39 citations · 39 across the 1 of their papers we have counts for
2 papers
q-fin.GN2020
Preventing crash in stock market: The role of economic policy uncertainty during COVID-19
Peng-Fei Dai, Xiong Xiong, Zhifeng Liu +2
This paper investigates the impact of economic policy uncertainty (EPU) on the crash risk of US stock market during the COVID-19 pandemic. To this end, we use the GARCH-S (GARCH wi…
q-fin.ST2020★ 39 cited
Visibility graph analysis of economy policy uncertainty indices
Peng-Fei Dai, Xiong Xiong, Wei-Xing Zhou
Uncertainty plays an important role in the global economy. In this paper, the economic policy uncertainty (EPU) indices of the United States and China are selected as the proxy var…