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Article Dans Une Revue Economics Bulletin Année : 2016

On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India

Résumé

We contribute to the ongoing literature on the effects of policy uncertainty on economic variables by investigating the relationship between economic policy uncertainty and stock markets in China, India and the USA. Our findings suggest that contrary to China, an increase in policy uncertainty in the USA and India reduces significantly stock returns and augments market volatility.
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hal-02009136 , version 1 (06-02-2019)

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  • HAL Id : hal-02009136 , version 1

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Mohamed Arouri, David Roubaud. On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India. Economics Bulletin, 2016, 36 (2), pp.760-770. ⟨hal-02009136⟩
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