Does policy uncertainty affect equity, commodity, interest rates, and currency markets? Evidence from CBOE’s volatility index

Does policy uncertainty affect equity, commodity, interest rates, and currency markets? Evidence from CBOE’s volatility index

Economic policy drives investment, production, employment, and other macroeconomic indicators of the economy. The study examines the equity, commodity, interest rates, and currency markets, taking into consideration the US economic policy uncertainty (EPU) index. The present work determines the asso...

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Bibliographic Details
Main Author: Imlak Shaikh
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2020-08-01
Series:Journal of Business Economics and Management
Subjects:
policy uncertainty
equity
commodity
interest rate
foreign exchange
vix
Online Access:https://journals.vgtu.lt/index.php/JBEM/article/view/13164

Internet

https://journals.vgtu.lt/index.php/JBEM/article/view/13164

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