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

被引：4

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.

引用

页数：10

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