The Causal Relationship Between Stock Markets and Policy Uncertainty in Oecd Countries
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Date
2017
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Publisher
Bc Grup inc
Open Access Color
Green Open Access
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Abstract
In 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.
Description
Keywords
Economic Policy Uncertainty, Stock Markets, Panel Granger Causality, Oecd
Fields of Science
Citation
Pirgaip, 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).
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Source
5th RSEP International Conferences on Social Issues and Economic Studies -- NOV 07-10, 2017 -- Barcelona, SPAIN
Volume
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Start Page
20
End Page
29
Page Views
4
checked on Feb 24, 2026
