arbiter
JournalsPricingAccount

THE DYNAMIC RELATION BETWEEN ECONOMIC POLICY UNCERTAINTY AND STOCK MARKET VOLATILITY IN TWO COUNTRIES: UNITED STATES AND S. KOREA

S. Korea et al.

Global Journal of Accounting and Finance2021https://doi.org/10.47177/gjaf.05.02.2021.034article
ABDC C
Weight
0.38

What the paper says

The financial industry has become one of the most data-driven industries and the recent technological developments in big data, financial services, consumer-data management, social network services, and filtering data quality has made better interpretation of analyzed data possible in the finance industry. Financial data consist of a huge volume of quotes, market data, historical trade data, and time-sequenced transaction data used to model market and customer behavior. Many papers found that the stock market Volatility and Economic Policy Uncertainty (EPU) are closely correlated. KOR_EPU and VKOSPI, US_EPU and VKOSPI, and finally (3) the EPU index in both countries affects the volatility of the stock market significantly. The paper concludes that the EPU index in different countries that have co-movements in stock price can provide useful information to investors in the stock and derivatives markets.

1 citation

Open paper page →

Cite this paper

https://doi.org/https://doi.org/10.47177/gjaf.05.02.2021.034

Or copy a formatted citation

@article{s.2021,
  title        = {{THE DYNAMIC RELATION BETWEEN ECONOMIC POLICY UNCERTAINTY AND STOCK MARKET VOLATILITY IN TWO COUNTRIES: UNITED STATES AND S. KOREA}},
  author       = {S. Korea et al.},
  journal      = {Global Journal of Accounting and Finance},
  year         = {2021},
  doi          = {https://doi.org/https://doi.org/10.47177/gjaf.05.02.2021.034},
}

Paste directly into BibTeX, Zotero, or your reference manager.

Flag this paper

THE DYNAMIC RELATION BETWEEN ECONOMIC POLICY UNCERTAINTY AND STOCK MARKET VOLATILITY IN TWO COUNTRIES: UNITED STATES AND S. KOREA

Flags are reviewed by the Arbiter methodology team within 5 business days.

Evidence weight

0.38

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.09 × 0.4 = 0.03
M · momentum0.80 × 0.15 = 0.12
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.