The influence of economic policy uncertainty shocks on art market

dc.contributor.author	Abakah, E.J.A.
dc.contributor.author	Tiwari, A.K.
dc.contributor.author	Arthur, E.K.
dc.contributor.author	Gil-Alana, L.A.
dc.date.accessioned	2025-02-11T14:56:44Z
dc.date.issued	2022
dc.description	Research Article	en_US
dc.description.abstract	We contribute to the literature by studying the impact of economic policy uncertainty shocks on returns in the global art market, the global paintings market and the U.S.A art market from 1998: Q1 to 2018:Q3. Based on the frequency domain Granger causality test and continuous wavelets analysis, the results show that an increase in policy uncertainty shocks significantly reduces returns on art and paintings and that the effect is stronger during extreme volatility periods. Policy implications are derived at the end of the article.	en_US
dc.identifier.other	https://doi.org/10.1080/00036846.2022.2114999
dc.identifier.uri	https://ugspace.ug.edu.gh/handle/123456789/42858
dc.language.iso	en	en_US
dc.publisher	Applied Economics	en_US
dc.subject	Global and USA art markets	en_US
dc.subject	market returns	en_US
dc.subject	policy uncertainty	en_US
dc.title	The influence of economic policy uncertainty shocks on art market	en_US
dc.type	Article	en_US

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