Affiliation
University of PiraeusUniversity of Derby
Institute of Science and Technology Islamabad, Pakistan
Issue Date
2019-06-24
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A series of global financial crises in 21st century, steep economic decline and slow recoveries have intensified the concern of regulatory bodies for economic policy certainty. This study explores the effect of investor sentiment on economic policy uncertainty (EPU), spanning the period 1995-2015. The analysis is carried out for Asian, Developed and the European market samples by applying the method of quantile regressions. The findings document the presence of a negative impact of investor sentiment on EPU. Robustness analysis illustrates the validity of the results for the cases of Asian and Developed markets.Citation
Rehman, M.U., and Apergis, N. (2019). 'Sensitivity of economic policy uncertainty to investor sentiment: Evidence from Asian, developed and European markets'. Studies in Economics and Finance, 36(2), pp.114-129. DOI: 10.1108/sef-01-2019-0040Publisher
EmeraldJournal
Studies in Economics and FinanceDOI
10.1108/sef-01-2019-0040Type
ArticleLanguage
enEISSN
10867376ae974a485f413a2113503eed53cd6c53
10.1108/sef-01-2019-0040
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