This paper aims to explore the relationship between geopolitical risks (GPR) and investor
sentiment in the US stock market based on Granger causality test and time-varying …

The world experienced significant changes in its social and economic lives in 2020–21.
Major stock markets experienced an immediate decline. This paper attempts to examine the …

ESG performance has become vital for business in recent years. Consumers, stakeholders
and investors alike seek companies that can show that they are environmentally and socially …

This study employs the generalized extreme value-autoregressive conditional Fréchet-tail
quotient correlation coefficient (GEV-AcF-TQCC) analytical framework to investigate the …

This study examines linkages between the stock market and uncertainty in the real economy
generated by unpredictability of economic policies. We investigate the asymmetric effect of …

Purpose This paper aims to investigate the dynamic volatility connectedness among 13 G20
countries by using the volatility indices. Design/methodology/approach The connectedness …

Globally, high levels of economic policy uncertainty (EPU) have revamped the debate about
its impact on different economic parameters of firms. In this regard, the literature exhibits …

Over the years, climate and economic policy uncertainties have become critical
considerations that shape public attitudes. They have the potential to impact people's …

This study employs the economic policy uncertainty index to gauge the level of economic
policy uncertainty in China. Utilizing textual data from the growth enterprise market internet …

Purpose This paper aims to investigate the effect of economic policy uncertainty (EPU)
shocks on Indian equity market sectors. The effect of domestic (Indian) and foreign (USA) …