The Influence of Economic Policy Uncertainty Shocks on Art Market

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dc.contributor.authorAbakah, Emmanuel Joel Aikins
dc.contributor.authorTiwari, Aviral Kumar
dc.contributor.authorArthur, Emmanuel Kwesi
dc.contributor.authorGil-Alana, Luis Alberiko
dc.date.accessioned2023-10-03T13:26:59Z
dc.date.available2023-10-03T13:26:59Z
dc.date.issued2023
dc.descriptionArticleen_US
dc.description.abstractWe 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 articleen_US
dc.description.sponsorshipMinisterio de Econom?a, Industria y Competitividad, Gobierno de Espa?a [MINEICAEI-FEDER PID2020-113691RB-I00].en_US
dc.identifier.citationAbakah, E. J. A., Tiwari, A. K., Kwesi Arthur, E., & Gil-Alana, L. A. (2023). The influence of economic policy uncertainty shocks on art market. Applied Economics, 55(29), 3404-3421.en_US
dc.identifier.urihttps://doi.org/10.1080/00036846.2022.2114999
dc.identifier.urihttp://ir-library.ku.ac.ke/handle/123456789/27008
dc.language.isoenen_US
dc.publisherRoutlegde Tylor & Francis Groupen_US
dc.subjectGlobal and USA art marketsen_US
dc.subjectpolicy uncertaintyen_US
dc.subjectglobal wavelet analysisen_US
dc.subjectpainting market returnsen_US
dc.titleThe Influence of Economic Policy Uncertainty Shocks on Art Marketen_US
dc.typeArticleen_US
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