announcement drift. Finance Research Letters 38, pages 101443.
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Rongyan Liu, Lingyun He, Xiao Liang, Xiaolei Yang & Yufei Xia. (2020) Is there any difference in the impact of economic policy uncertainty on the investment of traditional and renewable energy enterprises? – A comparative study based on regulatory effects. Journal of Cleaner Production 255, pages 120102.
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Jeng-Bau Lin, Chin-Chia Liang & Wei Tsai. (2019) Nonlinear Relationships between Oil Prices and Implied Volatilities: Providing More Valuable Information. Sustainability 11:14, pages 3906.
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Kai Wu, Yuying Sun, Seiwai Lai & Yindi Shen. (2020) Economic Policy Uncertainty and Global ETF Flows. SSRN Electronic Journal.
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