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

Mohamed Arouri and David Roubaud ()

Post-Print from HAL

Abstract: 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.

Keywords: emerging markets.; Policy uncertainty; stock markets (search for similar items in EconPapers)
Date: 2016
References: Add references at CitEc
Citations: View citations in EconPapers (19)

Published in Economics Bulletin, 2016, 36 (2), pp.760-770

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India (2016)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02009136

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().