Economic Policy Uncertainty, Equity Repricing, and Currency Volatility in G20 Economies: Heterogeneous Evidence from Second-Generation Panel and Quantile Methods
This study examines the effects of economic policy uncertainty (EPU) on three dimensions of financial market dynamics—stock market returns, stock market volatility, and exchange rate volatility—across 15 G20 economies over the period 2006 Q1–2024 Q4. Employing a rigorous second-generation panel econometric framework th...