The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/1540496X.2014.998564
Reference44 articles.
1. Policy Uncertainty, Persistence and Growth
2. Tests for Parameter Instability and Structural Change With Unknown Change Point
3. Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
4. Dynamic co-movements of stock market returns, implied volatility and policy uncertainty
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