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- W1519375013 abstract "This study investigates if the change in economic policy uncertainty in the United States has any impact on the stock market performance in Australia and New Zealand. The results from the analysis of data of monthly changes in economic policy uncertainty in the US and monthly returns on All Ordinaries index from 1985:2 to 2013:M9 and NZSE 50 index from 1986:M7 to 2013:M9 show that returns on All Ordinaries index and NZSE 50 index are negatively linked to the change in economic policy uncertainty in the United States. The results are robust controlling for the effect of the S&P 500 return on the performance of All Ordinaries index and NZSE 50 index. The finding suggests that stock market performance in Australia and New Zealand is significantly associated with the economic policy conditions in the US." @default.
- W1519375013 created "2016-06-24" @default.
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- W1519375013 date "2013-01-01" @default.
- W1519375013 modified "2023-09-23" @default.
- W1519375013 title "Does Economic Policy Uncertainty in the United States Have Any Impact on the Stock Market Performance in Australia and New Zealand?" @default.
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- W1519375013 doi "https://doi.org/10.2139/ssrn.2092377" @default.
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