Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach

Measuring Economic Policy Uncertainty*

Scott Baker, Nicholas Bloom, Steven J. Davis · The Quarterly Journal of Economics · 2016 · 11.2K citations · Full text

Economics, Public Policy, High Uncertainty +14

The Asset-Pricing Implications of Government Economic Policy Uncertainty

Jonathan Brogaard, Andrew L. Detzel · Management Science · 2015 · 1.3K citations

Portfolio Management, Asset-pricing Implications, Portfolio Choice +17

Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation

Ender Demir, Giray Gözgör, Chi Keung Marco Lau et al. · Finance research letters · 2018 · 676 citations · Full text

Monetary Policy, Economics, Financial Economics +6

Quantile Autoregression

Roger Koenker, Zhijie Xiao · Journal of the American Statistical Association · 2006 · 611 citations

Autoregression Quantile Process, Econometric Model, Economics +12

Measuring Geopolitical Risk

Dario Caldara, Matteo Iacoviello · International Finance Discussion Paper · 2018 · 575 citations · Full text

International Financial Crisis, Emerging Risk, Social Sciences +19