Economic policy uncertainty and the US stock market trading: non-ARDL evidence

The present study investigates the impact of economic policy uncertainty, and economic factors on the stock market index in the USA using Non-ARDL and Quantile models. The findings reveal that declining economic and economic-political factors will increase the stock market index in the US. The resul...

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Autores principales: Javaheri, Bakhtiar, habibi, Fateh, Amani, Ramin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9462617/
http://dx.doi.org/10.1186/s43093-022-00150-8
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author Javaheri, Bakhtiar
habibi, Fateh
Amani, Ramin
author_facet Javaheri, Bakhtiar
habibi, Fateh
Amani, Ramin
author_sort Javaheri, Bakhtiar
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description The present study investigates the impact of economic policy uncertainty, and economic factors on the stock market index in the USA using Non-ARDL and Quantile models. The findings reveal that declining economic and economic-political factors will increase the stock market index in the US. The results indicate that the effect of inflation and GDP variables follows a nonlinear pattern. Similar results using quantitative regression showed asymmetric impacts of inflation and GDP on stock market transactions.
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spelling pubmed-94626172022-09-10 Economic policy uncertainty and the US stock market trading: non-ARDL evidence Javaheri, Bakhtiar habibi, Fateh Amani, Ramin Futur Bus J Research The present study investigates the impact of economic policy uncertainty, and economic factors on the stock market index in the USA using Non-ARDL and Quantile models. The findings reveal that declining economic and economic-political factors will increase the stock market index in the US. The results indicate that the effect of inflation and GDP variables follows a nonlinear pattern. Similar results using quantitative regression showed asymmetric impacts of inflation and GDP on stock market transactions. Springer Berlin Heidelberg 2022-09-09 2022 /pmc/articles/PMC9462617/ http://dx.doi.org/10.1186/s43093-022-00150-8 Text en © The Author(s) 2022 https://creativecommons.org/licenses/by/4.0/Open AccessThis article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article's Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article's Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/ (https://creativecommons.org/licenses/by/4.0/) .
spellingShingle Research
Javaheri, Bakhtiar
habibi, Fateh
Amani, Ramin
Economic policy uncertainty and the US stock market trading: non-ARDL evidence
title Economic policy uncertainty and the US stock market trading: non-ARDL evidence
title_full Economic policy uncertainty and the US stock market trading: non-ARDL evidence
title_fullStr Economic policy uncertainty and the US stock market trading: non-ARDL evidence
title_full_unstemmed Economic policy uncertainty and the US stock market trading: non-ARDL evidence
title_short Economic policy uncertainty and the US stock market trading: non-ARDL evidence
title_sort economic policy uncertainty and the us stock market trading: non-ardl evidence
topic Research
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9462617/
http://dx.doi.org/10.1186/s43093-022-00150-8
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