This paper examines if stock markets in South Asia (Bangladesh, India, Nepal, Pakistan and Sri Lanka) respond to the changes in economic policy uncertainty in the United States. Based on the analysis of monthly returns on the stock market indices in Bangladesh from 1990:1 to 2009:4, India and...

Motivated by the current financial and economic situation in Europe, this paper seeks to establish how the changes in economic policy uncertainty in Europe affect the stock market performance in the United States. Analyzing monthly index of economic policy uncertainty in Europe and monthly...

This paper investigates if the changes in economic policy uncertainty in the United States can predict the performance of stock markets in South America (Argentina, Brazil, Chile, and Colombia, Peru, and Venezuela). Based on the analyses of monthly returns of the Buenos Aires SE Merval Index...

This study examines the response of stock markets in China and Japan to the changes in economic policy uncertainty in the United States. The analysis of data of monthly changes in economic policy uncertainty in the US and monthly returns on Shanghai Composite Index from 1991:1 to 2012:5 and...

This study examines the impact of the changes in economic policy uncertainty in the United States on the stock markets of the Asian Tiger economies (Hong Kong, Singapore, South Korea, and Taiwan) because trades between Asian Tiger economies and the US have increased significantly in recent...

This paper investigates the effect of economic policy uncertainty in the United States on stock market performance in the European Union, Croatia, Norway, Russia, Switzerland, Turkey and Ukraine. The analyses of monthly returns on the major stock market indices in these countries from 1985:2 to...

This paper investigates the effect of economic policy uncertainty in the United States on stock market performance in Canada and Mexico. Using monthly returns of the Canada S&P/TSX-300 Total Return Index from 1985:2 to 2012:5 and Mexico SE Total Return Index from 1988:1 to 2012:5, this study...

This study investigates if the change in economic policy uncertainty in the United States has any impact on the stock market performance in Australia and New Zealand. The results from the analysis of data of monthly changes in economic policy uncertainty in the US and monthly returns on All...

This study is set up to investigate how returns on three groups (developed, emerging and frontier) of global stock markets respond to shock to investment opportunities in the United States using aggregate Tobin's q as a proxy. The Granger-causality is computed to determine the causal linkage...

Based theoretically and empirically on the international transmission and spill-over, this study is set up to examine how returns on three groups (developed, emerging and frontier) of global stock markets respond to the U.S. credit spread shock. The Granger-causality is computed to determine the...