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

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dc.contributor.author Pirgaip, Burak
dc.date.accessioned 2020-02-26T12:02:43Z
dc.date.available 2020-02-26T12:02:43Z
dc.date.issued 2017
dc.identifier.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). tr_TR
dc.identifier.isbn 978-605-307-788-6
dc.identifier.uri http://hdl.handle.net/20.500.12416/2513
dc.description.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. tr_TR
dc.language.iso eng tr_TR
dc.publisher BC Group INC tr_TR
dc.relation.isversionof 10.19275/RSEPCONFERENCES105 tr_TR
dc.rights info:eu-repo/semantics/closedAccess tr_TR
dc.subject Economic Policy Uncertainty tr_TR
dc.subject Stock Markets tr_TR
dc.subject Panel Granger Causality tr_TR
dc.subject OECD tr_TR
dc.title The causal relationship between stock markets and policy uncertainty in OECD countries tr_TR
dc.type bookPart tr_TR
dc.relation.journal 5th Rsep International Conferences On Social Issues And Economic Studies tr_TR
dc.contributor.authorID 252136 tr_TR
dc.identifier.startpage 20 tr_TR
dc.identifier.endpage 29 tr_TR
dc.contributor.department ÇAnkaya Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, Bankacılık ve Finans Bölümü tr_TR


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