Governments around the world have responded to the COVID-19 outbreak with a mix of
policies. The strictest responses of the New Zealand government are notable, given their …

This study investigates the sectoral expected uncertainty connectedness in emerging
markets across different frequencies and quantiles using the novel quantile time–frequency …

Trade policy uncertainty (TPU) and its impact on the global economy have captured much
attention of the policymakers in the last decade. This paper contributes to building an …

This paper investigates the transmission of Economic Policy Uncertainty (EPU) across
nations using a two-stage research methodology. In the first stage, EPU spillbacks and …

This study introduces a monthly news-based economic policy uncertainty index for New
Zealand (NZ EPU) and examines the pricing implications of NZ EPU on a large sample of …

This paper investigates the non-linear causal nexus at lower, medium, and upper quantiles
that cryptocurrencies can generate as a hedging mechanism for international benchmark …

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) …

This study investigates the impact of economic policy uncertainty on earnings quality and
market returns in the European Union, a topic of growing importance in the wake of …

We find that Chinese EPU shocks can explain 40% of the cross-sectional variation in bond
returns. We also find that Chinese EPU shocks command a significant negative risk premia …

As the impact of the COVID-19 pandemic on the stock market returns has received much
attention from researchers and practitioners, the evidence on the government invention on …