Economic policy uncertainty and the US stock market trading: non-ARDL evidence

被引：3
|
作者：
Javaheri, Bakhtiar [1 ]
Habibi, Fateh [1 ]
Amani, Ramin [1 ]
机构：
[1] Univ Kurdistan, Dept Econ, POB 416, Sanandaj, Iran
来源：
FUTURE BUSINESS JOURNAL | 2022年 / 8卷 / 01期
关键词：
Economic policy uncertainty; Economic factors; Stock market; Non-ARDL; United States; POLITICAL UNCERTAINTY; RETURNS; PRICES; RISK; VOLATILITY; MONETARY; GROWTH;
D O I：
10.1186/s43093-022-00150-8
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
The present study investigates the impact of economic policy uncertainty, and economic factors on the stock market index in the USA using Non-ARDL and Quantile models. The findings reveal that declining economic and economic-political factors will increase the stock market index in the US. The results indicate that the effect of inflation and GDP variables follows a nonlinear pattern. Similar results using quantitative regression showed asymmetric impacts of inflation and GDP on stock market transactions.
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页数：10
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