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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Format: | Article |
Language: | English |
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Vilnius Gediminas Technical University
2020-08-01
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Series: | Journal of Business Economics and Management |
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Online Access: | https://journals.vgtu.lt/index.php/JBEM/article/view/13164 |