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The causal relationship between stock markets and policy uncertainty in OECD countries

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dc.contributor.authorPirgaip, Burak
dc.contributor.authorID252136tr_TR
dc.date.accessioned2020-02-26T12:02:43Z
dc.date.available2020-02-26T12:02:43Z
dc.date.issued2017
dc.departmentÇAnkaya Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, Bankacılık ve Finans Bölümüen_US
dc.description.abstractIn this study, we examine the causal relationship between economic policy uncertainty (EPU) and stock market prices in OECD countries. We provide strong evidence that stock markets mostly Granger cause EPU. Such causality may also exist in the opposite direction for a few cases and we find no causality in some countries as well. Our results do not provide any support for bidirectional causality.en_US
dc.identifier.citationPirgaip, Burak, "The causal relationship between stock markets and policy uncertainty in OECD countries", 5th Rsep International Conferences On Social Issues And Economic Studies, pp. 20-29, (2017).en_US
dc.identifier.doi10.19275/RSEPCONFERENCES105
dc.identifier.endpage29en_US
dc.identifier.isbn9786053077886
dc.identifier.startpage20en_US
dc.identifier.urihttp://hdl.handle.net/20.500.12416/2513
dc.language.isoenen_US
dc.publisherBC Group INCen_US
dc.relation.ispartof5th Rsep International Conferences On Social Issues And Economic Studiesen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectEconomic Policy Uncertaintyen_US
dc.subjectStock Marketsen_US
dc.subjectPanel Granger Causalityen_US
dc.subjectOECDen_US
dc.titleThe causal relationship between stock markets and policy uncertainty in OECD countriestr_TR
dc.titleThe Causal Relationship Between Stock Markets and Policy Uncertainty in Oecd Countriesen_US
dc.typeBook Parten_US
dspace.entity.typePublication

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