Economic policy uncertainty and stock returns among OPEC members: evidence from feasible quasi-generalized least squares

Economic policy uncertainty and stock returns among OPEC members: evidence from feasible quasi-generalized least squares

Abstract We examine the predictive ability of economic policy uncertainty on stock returns of selected OPEC countries. In order to deal with certain statistical properties of the predictors, which include serial correlation, persistence, conditional heteroskedasticity, and endogeneity effects, wse u...

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Bibliographic Details
Main Authors: Oluwatomisin J. Oyewole, Idowu A. Adubiagbe, Oluwasegun B. Adekoya
Format: Article
Language:English
Published: SpringerOpen 2022-06-01
Series:Future Business Journal
Subjects:
Economic policy uncertainty
Forecast evaluation
FQGLS
OPEC
Stock returns
Online Access:https://doi.org/10.1186/s43093-022-00124-w

Internet

https://doi.org/10.1186/s43093-022-00124-w

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