This study investigates the connection/disconnection between the stock market and
macroeconomic fundamentals in the United States from January 1960 to December 2021 …

We consider terrorism acts in G7 countries over the period 1998–2017 and examine their
impact on a sample of stock market indices from 66 countries. Using an event-study …

This paper analyses the role of a news-based measure of economic policy uncertainty
(EPU) in explaining time-varying co-movements in economic activity and volatility of 48 US …

Motivated by a lack of studies related to macro risk‐driven green bond markets, this paper
detects the tail dependence of the USA and China green bond markets on three uncertainty …

In the wake of the recent financial crisis, a growing literature measures, and analyses the
impact of uncertainty on international financial markets. These studies are primarily based …

This paper investigates the effects of foreign and domestic economic policy uncertainty
shocks on South Korea via structural VARs. The results show that both foreign and domestic …

We estimate a quantile structural vector autoregressive model for the Euro area to assess
the real effects of uncertainty shocks in expansions and recessions using monthly data …

In this paper, we analyze the spillovers of uncertainty from the United States (US) on Gross
Domestic Product (GDP) in a large panel of 50 advanced and emerging economies. We …

As the UK and the EU prepare to start negotiations for Brexit, it is important for both sides to
comprehend the full extent of the consequences of this process. In this paper, we employ an …

While the negative effect of uncertainty shocks on economic activity is well documented in
many empirical studies, little is known about the extent to which the effect differs across …