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

• Main Authors: Olalere, Oluwaseyi Ebenezer, Mukuddem-Petersen, Janine
• Format: text
• Published: Animo Repository 2022
• Subjects: BRICS; conventional banks; economic policy uncertainty; firm value; panel VAR
• Online Access: https://animorepository.dlsu.edu.ph/apssr/vol22/iss1/10; https://animorepository.dlsu.edu.ph/context/apssr/article/1444/viewcontent/RA_209_20revised.pdf
• Institution: 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...