...Nikolaos A. Kyriazis; Stephanos Papadamou; Alexandros Koulis Purpose This paper aims to investigate the causal effects that the cutting-edge US monetary, regulatory, financial regulatory and national security policy uncertainty indices exert on the highly representative S&P500 stock index from...

... policy, national security, government spending, taxation) from 1985 up to November 2022. Design/methodology/approach Vector autoregressive schemes are used to detect causality and reverse causality between each aspect of geopolitical risk and each source of US uncertainty. Findings Notably...