Components of economic policy uncertainty and predictability of US stock returns and volatility: evidence from a nonparametric causality-in-quantile approach

INIS

• volatility 100%
• stocks 83%
• market 50%
• migration 50%
• causality 50%
• economic policy 50%
• nonlinear problems 33%
• levels 16%
• information 16%
• prediction 16%
• errors 16%
• distribution 16%
• efficiency 16%
• economics 16%
• performance 16%
• testing 16%
• investment 16%
• allocations 16%
• indicators 16%
• policy 16%
• assets 16%
• capture 16%

Economics, Econometrics and Finance

• Volatility 83%
• Capital Market Returns 66%
• Economic Policy Uncertainty 50%
• Return 50%
• Nonlinearity 33%
• Scientific Modelling 33%
• Portfolio Selection 16%
• Predictability 16%
• Efficient Market Hypothesis 16%
• Returns Volatility 16%
• Investment 16%
• Financial Market 16%
• Granger Causality Test 16%
• Information 16%
• Market 16%
• Economic Uncertainty 16%