Table 7 The different role of EPU during the pandemic
From: Preventing crash in stock market: The role of economic policy uncertainty during COVID-19
Variables | (1) | (2) |
|---|---|---|
Intercept | 0.0009 (0.4612) | 0.0009 (0.4653) |
D_epid |  − 0.0011 (− 0.2232) | 0.0007 (0.1365) |
Skew(t−1) | 0.1999*** (6.2173) | 0.1926*** (5.9408) |
rCases(t−1) |  − 0.0227*** (− 2.7921) |  − 0.0324*** (− 3.2291) |
rCases(t−2) |  |  − 0.0165 (− 1.64) |
rEPU(t) |  − 0.0062 (− 1.5967) |  − 0.0062 (− 1.5901) |
D_epid* rEPU(t) |  − 0.0345** (− 2.3417) |  − 0.0340** (− 2.3105) |
N | 917 | 917 |
R2 | 0.0609 | 0.0637 |
Adj-R2 | 0.0557 | 0.0575 |
AIC |  − 2.9536 |  − 2.9544 |
SC |  − 2.9220 |  − 2.9176 |