This study investigates the relationship between cash flow uncertainty and stock price crash risk. Using a large sample of firms from 22 countries, we find that a higher cash flow …
SY Choi - Finance research letters, 2020 - Elsevier
This study investigates the impact of economic uncertainty due to the coronavirus (COVID- 19) pandemic on the industrial economy in the US in terms of the interdependence and …
The recent US-China trade conflict has caused substantial uncertainty in the global markets. What is the rationale of this conflict? Is the rising of Chinese economy imposing a realistic …
In this research, we assess the influence of geopolitical risk (GPR), exchange rate (EXCH) and economic policy uncertainty (EPU) on South Korea stock market. Using monthly dataset …
J Wan, L Yin, Y Wu - International Review of Economics & Finance, 2024 - Elsevier
To comprehensively investigate information transmission and risk contagion among global environmental, social, and governance (ESG) stock markets, this paper employs the TVP …
This paper, using data for 16 countries, tests whether economic policy uncertainty (EPU) predicts stock excess returns. First, we show that the ability of EPU to forecast stock returns …
We examine the effects of international (US based) economic policy uncertainty, geopolitical risk and financial stress alike on the emerging stock markets. We consider 24 emerging …
Y Wei, J Liu, X Lai, Y Hu - Energy Economics, 2017 - Elsevier
This paper aims to identify the most informative determinant in forecasting crude oil market volatility. We use a new GARCH-class model based on mixed data sampling regression and …
Economic policy uncertainty (EPU) and geopolitical uncertainty (GPU) can fuel speculation, flood the carbon trading market with excess allowances, and undermine the scheme's …