Global Political Uncertainty and Asset Prices
Global Political Uncertainty and Asset Prices
About this item
Full title
Author / Creator
Publisher
Oxford University Press
Journal title
Language
English
Formats
Publication information
Publisher
Oxford University Press
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Scope and Contents
Contents
We show that global political uncertainty, measured by the U.S. election cycle, on average, leads to a fall in equity returns in fifty non-U.S. countries. At the same time, market volatilities rise, local currencies depreciate, and sovereign bond returns increase. The effect of global political uncertainty on equity prices increases with the level...
Alternative Titles
Full title
Global Political Uncertainty and Asset Prices
Authors, Artists and Contributors
Author / Creator
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Primary Identifiers
Record Identifier
TN_cdi_crossref_primary_10_1093_rfs_hhz087
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1093_rfs_hhz087
Other Identifiers
ISSN
0893-9454
E-ISSN
1465-7368
DOI
10.1093/rfs/hhz087
