Economic Policy Uncertainty and Firm Value: Is There a Link? A Panel Vector Autoregression Approach

• المؤلفون الرئيسيون: Olalere, Oluwaseyi Ebenezer, Mukuddem-Petersen, Janine
• التنسيق: text
• منشور في: Animo Repository 2022
• الموضوعات: BRICS; conventional banks; economic policy uncertainty; firm value; panel VAR
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/apssr/vol22/iss1/10; https://animorepository.dlsu.edu.ph/context/apssr/article/1444/viewcontent/RA_209_20revised.pdf
• المؤسسة: De La Salle University

This study examines the effect of the economic policy uncertainty (EPU) index on firm value. The financial data of 105 conventional banks for BRICS (Brazil, Russia, India, China, and South Africa) countries over 2009–2019 were used, totaling 1,155 observations. We use the panel vector autoregression...