Economic policy uncertainty and stock market returns in selected eurozone countries

Basit Öğe Kaydı
dc.contributor.authorBayar, Y.
dc.contributor.authorAytemiz, L.
dc.date.accessioned2024-09-29T16:22:04Z
dc.date.available2024-09-29T16:22:04Z
dc.date.issued2015
dc.departmentKarabük Üniversitesien_US
dc.description.abstractThe uncertainties in economic policies may affect macroeconomic variables by affecting the decision making process of the economic agents. This paper examines the impact of economic policy uncertainty in selected Eurozone member countries on stock market returns during the period January 2001-December 2014 by using Dumitrescu and Hurlin (2012) panel causality test. The causality results indicated that there was no causality from economic policy uncertainty at both country level and common level to stock markets, but there was causality from stock market to EPU indexes. On the other hand there was bidirectional causality between stock market and dollar/euro exchange rate. © 2015 ASERS Publishing House. All rights reserved.en_US
dc.identifier.endpage158en_US
dc.identifier.issn1843-6110
dc.identifier.issue1en_US
dc.identifier.scopus2-s2.0-84929313300en_US
dc.identifier.scopusqualityN/Aen_US
dc.identifier.startpage152en_US
dc.identifier.urihttps://hdl.handle.net/20.500.14619/9789
dc.identifier.volume10en_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherASERS Publishing Houseen_US
dc.relation.ispartofJournal of Applied Economic Sciencesen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectEconomic policy uncertaintyen_US
dc.subjectPanel causality testen_US
dc.subjectStock market returnsen_US
dc.titleEconomic policy uncertainty and stock market returns in selected eurozone countriesen_US
dc.typeArticleen_US

Dosyalar

Koleksiyon

Scopus İndeksli Yayınlar Koleksiyonu