Journal
APPLIED ECONOMICS LETTERS
Volume 26, Issue 15, Pages 1264-1268Publisher
ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
DOI: 10.1080/13504851.2018.1545073
Keywords
Economic policy uncertainty index; investor sentiment; Granger test; linear
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In this paper, we study the relationship between economic policy uncertainty and investor sentiment. US data were analysed based on linear and non-linear Granger causality analysis. We reveal the obvious impact that economic policy uncertainty has on the investor sentiment, which can be explained by the real option and financial constraint theory.
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