This paper examines the dynamics between the energy markets and uncertainty indices
from January 1 st, 2001 till July 1 st, 2020, using the time-domain TVP-VAR-based …

This article examines the transmission mechanism of economic policy uncertainty (EPU),
investor sentiment and Chinese financial assets from time-frequency and static-dynamic …

This article investigates how uncertainty impacts the effect of monetary policy surprises on
stock returns. Using high-frequency US data, we demonstrate that stock markets respond …

The effect of investor sentiment on stock returns is a topic of long-standing interest amongst
behavioural economists. This paper systematically reviews the literature on the effect of …

This paper investigates how monetary policy shock affects the stock market of the United
States (US) conditional on states of investor sentiment. In this regard, we use a recently …

In this paper, we investigate how conventional and unconventional monetary policy shocks
affect the stock market of eight advanced economies, namely, Canada, France, Germany …

Fed's monetary policy review and interest rates contain essential information to explain
asset price performance, including Gold, and it's incomparable because it delights both …

Economic Policy Uncertainty (EPU) represents the uncertainty realized by the investors
during economic policy alterations. EPU is a critical indicator in economic studies to predict …

We examine the association between firm size and the likelihood of emergence from
bankruptcy filed under Chapter 11. Using 715 firm‐year observations from 1979 to 2019, we …

In this paper we examine the predictive power of the heterogeneous autoregressive (HAR)
model for the return volatility of major European government bond markets. The results from …