... economic policy uncertainty for the global transmission of the US dollar cycle. Section 6 presents robustness. Finally, Section 7 concludes and provides policy implications. Second, this paper is directly linked to the expanding literature on the spillover effects of the US dollar (Obstfeld...

...Opeoluwa Adeniyi Adeosun; Suhaib Anagreh; Mosab I. Tabash; Xuan Vinh Vo Purpose This paper aims to examine the return and volatility transmission among economic policy uncertainty (EPU), geopolitical risk (GPR), their interaction (EPGR) and five tradable precious metals: gold, silver, platinum...

... volatility index. Panel autoregressive distributed lag modeling is used to analyze the impact of uncertainty on exchange rate volatility in the short and long run. The sample consists of 26 developed and emerging markets from 2005 to 2020. Findings The study finds that economic policy uncertainty...

...Md Hakim Ali; Christophe Schinckus; Md Akther Uddin; Saeed Pahlevansharif Purpose Even though Bitcoin has been often labelled as a safe haven asset class in the literature, the influence of economic policy uncertainty (EPU) on the diversifying opportunities offered by Bitcoin in relation to other...

...Samah Hazgui; Saber Sebai; Walid Mensi Purpose This paper aims to examine the frequency of co-movements and asymmetric dependencies between bitcoin (BTC), gold, Brent crude oil and the US economic policy uncertainty (EPU) index. Design/methodology/approach The authors use a wavelet approach...

... stock markets. Findings The increases in US uncertainty have significant negative impacts on all EU stock returns, whereas only the increases in the uncertainties of Spain, Ireland, Sweden and the UK have significant negative impacts on US stock returns. Notably, the economic policy uncertainty (EPU...

...Mobeen Ur Rehman; Nicholas Apergis Purpose This paper aims to explore the impact of investor sentiments on economic policy uncertainty (EPU). The analysis also considers the momentum effect, stock market returns volatility and equity pricing inefficiencies across markets, which, to the best...