Exchange rate response to economic policy uncertainty: evidence beyond asymmetry

BH Chang, OF Derindag, N Hacievliyagil… - Humanities and Social …, 2022 - nature.com
Recent studies have examined the relationship between economic policy uncertainty and
exchange rate. We contribute to this literature by considering the effect of minor positive and …

The asymmetric effect of the extreme changes in the economic policy uncertainty on the exchange rates: evidence from emerging seven countries

A Maydybura, R Gohar, A Salman… - Annals of Financial …, 2023 - World Scientific
This research has focused on examining the connection between uncertainties in economic
policies and exchange rates. This research extends the literature to this field by analyzing …

Can economic policy uncertainty predict exchange rate and its volatility? Evidence from asean countries

SM Juhro, DHB Phan - Bulletin of Monetary Economics and …, 2018 - bulletin.bmeb-bi.org
This paper examines whether global Economic Policy Uncertainty (EPU) predictsexchange
rates and their volatility in ten ASEAN countries using monthly datafrom January 1997 to …

The economic policy uncertainty extreme dynamics and its effect on the exchange rate

R Gohar, M Osman, E Uche, PAM Auxilia… - Global Economy …, 2022 - World Scientific
The effect of economic policy uncertainty (EPU) on other macroeconomic and financial
variables has been the subject of prior research investigations. However, a dearth of work …

Economic policy uncertainty and exchange rates before and during the COVID-19 pandemic

N Aimer - Journal of Ekonomi, 2021 - dergipark.org.tr
Recently, the extent to which economic policy uncertainty (EPU) affects exchange rate
movements has been an important research question. Therefore, this paper examines the …

Impact of economic policy uncertainty on the stock markets of the G7 Countries: a nonlinear ARDL approach

SA Nusair, JA Al-Khasawneh - The Journal of Economic Asymmetries, 2022 - Elsevier
This paper employs the linear and nonlinear ARDL models to examine the short-run and
long-run effects of Economic Policy Uncertainty (EPU) on the stock prices of the G7 countries …

Asymmetric impact of Sino-US interest rate differentials and economic policy uncertainty ratio on RMB exchange rate

S Long, R Zhang, J Hao - … of International Financial Markets, Institutions and …, 2022 - Elsevier
By using the NARDL model, we investigate the asymmetric relationship between Sino-US
interest rate differentials, economic policy uncertainty (EPU) ratio, and the RMB exchange …

Economic policy uncertainty and exchange rates in emerging markets: Short and long runs evidence

A Abid - Finance Research Letters, 2020 - Elsevier
We revisit the association between fundamentals and exchange rates in emerging markets
relying on the role of the Economic Policy Uncertainty (EPU) in explaining/forecasting …

Unraveling the causal relationship between economic policy uncertainty and exchange market pressure in BRIC countries: Evidence from bootstrap panel granger …

IO Olanipekun, H Güngör… - Sage …, 2019 - journals.sagepub.com
This study examines the causal relationships between exchange market pressure and both
global and domestic economic policy uncertainty among the Brazil, Russia, India, and China …

[HTML][HTML] Impact of economic policy uncertainty on exchange rate volatility of China

L Chen, Z Du, Z Hu - Finance Research Letters, 2020 - Elsevier
This study investigates the impact of economic policy uncertainty (EPU) on China's
exchange rate volatility from December 2001 to November 2018. Using the quantile …