On the link between the US economic policy uncertainty and exchange rates

Dynamic Conditional Correlation

Robert F. Engle · Journal of Business and Economic Statistics · 2002 · 7.1K citations

Business, Finance, Econometrics +16

Uncertainty about Government Policy and Stock Prices

Ľuboš Pástor, Pietro Veronesi · The Journal of Finance · 2012 · 2.3K citations · Full text

Business, Economics, Public Policy +14

The Asset-Pricing Implications of Government Economic Policy Uncertainty

Jonathan Brogaard, Andrew L. Detzel · Management Science · 2015 · 1.4K citations

Business, Economics, Finance +17

Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models

Robert F. Engle · SSRN Electronic Journal · 2000 · 1.1K citations · Full text

Business, Economics, Finance +17

Measuring Economic Policy Uncertainty

Scott Baker, Nicholas Bloom, Steven J. Davis · SSRN Electronic Journal · 2013 · 911 citations · Full text

Social Sciences, Economics, Regulatory Policy +10